Given a tall (m x n) matrix A, where m ≥ n, find orthogonal matrices U and V such that U' * A * V = B.
This implementation uses Golub-Kahan-Lanczos algorithm with reorthogonalization.
Given a tall (m x n) matrix A, where m ≥ n, we find orthogonal matrices U and V such that U' * A * V = B.
Given a square, symmetric matrix A, we find Q such that Q' * A * Q = T , where T is a tridiagonal matrix.
A tri-diagonal matrix A is a matrix such that it has non-zero elements only in the main diagonal, the first diagonal below, and the first diagonal above.
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