7.6. Next steps

Details on the computation of the eigenvalue and singular value decompositions are presented at length in [Ste01] and more briefly in Chapters 7 and 8 of [GVL96]. A classic reference on the particulars of the symmetric case is [Par80], while [TE05] focuses on the non-normal case. Dimension reduction via the SVD often goes by the name principal component analysis, which is the subject of [Jol02].