This

topic

describes LAPACK computational routines used for finding the generalized singular value decomposition (GSVD) of two matrices

A

and

B

as

U

H

AQ

=

D

1

*(0

R

)

,

V

H

BQ

=

D

2

*(0

R

)

,

where

U

,

V

, and

Q

are orthogonal/unitary matrices,

R

is a nonsingular upper triangular matrix, and

D

1

,

D

2

are “diagonal” matrices of the structure detailed in the routines description section.

Table

“Computational Routines for Generalized Singular Value Decomposition”

lists LAPACK routines that perform generalized singular value decomposition of matrices.

You can use routines listed in the above table as well as the driver routine ggsvd to find the GSVD of a pair of general rectangular matrices.