The Algebraic Operation of SVD

Chapter 4 discussed the eigenvalue/eigenvector diagonalization of a matrix. Perhaps the biggest problem for this to be very useful in data analysis is the restriction to square matrices. It has already been emphasized time and again that data matrices, unlike dynamical operators, are rarely square. The algebraic operation of the singular value decomposition (SVD) is the answer. Note the distinction between the data analysis method widely known as SVD and the actual algebraic machinery. The former uses the latter, but is not the latter. This chapter describes the method. Following the introduction to SVD, it provides some examples and applications.