PEIP (version 1.7)

GSVD: Generalized svd

Description

Generalized svd

Usage

GSVD(A, B)

Arguments

A

U*E1*t(Q)

B

V*E2*t(Q)

Value

• U
  matrix
• V
  matrix
• X
  matrix
• C
  matrix
• S
  matrix