Singular value decomposition calculator

Calculate singular values in descending order and thin left singular vectors U with your own figures.

Your numbers

Use the units shown. Results update as you change valid inputs.

Use singular values in descending order and thin left singular vectors U to compare changes to your inputs. The method and limits below explain the scope.

Examples

Examples

Try the starting example

Rectangular real matrix, rows on separate lines
3,0 0,2
Relative effective-rank threshold
1e-12
Singular values in descending order
3, 2
Thin left singular vectors U
1, 0; 0, 1
Thin right singular vectors transposed Vᵀ
1, 0; 0, 1
Effective rank at selected threshold
2
Maximum reconstruction residual |U Σ Vᵀ − A|
0

Try another scenario

Rectangular real matrix, rows on separate lines
0,2 3,0
Relative effective-rank threshold
1e-12
Singular values in descending order
3, 2
Thin left singular vectors U
0, 1; 1, 0
Thin right singular vectors transposed Vᵀ
1, 0; 0, 1
Effective rank at selected threshold
2
Maximum reconstruction residual |U Σ Vᵀ − A|
0
Calculation method

Calculation method

Singular values in descending order

Compute a real SVD, retaining min(rows,columns) singular values.

Thin left singular vectors U

Use the thin U; orient each paired U/V column so its largest-magnitude U component is nonnegative.

Thin right singular vectors transposed Vᵀ

Transpose the matching thin V factor.

Effective rank at selected threshold

Count singular values strictly above largest×threshold.

Maximum reconstruction residual |U Σ Vᵀ − A|

Reconstruct using full internal precision and report the largest entrywise absolute error.

Symbols and units
a
Rectangular real matrix, rows on separate lines
b
Relative effective-rank threshold

Use the units shown. A list keeps the order in which you enter its values. The symbol ^ means “raised to the power of”.

Assumptions & limits

Assumptions & limits

  • Real thin SVD for tall, square or wide matrices up to 20 per dimension. Repeated singular values permit nonunique singular-vector bases; rank depends on the selected threshold. Double-precision results are approximate. Numeric tables use 12 significant digits and display components at roundoff scale (32 machine epsilons relative to their row or relevant calculation scale) as zero; scalar diagnostics retain full precision.
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These calculations run in your browser. A shared link contains the values you choose to share. Only questions submitted to the separate AI finder are sent to OpenAI.

Further reading

ml-matrix: numerical decompositions ↗

Background reading; this does not imply endorsement or independent review of SumFizz.

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