A Lanczos bidiagonalization algorithm for Hankel matrices (Q1002256)

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A Lanczos bidiagonalization algorithm for Hankel matrices
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    A Lanczos bidiagonalization algorithm for Hankel matrices (English)
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    25 February 2009
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    fast Hankel SVD
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    Hankel matrix
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    Lanczos bidiagonalization
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    singular value decomposition (SVD)
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    algorithm stability
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    matrix-vector multiplication
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    numerical experiments
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