Iterative computation of the smallest singular value and the corresponding singular vectors of a matrix.
Computation of the smallest singular value of a matrix by an iterative method is approached by iterating with matrices obtained by bordering the original matrix. These slightly larger matrices can be shown to have uniform condition number. The resulting iteration converges asymptotically linearly with a factor equal to the ratio with the next larger singular value.
scientific article; zbMATH DE number 1978103
scientific article