Interface  Description 

BiDiagonalization 
Given a tall (m x n) matrix A, where m ≥ n,
find orthogonal matrices U and V such that U' * A * V = B.

Class  Description 

BiDiagonalizationByGolubKahanLanczos 
This implementation uses GolubKahanLanczos algorithm with reorthogonalization.

BiDiagonalizationByHouseholder 
Given a tall (m x n) matrix A, where m ≥ n,
we find orthogonal matrices U and V such that U' * A * V = B.

SymmetricTridiagonalDecomposition 
Given a square, symmetric matrix A, we find Q
such that Q' * A * Q = T , where T is a tridiagonal matrix.

TriDiagonalization 
A tridiagonal matrix A is a matrix such that
it has nonzero elements only in the main diagonal, the first diagonal below, and the first
diagonal above.

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