CGESDD(3)
π CGESDD(3) π
π NAME π
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/cgesdd.f β that's the file, bestie. The header is giving /home/abui...RC/cgesdd.f(3) + Library Functions Manual + /home/abui...RC/cgesdd.f(3), and it's the CGESDD subroutine page. π
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine CGESDD (jobz, m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork,
rwork, iwork, info)
CGESDD
π Function/Subroutine Documentation π
Here's the signature in all its Fortran glory:
subroutine CGESDD (character jobz, integer m, integer n, complex, dimension(
lda, * ) a, integer lda, real, dimension( * ) s, complex, dimension(
ldu, * ) u, integer ldu, complex, dimension( ldvt, * ) vt, integer ldvt,
complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork,
integer, dimension( * ) iwork, integer info)
CGESDD
π¦ Purpose π¦
okay so CGESDD computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors, by using divide-and-conquer method. The SVD is written
A = U * SIGMA * conjugate-transpose(V)
where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M unitary matrix, and V is an N-by-N unitary matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A.
β οΈ Note that the routine returnsVT = V**H, notV. π
πΈ Parameters πΈ
JOBZβCHARACTER*1. Specifies options for computing all or part of the matrixU:= 'A': allMcolumns ofUand allNrows ofV**Hare returned in the arraysUandVT;= 'S': the firstmin(M,N)columns ofUand the firstmin(M,N)rows ofV**Hare returned in the arraysUandVT;= 'O': IfM >= N, the firstNcolumns ofUare overwritten in the arrayAand all rows ofV**Hare returned in the arrayVT; otherwise, all columns ofUare returned in the arrayUand the firstMrows ofV**Hare overwritten in the arrayA;= 'N': no columns ofUor rows ofV**Hare computed.
MβINTEGER. The number of rows of the input matrixA.M >= 0.NβINTEGER. The number of columns of the input matrixA.N >= 0.AβCOMPLEXarray, dimension(LDA,N). On entry, theM-by-NmatrixA. On exit:- if
JOBZ = 'O'andM >= N,Ais overwritten with the firstNcolumns ofU(the left singular vectors, stored columnwise); - if
JOBZ = 'O'andM < N,Ais overwritten with the firstMrows ofV**H(the right singular vectors, stored rowwise);
- if
π¨ ifJOBZ .ne. 'O', the contents ofAare destroyed.
LDAβINTEGER. The leading dimension of the arrayA.LDA >= max(1,M).SβREALarray, dimension(min(M,N)). The singular values ofA, sorted so thatS(i) >= S(i+1).UβCOMPLEXarray, dimension(LDU,UCOL).UCOL = MifJOBZ = 'A'orJOBZ = 'O'andM < N;UCOL = min(M,N)ifJOBZ = 'S'.
If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M unitary matrix U; if JOBZ = 'S', U contains the first min(M,N) columns of U (the left singular vectors, stored columnwise); if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced.
LDUβINTEGER. The leading dimension of the arrayU.LDU >= 1; ifJOBZ = 'S'or'A'orJOBZ = 'O'andM < N,LDU >= M.VTβCOMPLEXarray, dimension(LDVT,N). IfJOBZ = 'A'orJOBZ = 'O'andM >= N,VTcontains theN-by-Nunitary matrixV**H; ifJOBZ = 'S',VTcontains the firstmin(M,N)rows ofV**H(the right singular vectors, stored rowwise); ifJOBZ = 'O'andM < N, orJOBZ = 'N',VTis not referenced.LDVTβINTEGER. The leading dimension of the arrayVT.LDVT >= 1; ifJOBZ = 'A'orJOBZ = 'O'andM >= N,LDVT >= N; ifJOBZ = 'S',LDVT >= min(M,N).WORKβCOMPLEXarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβINTEGER. The dimension of the arrayWORK.LWORK >= 1. IfLWORK = -1, a workspace query is assumed. The optimal size for theWORKarray is calculated and stored inWORK(1), and no other work except argument checking is performed.
Let mx = max(M,N) and mn = min(M,N).
- If
JOBZ = 'N',LWORK >= 2*mn + mx. - If
JOBZ = 'O',LWORK >= 2*mn*mn + 2*mn + mx. - If
JOBZ = 'S',LWORK >= mn*mn + 3*mn. - If
JOBZ = 'A',LWORK >= mn*mn + 2*mn + mx.
These are not tight minimums in all cases; see comments inside code. For good performance, LWORK should generally be larger; a query is recommended.
RWORKβREALarray, dimension(MAX(1,LRWORK)). Letmx = max(M,N)andmn = min(M,N).- If
JOBZ = 'N',LRWORK >= 5*mn(LAPACK <= 3.6needs7*mn); - else if
mx >> mn,LRWORK >= 5*mn*mn + 5*mn; - else
LRWORK >= max( 5*mn*mn + 5*mn, 2*mx*mn + 2*mn*mn + mn ).
- If
IWORKβINTEGERarray, dimension(8*min(M,N)).INFOβINTEGER.< 0: ifINFO = -i, thei-th argument had an illegal value.= -4: ifAhad aNANentry.> 0: The updating process ofSBDSDCdid not converge.= 0: successful exit.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Contributors π
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA
Definition at line 219 of file cgesdd.f.
πΎ Author πΎ
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