Philippe Hupé writes:
 > Is there any function in the gsl library to compute the Generalized 
 > Singular Value Decomposition?

Sorry, Generalized SVD is not supported/implemented.  Only the
standard SVD.

-- 
best regards,

Brian Gough
(GSL Maintainer)

Network Theory Ltd,
Commercial support for GSL --- http://www.network-theory.com/gsl/


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