The Golub–Kahan method is one of the prominent and efficient algorithms for computing the Singular Value Decomposition (SVD), introduced by Gene Golub and William Kahan in 1965. This method is recognized as a significant advancement in the field of numerical linear algebra and, due to its unique features, is widely used in computer science, engineering, and data analysis. We finish the report by implementing aforementioned iterative methods using Sympy and Jupyter Notebook.
if you only want to read the report, check out the PDF main.pdf. Notebook is both embedded in the report and available at CODE.ipynb. Make sure to install numpy before running the code.
$ pip install numpy
You will need the following requirements
- Tex Live
- Xetex, a packge for rendering Farsi letters in Tex
This work was done as part of an undergraduate course in Numerical Linear Algebra by Amirkabir University of Technology. I wanted to thank Dr. Akbar Shirilord for his invaluable advice, continuous support, and detailed feedbacks.