Computes the generalized singular value decomposition (GSVD) of a matrix pair (A,B). The data types you wire to the A and B inputs determine the polymorphic instance to use.


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The following expressions define the generalized singular value decomposition of a matrix pair (A,B).

A = UCR′ B = VSR′

where U and V are orthogonal matrices, and R is a square matrix.

When you let k be the rank of matrix , then the first k diagonal elements of matrix C′C + S′S are ones and all of the other elements are zeros. The square roots of the first k diagonal elements of C′C and S′S determine the numerators and denominators of the generalized singular values, respectively.