SGESDD(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

πŸ’… SGESDD(3) β€” Library Functions Manual πŸ¦‹

okay bestie, welcome to the group chat where we learn the real SGESDD tea β˜•βœ¨. This page lives in the Library Functions Manual, and we are about to get into singular value decomposition like it's the main character.


✨ NAME ✨

/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 πŸ’–.

🌸 SYNOPSIS 🌸

πŸŽ€ Functions/Subroutines πŸŽ€

subroutine SGESDD (jobz, m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork,
    iwork, info)

SGESDD

πŸ¦‹ Function/Subroutine Documentation πŸ¦‹

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

πŸ’– Purpose πŸ’–

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 πŸ’…

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 returns VT = V**T, not V. periodt πŸ’€βœ¨

πŸŽ€ Parameters πŸŽ€

πŸ“ JOBZ πŸ“

JOBZ is CHARACTER*1 and it specifies options for computing all or part of the matrix U:

  • = 'A': all M columns of U and all N rows of V**T are returned in the arrays U and VT;
  • = 'S': the first min(M,N) columns of U and the first min(M,N) rows of V**T are returned in the arrays U and VT;
  • = 'O': If M >= N, the first N columns of U are overwritten on the array A and all rows of V**T are returned in the array VT; otherwise, all columns of U are returned in the array U and the first M rows of V**T are overwritten in the array A;
  • = 'N': no columns of U or rows of V**T are computed.

πŸ“ M πŸ“

M is INTEGER.

The number of rows of the input matrix A. M >= 0.

πŸ“ N πŸ“

N is INTEGER.

The number of columns of the input matrix A. N >= 0.

πŸ“ A πŸ“

A is REAL array, dimension (LDA,N).

On entry, the M-by-N matrix A.

On exit:

  • if JOBZ = 'O', A is overwritten with the first N columns of U (the left singular vectors, stored columnwise) if M >= N; A is overwritten with the first M rows of V**T (the right singular vectors, stored rowwise) otherwise.
  • if JOBZ .ne. 'O', the contents of A are destroyed.

πŸ“ LDA πŸ“

LDA is INTEGER.

The leading dimension of the array A. LDA >= max(1,M).

πŸ“ S πŸ“

S is REAL array, dimension (min(M,N)).

The singular values of A, sorted so that S(i) >= S(i+1).

πŸ“ U πŸ“

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.

πŸ“ LDU πŸ“

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.

πŸ“ VT πŸ“

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.

πŸ“ LDVT πŸ“

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).

πŸ“ WORK πŸ“

WORK is REAL array, dimension (MAX(1,LWORK)).

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

πŸ“ LWORK πŸ“

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 🫢

πŸ“ IWORK πŸ“

IWORK is INTEGER array, dimension (8*min(M,N)).

πŸ“ INFO πŸ“

INFO is INTEGER.

  • < 0: if INFO = -i, the i-th argument had an illegal value.
  • = -4: if A had a NAN entry.
  • > 0: SBDSDC did not converge, updating process failed.
  • = 0: successful exit.

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ’œ Contributors: πŸ’œ

Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA

Definition at line 211 of file sgesdd.f.

🫢 Author 🫢

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