Generalized decomposition of a singular value and sparse matrices

Question

I want to calculate the Generalized Singular Value Decomposition (GSVD) for sparse matrices A and B. Therefore, I am looking for an implementation that is able to use a special data structure for sparse matrices.

The only implementation implemented ( here ) is part of the LAPACK package, which is written in Fortran 77. It works pretty well, but, unfortunately, it cannot handle sparse matrices.

Answer 1

MATLAB gsvd accepts sparse matrices . I believe that Octave (freely available) supports gsvd .

Answer 2

I asked the same question about Scicomp and got good answers. The message can be found here .