Complexity of the algorithms for Singular Value Decomposition

reference-request svd computational-complexity

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?


Solution 1:

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.

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