The singular value decomposition: Its computation and some applications

Abstract

We provide a tutorial introduction to certain numerical computations both in linear algebra and linear systems in the context of bounded arithmetic. The essential characteristics of bounded arithmetic are discussed in an introductory section followed by a review of the fundamental concepts of numerical stability and conditioning. The singular value decomposition (SVD) is then presented along with some related comments on the numerical determination of rank. A variety of applications of the SVD in linear algebra and linear systems is then outlined. A final section discusses some details of the implementation of the SVD on a digital computer. An Appendix is provided which contains a number of useful illustrative example.