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| From | "Lorenz Kueng" <kueng@calmail.berkeley.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Generalized Singular Value Decomposition (GSVD) in Mata |
| Date | Mon, 8 Aug 2011 12:57:19 -0700 |
Hi, Is there a Mata command that computes the generalized singular value decomposition of two matrices, equivalent to the cgsvd command in Matlab? Or is there an easy way to build such a function? I searched the list but haven't found anything yet. I'm trying to calculate the corner of the L-curve of a higher-order Tikhonov regularization problem. Any help is much appreciated. Thanks, Lorenz * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/