In the Multivariate Methods platforms, JMP calculates the SVD of a matrix following the method suggested in Golub and Kahan (1965). Golub and Kahan’s method involves a two-step procedure. The first step consists of reducing the matrix M to a bidiagonal matrix J. The second step consists of computing the singular values of J, which are the same as the singular values of the original matrix M. The columns of the matrix M are usually standardized in order to equalize the effect of the variables on the calculation. The Golub and Kahan method is computationally efficient.