GSVD: Compute GSVD factorization

In amalthomas111/SBF: R package to compute Shared Basis Factorization (SBF)

Compute GSVD factorization

Description

Function to compute GSVD factorization for two matrices D1 and D2

Usage

GSVD(D1, D2)

Arguments

D1	A numeric matrix for GSVD factorization.
D2	A numeric matrix for GSVD factorization.

Value

a list containing u1, u2, v, d1, and d2

Examples

set.seed(1231)
mymat <- createRandomMatrices(n = 2, ncols = 3, nrows = 4:6)
gsvd <- GSVD(mymat$mat1, mymat$mat2)
print(gsvd$v)

amalthomas111/SBF documentation built on Sept. 2, 2022, 11:27 a.m.