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SHEN Weijie, TANG Tianyu, XU Weiwei. The Formula of Generalized Singular Values of a Class of Real Matrix Pairs[J]. Journal of South China Normal University (Natural Science Edition), 2021, 53(6): 111-114. DOI: 10.6054/j.jscnun.2021100
Citation: SHEN Weijie, TANG Tianyu, XU Weiwei. The Formula of Generalized Singular Values of a Class of Real Matrix Pairs[J]. Journal of South China Normal University (Natural Science Edition), 2021, 53(6): 111-114. DOI: 10.6054/j.jscnun.2021100
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The Formula of Generalized Singular Values of a Class of Real Matrix Pairs

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  • Using the properties of doubly stochastic matrices, the analytic solutions to a class of real diagonal matrix optimization problems are obtained, and then the formula for the i-th generalized singular value of a real matrix pair is obtained from the analytic solutions. Finally, numerical examples verify the validity of the conclusion.
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