CGESVD(3)
π CGESVD(3) π
okay bestie, welcome to CGESVD(3) from the Library Functions Manual β the LAPACK page for the complex SVD. It's giving βmath but make it group chatβ β¨. All the real details are below, no cap.
πΈ NAME πΈ
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/cgesvd.f
Yes, the NAME section is literally that source-file path. Iconic LAPACK behavior, honestly π .
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine CGESVD (jobu, jobvt, m, n, a, lda, s, u, ldu, vt, ldvt, work,
lwork, rwork, info)
CGESVD computes the singular value decomposition (SVD) for GE
matrices
π§ Function/Subroutine Documentation π§
subroutine CGESVD (character jobu, character jobvt, 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 info)
CGESVD computes the singular value decomposition (SVD) for GE matrices
π― Purpose
Bestie, here's the whole point: CGESVD computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors. 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.
Note that the routine returns V**H, not V. Periodt π
.
π Parameters π
JOBUβCHARACTER*1. Specifies options for computing all or part of the matrix U:'A': all M columns of U are returned in array U:'S': the first min(m,n) columns of U (the left singular vectors) are returned in the array U;'O': the first min(m,n) columns of U (the left singular vectors) are overwritten on the array A;'N': no columns of U (no left singular vectors) are computed.
JOBVTβCHARACTER*1. Specifies options for computing all or part of the matrixV**H:'A': all N rows ofV**Hare returned in the array VT;'S': the first min(m,n) rows ofV**H(the right singular vectors) are returned in the array VT;'O': the first min(m,n) rows ofV**H(the right singular vectors) are overwritten on the array A;'N': no rows ofV**H(no right singular vectors) are computed.
β οΈJOBVTandJOBUcannot both be'O'.
MβINTEGER. The number of rows of the input matrix A.M >= 0.NβINTEGER. The number of columns of the input matrix A.N >= 0.AβCOMPLEXarray, dimension(LDA,N). On entry, the M-by-N matrix A. On exit:- if
JOBU = 'O', A is overwritten with the first min(m,n) columns of U (the left singular vectors, stored columnwise); - if
JOBVT = 'O', A is overwritten with the first min(m,n) rows ofV**H(the right singular vectors, stored rowwise); - if
JOBU .ne. 'O'andJOBVT .ne. 'O', the contents of A are destroyed.
- if
LDAβINTEGER. The leading dimension of the array A.LDA >= max(1,M).SβREALarray, dimension(min(M,N)). The singular values of A, sorted so thatS(i) >= S(i+1).UβCOMPLEXarray, dimension(LDU,UCOL)(LDU,M)ifJOBU = 'A'or(LDU,min(M,N))ifJOBU = 'S'. IfJOBU = 'A', U contains the M-by-M unitary matrix U; ifJOBU = 'S', U contains the first min(m,n) columns of U (the left singular vectors, stored columnwise); ifJOBU = 'N'or'O', U is not referenced.LDUβINTEGER. The leading dimension of the array U.LDU >= 1; ifJOBU = 'S'or'A',LDU >= M.VTβCOMPLEXarray, dimension(LDVT,N). IfJOBVT = 'A', VT contains the N-by-N unitary matrixV**H; ifJOBVT = 'S', VT contains the first min(m,n) rows ofV**H(the right singular vectors, stored rowwise); ifJOBVT = 'N'or'O', VT is not referenced.LDVTβINTEGER. The leading dimension of the array VT.LDVT >= 1; ifJOBVT = 'A',LDVT >= N; ifJOBVT = 'S',LDVT >= min(M,N).WORKβCOMPLEXarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβINTEGER. The dimension of the array WORK.LWORK >= MAX(1,2*MIN(M,N)+MAX(M,N)). For good performance,LWORKshould generally be larger.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
RWORKβREALarray, dimension(5*min(M,N)). On exit, ifINFO > 0,RWORK(1:MIN(M,N)-1)contains the unconverged superdiagonal elements of an upper bidiagonal matrix B whose diagonal is in S (not necessarily sorted). B satisfiesA = U * B * VT, so it has the same singular values as A, and singular vectors related by U and VT.INFOβINTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifCBDSQRdid not converge,INFOspecifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description ofRWORKabove for details.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 212 of file cgesvd.f.
πΈ Author πΈ
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