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GENERALISED SINGULAR VALUE DECOMPOSITION FOR THREE-WAY DATA

Sugnet Lubbe, Raeesa Ganey (WITS)

Where the singular value decomposition decomposes a single matrix into three components, the generalised singular value decomposition decomposes two matrices simultaneously, with a single matrix of right singular vectors. This could be useful to visually represent more than one data matrix simultaneously. A paper is being finalised for submission.

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