DGESVD(3)
β¨ NAME β¨
okay bestie, welcome to the dgesvd.f(3) page from the Library Functions Manual β header path vibe is /home/abui...RC/dgesvd.f(3). This page is literally for the file path:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dgesvd.f
π¦ SYNOPSIS π¦
π Functions/Subroutines
subroutine DGESVD (jobu, jobvt, m, n, a, lda, s, u, ldu, vt, ldvt, work,
lwork, info)
DGESVD computes the singular value decomposition (SVD) for GE matrices. periodt. π
π Function/Subroutine Documentation π
subroutine DGESVD (character jobu, character jobvt, integer m, integer n,
double precision, dimension( lda, * ) a, integer lda, double precision,
dimension( * ) s, double precision, dimension( ldu, * ) u, integer ldu,
double precision, dimension( ldvt, * ) vt, integer ldvt, double
precision, dimension( * ) work, integer lwork, integer info)
DGESVD computes the singular value decomposition (SVD) for GE matrices. iconic. β¨
πΈ Purpose πΈ
okay so DGESVD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written like:
A = U * SIGMA * 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 orthogonal matrix, and V is an N-by-N orthogonal 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.
π«Ά bestie, note that the routine returns V**T, not V. literally not V. π
π Parameters π
JOBUβJOBUisCHARACTER*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 firstmin(m,n)columns of U (the left singular vectors) are returned in the array U'O': the firstmin(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
JOBVTβJOBVTisCHARACTER*1. Specifies options for computing all or part of the matrixV**T:'A': all N rows ofV**Tare returned in the array VT'S': the firstmin(m,n)rows ofV**T(the right singular vectors) are returned in the array VT'O': the firstmin(m,n)rows ofV**T(the right singular vectors) are overwritten on the array A'N': no rows ofV**T(no right singular vectors) are computed
β οΈJOBVTandJOBUcannot both be'O'. no cap, that combo is not invited to the function. π
MβMisINTEGER. The number of rows of the input matrix A.M >= 0.NβNisINTEGER. The number of columns of the input matrix A.N >= 0.AβAisDOUBLE PRECISION array, dimension (LDA,N). On entry, the M-by-N matrix A. On exit:- if
JOBU = 'O', A is overwritten with the firstmin(m,n)columns of U (the left singular vectors, stored columnwise) - if
JOBVT = 'O', A is overwritten with the firstmin(m,n)rows ofV**T(the right singular vectors, stored rowwise) - if
JOBU .ne. 'O'andJOBVT .ne. 'O', the contents of A are destroyed
- if
LDAβLDAisINTEGER. The leading dimension of the array A.LDA >= max(1,M).SβSisDOUBLE PRECISION array, dimension (min(M,N)). The singular values of A, sorted so thatS(i) >= S(i+1).UβUisDOUBLE PRECISION array, dimension (LDU,UCOL)β(LDU,M)ifJOBU = 'A'or(LDU,min(M,N))ifJOBU = 'S'.- If
JOBU = 'A', U contains the M-by-M orthogonal matrix U - if
JOBU = 'S', U contains the firstmin(m,n)columns of U (the left singular vectors, stored columnwise) - if
JOBU = 'N'or'O', U is not referenced
- If
LDUβLDUisINTEGER. The leading dimension of the array U.LDU >= 1; ifJOBU = 'S'or'A',LDU >= M.VTβVTisDOUBLE PRECISION array, dimension (LDVT,N).- If
JOBVT = 'A', VT contains the N-by-N orthogonal matrixV**T - if
JOBVT = 'S', VT contains the firstmin(m,n)rows ofV**T(the right singular vectors, stored rowwise) - if
JOBVT = 'N'or'O', VT is not referenced
- If
LDVTβLDVTisINTEGER. The leading dimension of the array VT.LDVT >= 1; ifJOBVT = 'A',LDVT >= N; ifJOBVT = 'S',LDVT >= min(M,N).WORKβWORKisDOUBLE PRECISION array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK; ifINFO > 0,WORK(2:MIN(M,N))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.LWORKβLWORKisINTEGER. The dimension of the array WORK.LWORK >= MAX(1,5*MIN(M,N))for the paths (see comments inside code):PATH 1(M much larger than N,JOBU='N')PATH 1t(N much larger than M,JOBVT='N')
LWORK >= MAX(1,3*MIN(M,N) + MAX(M,N),5*MIN(M,N)) for the other paths.
For good performance, LWORK should 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.
INFOβINFOisINTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifDBDSQRdid not converge,INFOspecifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description ofWORKabove for details.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 209 of file dgesvd.f.
π«Ά Author π«Ά
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