Computing only the smallest singular value of a matrix


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Posted by Paul Wallner on September 08, 1998 at 10:27:24:

I work with rather big double precision matrices.
For these matrices I have to perform a singular value decomposition,
but I need only the smallest singular value.
Common routines like LAPACK's dgesvd compute the whole set of SV
and this leads to a big loss of performance.
Who knows an appropriate routine which computes the smallest SV?


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