ZGESVD(3)
π ZGESVD(3) π
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β¨ NAME β¨
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/zgesvd.f
π¦ SYNOPSIS π¦
π Functions/Subroutines π
subroutine ZGESVD (jobu, jobvt, m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork, rwork, info)
ZGESVD computes the singular value decomposition (SVD) for GE matrices. π
π Function/Subroutine Documentation π
subroutine ZGESVD (character jobu, character jobvt, integer m, integer n,
complex*16, dimension( lda, * ) a, integer lda, double precision,
dimension( * ) s, complex*16, dimension( ldu, * ) u, integer ldu,
complex*16, dimension( ldvt, * ) vt, integer ldvt, complex*16,
dimension( * ) work, integer lwork, double precision, dimension( * )
rwork, integer info)
ZGESVD computes the singular value decomposition (SVD) for GE matrices. π«
πΈ Purpose πΈ
ZGESVD 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 as
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 returnsV**H, notV. bestie, do not forget the H. π
π§Έ Parameters π§Έ
JOBU
JOBU is CHARACTER*1 and specifies options for computing all or part of the matrix U:
= 'A': allMcolumns ofUare returned in arrayU.= 'S': the firstmin(m,n)columns ofU(the left singular vectors) are returned in the arrayU.= 'O': the firstmin(m,n)columns ofU(the left singular vectors) are overwritten on the arrayA.= 'N': no columns ofU(no left singular vectors) are computed.
JOBVT
JOBVT is CHARACTER*1 and specifies options for computing all or part of the matrix V**H:
= 'A': allNrows ofV**Hare returned in the arrayVT.= 'S': the firstmin(m,n)rows ofV**H(the right singular vectors) are returned in the arrayVT.= 'O': the firstmin(m,n)rows ofV**H(the right singular vectors) are overwritten on the arrayA.= 'N': no rows ofV**H(no right singular vectors) are computed.
JOBVTandJOBUcannot both be'O'. periodt, that combo is not allowed.
M
M is INTEGER β the number of rows of the input matrix A. M >= 0.
N
N is INTEGER β the number of columns of the input matrix A. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N).
On entry, the M-by-N matrix A.
On exit:
- if
JOBU = 'O',Ais overwritten with the firstmin(m,n)columns ofU(the left singular vectors, stored columnwise); - if
JOBVT = 'O',Ais overwritten with the firstmin(m,n)rows ofV**H(the right singular vectors, stored rowwise); - if
JOBU .ne. 'O'andJOBVT .ne. 'O', the contents ofAare destroyed.
LDA
LDA is INTEGER β the leading dimension of the array A. LDA >= max(1,M).
S
S is DOUBLE PRECISION array, dimension (min(M,N)) β the singular values of A, sorted so that S(i) >= S(i+1).
U
U is COMPLEX*16 array, dimension (LDU,UCOL) β (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'.
- If
JOBU = 'A',Ucontains theM-by-Munitary matrixU. - If
JOBU = 'S',Ucontains the firstmin(m,n)columns ofU(the left singular vectors, stored columnwise). - If
JOBU = 'N'or'O',Uis not referenced.
LDU
LDU is INTEGER β the leading dimension of the array U. LDU >= 1; if JOBU = 'S' or 'A', LDU >= M.
VT
VT is COMPLEX*16 array, dimension (LDVT,N).
- If
JOBVT = 'A',VTcontains theN-by-Nunitary matrixV**H. - If
JOBVT = 'S',VTcontains the firstmin(m,n)rows ofV**H(the right singular vectors, stored rowwise). - If
JOBVT = 'N'or'O',VTis not referenced.
LDVT
LDVT is INTEGER β the leading dimension of the array VT. LDVT >= 1; if JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N).
WORK
WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)).
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER β the dimension of the array WORK. LWORK >= MAX(1,2*MIN(M,N)+MAX(M,N)). 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.
RWORK
RWORK is DOUBLE PRECISION array, dimension (5*min(M,N)).
On exit, if INFO > 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 satisfies A = U * B * VT, so it has the same singular values as A, and singular vectors related by U and VT.
INFO
INFO is INTEGER:
= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.> 0: ifZBDSQRdid not converge,INFOspecifies how many superdiagonals of an intermediate bidiagonal formBdid 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 zgesvd.f.
πͺ Author (generated) πͺ
Generated automatically by Doxygen for LAPACK from the source code.
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