Looking for Generalized SVD or C-S decomposition Mathematica code

*To*: mathgroup at smc.vnet.net*Subject*: [mg26533] Looking for Generalized SVD or C-S decomposition Mathematica code*From*: riazzi at hotmail.com (Will Riazzi)*Date*: Wed, 3 Jan 2001 04:08:49 -0500 (EST)*Sender*: owner-wri-mathgroup at wolfram.com

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.