In both algorithms we're applying a sequence of Jacobi rotations $J_n$ to implicitly diagonalize $A^TA:$ $$J_n^T...J_1^TA^TAJ_1...J_n=\Sigma \iff (AJ_1...J_n)^T(AJ_1...J_n) =\Sigma \iff (AV)^T AV = \Sigma \\ \iff U^TAV=\Sigma$$ So what's the difference between Two-sided Jacobi SVD vs One-sided Jacobi SVD?
2026-03-27 06:17:17.1774592237
Two-sided Jacobi SVD vs One-sided Jacobi SVD
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