I recently wrote two articles I think you would enjoy :) The first is high level perspective, the second is nitty gritty math, proof, and implementation. [1]:

I recently wrote two articles I think you would enjoy :) The first is high level perspective, the second is nitty gritty math, proof, and implementation. [1]: https://jeremykun.com/2016/04/18/singular-value-decomposition-part-1-perspectives-on-linear-algebra/ https://jeremykun.com/2016/04/18/singular-value-decompositio... [2]: https://jeremykun.com/2016/05/16/singular-value-decomposition-part-2-theorem-proof-algorithm/ https://jeremykun.com/2016/05/16/singular-value-decompositio...