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计算奇异值分解的实用方法可追溯到1954-1955年 Kogbetliantz 和1958年 Hestenes 的工作<ref>{{cite journal |last1=Hestenes |first1=M. R. |title=Inversion of Matrices by Biorthogonalization and Related Results |journal=Journal of the Society for Industrial and Applied Mathematics |volume=6 |issue=1 |pages=51–90 |year=1958 |doi=10.1137/0106005 |jstor=2098862 |mr=0092215 }}</ref>。这些方法与使用平面旋转或 Givens 旋转的 Jacobi 特征值算法极为相似。然而,1965年 Gene Golub 和 William Kahan 发表的方法<ref>(Golub & Kahan 1965)</ref>取代了之前的方法,他们采用了 Householder 变换或反射。1970年,Golub 和 Christian Reinsch<ref>{{cite journal |last1=Golub |first1=G. H. |last2=Reinsch |first2=C. |title=Singular value decomposition and least squares solutions |journal=Numerische Mathematik |volume=14 |issue=5 |pages=403–420 |year=1970 |doi=10.1007/BF02163027 |mr=1553974 |s2cid=123532178 }}</ref> 发表了 Golub/Kahan 算法的一个变体,这个变体至今仍广泛应用。
 
计算奇异值分解的实用方法可追溯到1954-1955年 Kogbetliantz 和1958年 Hestenes 的工作<ref>{{cite journal |last1=Hestenes |first1=M. R. |title=Inversion of Matrices by Biorthogonalization and Related Results |journal=Journal of the Society for Industrial and Applied Mathematics |volume=6 |issue=1 |pages=51–90 |year=1958 |doi=10.1137/0106005 |jstor=2098862 |mr=0092215 }}</ref>。这些方法与使用平面旋转或 Givens 旋转的 Jacobi 特征值算法极为相似。然而,1965年 Gene Golub 和 William Kahan 发表的方法<ref>(Golub & Kahan 1965)</ref>取代了之前的方法,他们采用了 Householder 变换或反射。1970年,Golub 和 Christian Reinsch<ref>{{cite journal |last1=Golub |first1=G. H. |last2=Reinsch |first2=C. |title=Singular value decomposition and least squares solutions |journal=Numerische Mathematik |volume=14 |issue=5 |pages=403–420 |year=1970 |doi=10.1007/BF02163027 |mr=1553974 |s2cid=123532178 }}</ref> 发表了 Golub/Kahan 算法的一个变体,这个变体至今仍广泛应用。
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Golub, Gene H.; Van Loan, Charles F. (1996). Matrix Computations (3rd ed.). Johns Hopkins. ISBN 978-0-8018-5414-9.
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Hansen, P. C. (1987). "The truncated SVD as a method for regularization". BIT. 27 (4): 534–553. doi:10.1007/BF01937276. S2CID 37591557.
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Horn, Roger A.; Johnson, Charles R. (1985). "Section 7.3". Matrix Analysis. Cambridge University Press. ISBN 978-0-521-38632-6.
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Stewart, G. W. (1993). "On the Early History of the Singular Value Decomposition". SIAM Review. 35 (4): 551–566. CiteSeerX 10.1.1.23.1831. doi:10.1137/1035134. hdl:1903/566. JSTOR 2132388.
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Wall, Michael E.; Rechtsteiner, Andreas; Rocha, Luis M. (2003). "Singular value decomposition and principal component analysis". In D.P. Berrar; W. Dubitzky; M. Granzow (eds.). A Practical Approach to Microarray Data Analysis. Norwell, MA: Kluwer. pp. 91–109.
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Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007), "Section 2.6", Numerical Recipes: The Art of Scientific Computing (3rd ed.), New York: Cambridge University Press, ISBN 978-0-521-88068-8
      
==注释==
 
==注释==
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