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SingularValueDecomposition

SingularValueDecomposition[m] gives the singular value decomposition for a numerical matrix m as a list of matrices {u,σ,v}, where σ is a diagonal matrix and m can be written as u.σ.ConjugateTranspose[v].

SingularValueDecomposition[{m,a}] gives the generalized singular value decomposition of m with respect to a.

SingularValueDecomposition[m,k] gives the singular value decomposition associated with the k largest singular values of m.

SingularValueDecomposition[m,UpTo[k]] gives the decomposition for the k largest singular values, or as many as are available.

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