nonsingular matrix (X) in GSVD function

1 view (last 30 days)
In the description of GSVD function you consider that A = U*C*X', but in the original paper of Van Loan 1976 is A=U*C*X^-1, what is the correct form?

Answers (1)

Christine Tobler
Christine Tobler on 6 Apr 2020
These are just different but equivalent definitions: Both will result in the same C and S, the only difference is in how X is represented.
The advantage of using X and not its inverse is that this algorithm will also work for cases where X becomes singular, where an inverse could not be taken. This happens if [A; B] does not have full rank.

Categories

Find more on Linear Algebra in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!