An algorithm for approximating the singu
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V. Simoncini; E. Sjöström
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Article
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1997
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John Wiley and Sons
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English
⚖ 172 KB
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We present an algorithm for the approximation of the dominant singular values and corresponding right and left singular vectors of a complex symmetric matrix. The method is based on two short-term recurrences first proposed by Saunders, Simon and Yip for a non-Hermitian linear system solver. With s