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Looking for Generalized SVD or C-S decomposition Mathematica code


I want to apply Tikhinov regularization to a problem of mine and to do
that I need code for the generalized singular value decomposition or
C-S decomposition of the matrix pair (A,B).

Something like:
{U,V,X,C,S} = GSVD(A,B);
such that U and V are unitary matrices, X is a non-singular square
matrix, and C and S are nonnegative diagonal matrices such that

A = U*C*X'
B = V*S*X'
C'*C + S'*S = I 

Does anyone have such Mathematica code that they're willing to share?

Regards,
     Will R.


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