[Octave-bug-tracker] [bug #60273] Wrong result in GSVD

[Leonardo]

Follow-up Comment #5, bug #60273 (project octave):

Indeed.

>> [U, V, Q, C, S, R] = gsvd (A, B);
>> U*C*R*Q'
ans =

   1.0000   1.0000   3.0000
   3.0000   1.0000   2.0000
   2.0000   1.0000   1.0000

>> V*S*R*Q'
ans =

   2.0000e+00   3.8858e-16   1.0000e+00
   2.0000e+00   1.0000e+00  -1.0000e+00
   1.0000e+00   7.6328e-17  -9.3675e-17

and finally, as you pointed out,

>> Q*R' - A'*U*inv(C)
ans =

   8.8818e-16   1.7764e-15  -3.1225e-16
   2.2204e-16   6.6613e-16  -1.1102e-16
  -8.8818e-16   1.7451e-15   4.4409e-16

which confirms that

X = Q*R'

And I do agree that the documentation of GSVD should be adjusted.

BTW, it is

B = V * S * R * Q' (and not V*C*R*Q')

Thanks on this!

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