dem_inv_gsvd

demregpy.dem_inv_gsvd(A, B)

Perform the generalised singular value decomposition of A and B.

Parameters:

• A (ndarray) – Response-like matrix.

• B (ndarray) – Regularisation matrix.

Returns:

• alpha (array_like) – Diagonal values of SA.

• beta (array_like) – Diagonal values of SB.

• U (ndarray) – Left GSVD factor for A.

• V (ndarray) – Left GSVD factor for B.

• w2 (ndarray) – Right GSVD factor.