Class DoubleGSVDecomp computes the generalized singular value
decomposition (GSVD) of a pair of general rectangular matrices.
Namespace:
CenterSpace.NMath.MatrixAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
|---|
[SerializableAttribute] public class DoubleGSVDecomp |
| Visual Basic (Declaration) |
|---|
<SerializableAttribute> _ Public Class DoubleGSVDecomp |
| Visual C++ |
|---|
[SerializableAttribute] public ref class DoubleGSVDecomp |
Remarks
The GSVD computed for an m x n matrix A and a p x n matrix B has
the form
U'AQ = D1(0 R), V'BQ = D2(0 R)
where U, V, and Q are orthogonal matrices, R is a nonsigular upper triangular matrix, D1 and D2 are diagonal matrices, and Z' denotes the transpose of the matrix Z. (0 R) is the matrix obtained by prepending columns of all zeros to the upper triangular matrix R.
U'AQ = D1(0 R), V'BQ = D2(0 R)
where U, V, and Q are orthogonal matrices, R is a nonsigular upper triangular matrix, D1 and D2 are diagonal matrices, and Z' denotes the transpose of the matrix Z. (0 R) is the matrix obtained by prepending columns of all zeros to the upper triangular matrix R.
