On a Variational Formulation of the Generalized Singular Value Decomposition
نویسنده
چکیده
A variational formulation for the generalized singular value decomposition GSVD of a pair of matrices A R n and B R n is presented In particular a duality theory analogous to that of the SVD provides new understanding of left and right generalized singular vectors It is shown that the intersection of row spaces of A and B plays a key role in the GSVD duality theory The main result that characterizes left GSVD vectors involves a generalized singular value de ation process
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