SGESDD(3)
π SGESDD(3) β Library Functions Manual π¦
okay bestie, welcome to the group chat where we learn the real SGESDD tea ββ¨. This page lives in the Library Functions Manual, and we are about to get into singular value decomposition like it's the main character.
β¨ NAME β¨
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sgesdd.f
Literally the file path, bestie β that's the name on this one π.
πΈ SYNOPSIS πΈ
π Functions/Subroutines π
subroutine SGESDD (jobz, m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork,
iwork, info)
SGESDD
π¦ Function/Subroutine Documentation π¦
subroutine SGESDD (character jobz, integer m, integer n, real, dimension(
lda, * ) a, integer lda, real, dimension( * ) s, real, dimension( ldu, *
) u, integer ldu, real, dimension( ldvt, * ) vt, integer ldvt, real,
dimension( * ) work, integer lwork, integer, dimension( * ) iwork,
integer info)
SGESDD
π Purpose π
ok so SGESDD computes the singular value decomposition (SVD) of a real M-by-N matrix A, and it can optionally compute the left and right singular vectors too. If singular vectors are desired, it uses a divide-and-conquer algorithm. iconic behavior, no cap π
The SVD is written like this:
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.
Note that the routine returnsVT = V**T, notV. periodt πβ¨
π Parameters π
π JOBZ π
JOBZ is CHARACTER*1 and it specifies options for computing all or part of the matrix U:
= 'A': allMcolumns ofUand allNrows ofV**Tare returned in the arraysUandVT;= 'S': the firstmin(M,N)columns ofUand the firstmin(M,N)rows ofV**Tare returned in the arraysUandVT;= 'O': IfM >= N, the firstNcolumns ofUare overwritten on the arrayAand all rows ofV**Tare returned in the arrayVT; otherwise, all columns ofUare returned in the arrayUand the firstMrows ofV**Tare overwritten in the arrayA;= 'N': no columns ofUor rows ofV**Tare computed.
π M π
M is INTEGER.
The number of rows of the input matrix A. M >= 0.
π N π
N is INTEGER.
The number of columns of the input matrix A. N >= 0.
π A π
A is REAL array, dimension (LDA,N).
On entry, the M-by-N matrix A.
On exit:
- if
JOBZ = 'O',Ais overwritten with the firstNcolumns ofU(the left singular vectors, stored columnwise) ifM >= N;Ais overwritten with the firstMrows ofV**T(the right singular vectors, stored rowwise) otherwise. - if
JOBZ .ne. 'O', the contents ofAare destroyed.
π LDA π
LDA is INTEGER.
The leading dimension of the array A. LDA >= max(1,M).
π S π
S is REAL array, dimension (min(M,N)).
The singular values of A, sorted so that S(i) >= S(i+1).
π U π
U is REAL array, dimension (LDU,UCOL).
UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; UCOL = min(M,N) if JOBZ = 'S'.
If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M orthogonal 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.
π LDU π
LDU is INTEGER.
The leading dimension of the array U. LDU >= 1; if JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
π VT π
VT is REAL array, dimension (LDVT,N).
If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', VT contains the first min(M,N) rows of V**T (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
π LDVT π
LDVT is INTEGER.
The leading dimension of the array VT. LDVT >= 1; if JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N; if JOBZ = 'S', LDVT >= min(M,N).
π WORK π
WORK is REAL array, dimension (MAX(1,LWORK)).
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
π LWORK π
LWORK is INTEGER.
The dimension of the array WORK. LWORK >= 1.
If LWORK = -1, a workspace query is assumed. The optimal size for the WORK array is calculated and stored in WORK(1), and no other work except argument checking is performed.
Let mx = max(M,N) and mn = min(M,N).
- If
JOBZ = 'N',LWORK >= 3*mn + max( mx, 7*mn ). - If
JOBZ = 'O',LWORK >= 3*mn + max( mx, 5*mn*mn + 4*mn ). - If
JOBZ = 'S',LWORK >= 4*mn*mn + 7*mn. - If
JOBZ = 'A',LWORK >= 4*mn*mn + 6*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. bestie, pls query, your future self will thank you π«Ά
π IWORK π
IWORK is INTEGER array, dimension (8*min(M,N)).
π INFO π
INFO is INTEGER.
< 0: ifINFO = -i, thei-th argument had an illegal value.= -4: ifAhad aNANentry.> 0:SBDSDCdid not converge, updating process failed.= 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 211 of file sgesdd.f.
π«Ά Author π«Ά
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