Question: what is gsvd in matlab?
Answer: sigma = gsvd(A,B) returns the vector of generalized singular values, sqrt(diag(C'*C)./diag(S'*S)) . When B is square and nonsingular, the generalized singular values, gsvd(A,B) , correspond to the ordinary singular values, svd(A/B) , but they are sorted in the opposite order. Their reciprocals are gsvd(B,A) .