nonsingular matrix (X) in GSVD function

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Francisco Carlos Parra-Rojas
Francisco Carlos Parra-Rojas 2020 年 4 月 3 日
回答済み: Christine Tobler 2020 年 4 月 6 日
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?

回答 (1 件)

Christine Tobler
Christine Tobler 2020 年 4 月 6 日
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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