Outline of the Algorithm The Jacobi algorithm for computing the singular value decomposition (SVD) of a general matrix \(A \in \mathbb{R}^{m \times n}\) was proposed by Hestenes. The algorithm proceeds as follows: \begin{equation}\notag A^{(0)} = A, \quad A^{(k+1)} = A^{(k)} J^{(k)}, \quad A^{(\infty)} = U \varSigma, \end{equation} for \(k = 1, 2, \dots\), where \(J^{(k)}\) … Continue reading One-sided Jacobi Algorithm