A short history of SVD: Beltrami in 1873 to Golub's 'PROF SVD' license plate
prof_g · x · 2026-11-02
A professor shares the century-long history of the SVD while teaching it this week: Beltrami wrote the decomposition down in 1873, Jordan found it independently a year later, and Sylvester called the stretches canonical multipliers in 1889. Schmidt proved the best low-rank approximation property in 1907 — by the time Eckart & Young republished it in psychometrika in 1936 it was decades old. The missing piece was a numerically stable algorithm: Golub & Kahan fixed that in 1965, with Golub & Reinsch (1970) running for the next twenty years. Golub's license plate read 'PROF SVD'.
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