Singular Value computation using Golub-Kahan method, an efficient and real-time method.
A m-file which implements the Golub-Kahan method for SVD computation, i did it when i was an undergraduate student and find it now useful to share.
It's compatible with all m-file interpreter (Matlab, GNU Octave, Scilab). However, GNU Octave is recommended. It's free, open-source and native in many Linux distibutions.
To use it, just download svd2.m file and execute it on your m-file interpreter.
The method is described in the following article : GOLUB-KAHAN-1965
A (very old) temporary report can be found here : Report but has not been yet translated from French.