An Algorithm for Computing the Analytic Singular Value Decomposition

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].

• Drahoslava Janovska
• Vladimir Janovsky
• Kunio Tanabe

• Analytic Singular Value Decomposition
• large sparse parameter–dependent matrices
• continuation algorithm of a predictorcorrector type.

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