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An Algorithm for Computing the Analytic Singular Value Decomposition

Authors: Drahoslava Janovska, Vladimir Janovsky, Kunio Tanabe


A proof of convergence of a new continuation algorithm for computing the Analytic SVD for a large sparse parameter– dependent matrix is given. The algorithm itself was developed and numerically tested in [5].

Keywords: Analytic Singular Value Decomposition, large sparse parameter–dependent matrices, continuation algorithm of a predictorcorrector type

Digital Object Identifier (DOI):

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