Adam Wagman provided this nice elaboration in the Netflix Prize forums of the derivation of my incremental SVD method: Here's a basic derivation. Let R[i][j] be the known rating by user i for an item j, and let p[i][j] be the predicted rating for that user and item. We'll let k represent the index of the singular vectors [0, N). Let u[k][i] be the element of the kth singular user vector for the it