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?

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Christine Tobler
Christine Tobler 2020년 4월 6일

1 개 추천

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.

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2020년 4월 6일

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