A New Approach to Generalized Singular Value Decomposition

Shmuel Friedland
2005 SIAM Journal on Matrix Analysis and Applications  
We propose a new algorithm to find the generalized singular value decompositions of two matrices with the same number of columns. We discuss in detail the sensitivity of our algorithm to errors in the entries of the matrices and suggest a way to suppress this sensitivity. 2000 Mathematical Subject Classification: 15A18, 92D10
doi:10.1137/s0895479804439791 fatcat:hh2d3axzxvdfbnnweznydugm4q