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Generalized singular value decomposition

1 message · Tom

Tom
#
Am 30.11.2011 16:13, schrieb Berend Hasselman:
This was just what I was looking for, thank you very much! When I read 
the post before I did not notice the line with the dyn.load.
I tried the GSVD with the folowing matrices:
A = matrix(rnorm(100,100,20),10,10)
B = matrix(rnorm(200,10,3),20,10)
res = GSVD(A,B)

The resulted U and V have all entries equal to zero. This seems a little 
wired since A=U*E1*Q' and B=V*E2*Q'. If U and V are zero then A and B 
should also be zero. Are my example matrices a special case for the 
decomposition? I just started working with it, so I am a completely 
newbie ...

Thank you again very much for your help! (I was already thinking about 
doing the decomposition with Matlab and loading the result into R.)

Regards,
Oana