Sugnet Lubbe & Raeesa Ganey
The Generalised Singular Value Decomposition (GSVD), also termed the quotient SVD, simultaneously decomposes two matrices
A and
B with an equal number of columns into the product of three matrices each.
As with the SVD, the matrices U and V are orthonormal and C and S are diagonal. The matrix H is not orthogonal, but non-singular and the same matrix H appears in both the decompositions of A and B.
This project explores different avenues of constructing biplots associated with analyses based on the GSVD.