An Algorithm for Computing the Analytic Singular Value Decomposition Year: 2008 Volume: 2 Issue: 11 841 - 846 Pages Authors: Drahoslava Janovska Vladimir Janovsky Kunio Tanabe Abstract: 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.