Abstract
We propose an efficient algorithm for computing a unit lower triangular n×n matrix with prescribed singular values of O(n 2) cost. This is a solution of the question raised by N. J. Higham in [4, Problem 26.3, p. 528].
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Received July 21, 1999; revised November 4, 1999
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Kosowski, P., Smoktunowicz, A. On Constructing Unit Triangular Matrices with Prescribed Singular Values. Computing 64, 279–285 (2000). https://doi.org/10.1007/s006070050047
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DOI: https://doi.org/10.1007/s006070050047