The general initial-value problem for the linear Kelvin-Helmholtz instability of arbitrarily compressible magnetized anisotropic velocity shear layers is considered. The time evolution of the physical quantities characterizing the layer is treated using Laplace transform techniques. Singularity analysis of the resulting equations using Fuchs-Frobenius theory yields the large-time asymptotic solutions. Since all the singular points turned out to be real, the instability is found to remain, within the linear theory, of the translationally convective shear type. No onset of rotational or vortex motion, i.e., formation of “coherent structures” occurs because there are no imaginary singularities.