Description Usage Arguments Value
Performs the generalized singular value decomposition A=UDV with weights M on the columns and N on the rows.
1 | gsvd(A, M, N)
|
A |
a n times p numerical matrix. |
M |
a vector of size p with diag(M) the metric on R^p. |
N |
a vector of size n with diag(N) the metric on R^n. |
a 3-tuple (U,V,d) with the left singular vectors, right singular vectors and singular values.
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