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The Computer Journal 1975 18(1):74-76; doi:10.1093/comjnl/18.1.74
© 1975 by British Computer Society
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A one-sided transformation method for the singular value decomposition and algebraic eigenproblem

J. C. Nash *

Research Division, Economics Branch, Agriculture Canada, Sir John Carling Building, Ottawa, Canada

Post-multiplication by plane rotations is employed to orthogonalise the columns of a real matrix. This procedure, when carried out in an ordered fashion, produces a singular value decomposition of the matrix and may be used to solve the eigenproblem of a real symmetric matrix.

Received October 1973.

* Research Division, Economics Branch, Agriculture Canada, Sir John Carling Building, Ottawa, K1A OC5, Canada


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