Properties of the Golub-Wilkinson algorithm (Q579842)

An algorithm (based on the singular value decomposition) for the determination of principal vectors of a square matrix A was given by \textit{G. H. Golub} and \textit{J. H. Wilkinson} [SIAM Rev. 18, 578-619 (1976; Zbl 0341.65027)]. In this paper the author describes some properties of this algorithm and shows that a set of vectors obtained during the process of computation constitute a basis for Ker \(B^ s\), where \(B=A-\lambda I\) and \(\lambda\) is an eigenvalue of A.