LDA/GSVD算法matlab代码，可用来实现基于广义奇异值分解的线性鉴别分析方法-LDA / GSVD algorithm Matlab code, can be used to achieve based on the generalized singular value decomposition of linear discriminant analysis method

这是一个测试gsvd.m函数的matlab代码-This is a test gsvd.m function Matlab code

一般性的奇异值分解算法，float浮点型。-SGGSVD computes the generalized singular value decomposition (GSVD) * of an M-by-N real matrix A and P-by-N real matrix B: * * U*A*Q = D1*( 0 R ), V*B*Q = D2*( 0 R ) * * where U, V and Q are orthogonal matric

改程序可以进行奇异值分解。是一种压缩后的奇异值分解。也可以进行广义奇异值分解。DSVD Damped SVD and GSVD regularization.-Program can change the singular value decomposition. Is a compressed singular value decomposition. Can also be generalized singular value decomposition. DSVD Damped SVD a

广义奇异值分解程序，常应用于数据处理，例如信号处理-The generalized singular value decomposition (GSVD) is a matrix decomposition more general than the singular value decomposition. It is used to study the conditioning and regularization of linear systems with respect to quad