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: <math>(R - s_{kk}I)y_k = f_{k} + \sum_{j = k+1}^n s_{kj}y_j,</math>
where <math>y_k</math> is the <math>k</math>th column of <math>Y</math>. When <math>s_{k-1, k} \neq 0</math>, columns <math>[ y_{k-1} \mid y_{k}]</math> should be concatenated and solved for simultaneously.
4. Set <math>X = UYV^T.</math>
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[[Category:Algorithms]]
[[Category:Control theory]]
[[Category:Matrices (mathematics)]]
[[Category:Numerical linear algebra]]
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