Math 218: Matrices and Vectors

Welcome! You have found the homepage of the Fall 2024 manifestation of Math 218.

Singular Value Decomposition

The following code will calculate a spectral factorization A^*A=VDV^* of the Gramian of any matrix A, provided that the eigenvalues of A^*A are nice enough. This is the hardest step in calculating a singular value decomposition.