[…] As for eigenvectors, the columns of U and V are not unique, so be careful if you compare the results in SAS to the results from MATLAB or R. The following example demonstrates a singular value decomposition for a 3 x 2 matrix A. For the full SVD, the U matrix would be a 3 x 3 matrix and Σ would be a 3 x 2 diagonal matrix. For the "economical" SVD, U is 3 2 and Σ is a 2 x 2 diagonal matrix, as shown: …