Abstract
A closed form expression for the singular values and singular vectors of the Gauss-Chebyshev and Lobatto-Chebyshev matrices is obtained and the singular value decomposition for both matrices is derived. We use the singular value decomposition to investigate the convergence of an iterative method applied in the solution of Singular Integral Equations of Cauchy type. We show that this iterative method converges only under very restrictive conditions.