Carnë and I are working with Barbara on porting gsvd from the linear-algebra package to core octave, as part of her GSoC project [1]. As the documentation states, "The code is a wrapper to the corresponding Lapack dggsvd and zggsvd routines."
Starting with LAPACK 3.6 (released this year), *ggsvd.f are deprecated and *ggsvd3.f (which call Level 3 BLAS routines and hence presumably perform better) are to be used instead [2]. I suppose we should wait another couple of years for 3.6 to percolate through the operating systems before we make the change in our gsvd, or is there a way of testing which LAPACK function is available in a given instance?
--Nir