Given , set . If , accept and exit. |
Compute the QR factorization of . |
Determine deflation unitary matrix and such that (see Algorithm 5), and set . |
Define , with as the first columns of , and define . |
For |
Compute . |
If |
Compute the QR factorization of . |
Determine deflation unitary matrix and such that (see Algorithm 5), and set . |
Define , with as the first columns of , and define . |
Else |
For |
. |
. |
End For |
. |
. |
Define , compute the QR factorization of , leading to |
, with defined as (41). |
Determine deflation unitary matrix by the SVD of , |
and such that (see Algorithm 5), and set . |
Define , with as the first |
columns of , and set , . |
End If |
Compute , . |
If , break. |
Compute the QR factorization of . |
Determine deflation unitary matrix and such that (see Algorithm 5), and set . |
Define , with as the first |
columns of , and define . |
End For |
Solve the triangular system for , with |
From the approximate solution |
|
If , then accept and exit; otherwise, restart: set and go to Step (1). |