A First Course in Linear Algebra (A Free Textbook)
http://linear.ups.edu/opentexts.html
Singular Value Decomposition
http://www.uwlax.edu/faculty/will/svd/index.html

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Overview Eigen is a C++ template library for linear algebra: vectors, matrices, and related algorithms. It is: * Versatile. (See modules and tutorial). Eigen handles, without code duplication, and in a completely integrated way: o both fixed-size and dynamic-size matrices and vectors. o both dense and sparse (the latter is still experimental) matrices and vectors. o both plain matrices/vectors and abstract expressions. o both column-major (the default) and row-major matrix storage. o both basic matrix/vector manipulation and many more advanced, specialized modules providing algorithms for linear algebra, geometry, quaternions, or advanced array manipulation. * Fast. (See benchmark). o Expression templates allow to intelligently remove temporaries and enable lazy evaluation, when that is appropriate -- Eigen takes care of this automatically and handles aliasing too in most cases. o Explicit vectorization is

Main Page - Eigen

Eigen 2 is a C++ template library for linear algebra: vectors, matrices, and related algorithms.

An intuitive explanation of the geometric meaning behind SVD.

Good explanation of the SVD

Geometric interpretation of SVD.