A higher-order generalized singular value decomposition for comparison of global mRNA expression from multiple organisms.

The number of high-dimensional datasets recording multiple aspects of a single phenomenon is increasing in many areas of science, accompanied by a need for mathematical frameworks that can compare multiple large-scale matrices with different row dimensions. The only such framework to date, the generalized singular value decomposition (GSVD), is limited to two matrices. We mathematically define a higher-order GSVD (HO GSVD) for N≥2 matrices D(i)∈R(m(i) × n), each with full column rank.