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Ascher, U.M. and Greif, C. (2011) A Firts Course in Numerical Methods. SIAM, Philadelphia. https://doi.org/10.1137/9780898719987

has been cited by the following article:

• TITLE: Singular Valued Decomposition and Principal Component Analysis to Compare Market Indexes

  AUTHORS: Fernando Vadillo, Nerea Vadillo

  KEYWORDS: Singular Value Decomposition, Principal Component Analysis, Computational Aspects of Data Analysis

  JOURNAL NAME: Journal of Mathematical Finance, Vol.11 No.3, August 13, 2021

  ABSTRACT: In this paper, we used the Singular Value Decomposition (SVD) to find the relationships in the fluctuation of the six market indexes CAC 40, DAX, DOW JONES 30, FTSE 100, IBEX35 and NIKKEI 225 during the year 2018. This technique allows relating several indexes in a very similar way the classical Principal Component Analysis (PCA). In fact, we will just use the statistical software to confirm some results.