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Timeline for singular value decomposition

Current License: CC BY-SA 3.0

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Jul 8, 2012 at 19:24 comment added kjetil b halvorsen Yes, I think you should restate your question, the number of answers so far indicates that it is not to clear ... Be careful to include your motivation for the question, why you think this should be true ...
Jul 7, 2012 at 17:13 vote accept Döni
Jul 7, 2012 at 17:13
Jul 7, 2012 at 9:51 comment added Federico Poloni @Kjetil: I think you have rediscovered the generalized singular value decomposition (don't look at the Wikipedia page, it lists an intermediate form as the "real" result, but rather here books.google.de/…).
Jul 7, 2012 at 6:45 comment added Döni Hello Kjetil, thanks for your comments. Actually the $B_i$ are not supposed to be diagonal. The condition says: $A_i$ and $B_i$ have the same singular values. Perhaps I should rewrite the question. But of course if my assumption is true, it should also hold for diagonal matrices $B_1,B_2$. In your comment, you didn't use the fact, that $A_2 A_1^{-1}$ and $B_2 B_1^{-1}$ have the same singular values. It is clear, that if we drop this condition, the assumption will be false.
Jul 7, 2012 at 0:28 history answered kjetil b halvorsen CC BY-SA 3.0