Singular Value Decomposition for generic number types
Author JuliaLinearAlgebra
37 Stars
Updated Last
11 Months Ago
Started In
February 2016


Travis Build Status AppVeyor Build status

Implements Singular Value Decomposition for generic number types, such as BigFloat, Complex{BigFloat} or Quaternions. It internally overloads several Base functions such that existing methods (svd, svdfact and svdvals) should work directly.

It uses a Golub-Kahan 2-stage algorithm of bidiagonalization with Householder reflections, followed by an implicit QR with shift.


Based on initial code by Andreas Noack.


  • Golub, G. H. and Van Loan, C. F. (2013), "§8.6.3 The SVD Algorithm", Matrix Computations (4th ed.), Johns Hopkins University Press, Baltimore, MD, USA.