If you have a matrix A and apply singular value decomposition, the three results are a matrix U, a vector s ("singular"), and a matrix Vh, such that A = U * S * Vh. The S term is a matrix that has the ...

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...