As said in the title, I would like to find out something on the numerical algorithms for computing the SVD decomposition of a rectangular matrix, with particular regard to their the computational complexity. Can anybody suggest some references on the topic?
2026-03-30 13:35:19.1774877719
Complexity of the algorithms for Singular Value Decomposition
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Here's a link to a thorough and authoritative source:
http://www.cs.utexas.edu/users/inderjit/public_papers/HLA_SVD.pdf
Inderjit Dhillon is a leading expert on eigenvalues.