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During the course of the master study, my primary project focused on developing algorithms for computing the Cosine-Sine Decomposition (CSD), Quotient Singular Value Decomposition (GSVD), and Product Singular Value Decomposition (PSVD). The ultimate goal was to extend the LAPACK functionalities by adding in it the implementation of those algorithms.
I have written several reports on this method and other related decompositions such as the rank-revealing algorithm, UTV and Product Singular Value Decomposition (PSVD). The following papers are available in [pdf] format.
As far as implementation goes, a series of progressive version for GSVD, CSD, PSVD and other auxiliary subroutines are coded up using Matlab. A Fortran version of CSD, GSVD, and PSVD are available in LAPACK style. To obtain any of these source codes, please contact me via email.
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