nonsingular matrix (X) in GSVD function

조회 수: 10 (최근 30일)
Francisco Carlos Parra-Rojas
Francisco Carlos Parra-Rojas 2020년 4월 3일
답변: Christine Tobler 2020년 4월 6일
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?

답변 (1개)

Christine Tobler
Christine Tobler 2020년 4월 6일
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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