SRC/cgesvdx.f(3)
πΈ NAME πΈ
SRC/cgesvdx.f β bestie, this is the manual page for SRC/cgesvdx.f from the Library Functions Manual. It's all about the cgesvdx subroutine, and yes, it's giving linear algebra main character energy. π
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine cgesvdx (jobu, jobvt, range, m, n, a, lda, vl, vu, il, iu,
ns, s, u, ldu, vt, ldvt, work, lwork, rwork, iwork, info)
CGESVDX computes the singular value decomposition (SVD) for GE matrices β iconic behavior, no cap. π«Ά
π Function/Subroutine Documentation π
π subroutine cgesvdx π
subroutine cgesvdx (character jobu, character jobvt, character range,
integer m, integer n, complex, dimension( lda, * ) a, integer lda, real
vl, real vu, integer il, integer iu, integer ns, real, dimension( * ) s,
complex, dimension( ldu, * ) u, integer ldu, complex, dimension( ldvt, *
) vt, integer ldvt, complex, dimension( * ) work, integer lwork, real,
dimension( * ) rwork, integer, dimension( * ) iwork, integer info)
CGESVDX computes the singular value decomposition (SVD) for GE matrices. π¦
π Purpose π
Okay so CGESVDX 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 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 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. β¨
CGESVDX uses an eigenvalue problem for obtaining the SVD, which allows for the computation of a subset of singular values and vectors. See SBDSVDX for details.
β οΈ Note that the routine returnsV**T, notV. Like, important detail, bestie. π
π Parameters π
JOBUβ isCHARACTER*1. Specifies options for computing all or part of the matrixU:= 'V': the firstmin(m,n)columns ofU(the left singular vectors) or as specified byRANGEare returned in the arrayU;= 'N': no columns ofU(no left singular vectors) are computed.
JOBVTβ isCHARACTER*1. Specifies options for computing all or part of the matrixV**T:= 'V': the firstmin(m,n)rows ofV**T(the right singular vectors) or as specified byRANGEare returned in the arrayVT;= 'N': no rows ofV**T(no right singular vectors) are computed.
RANGEβ isCHARACTER*1:= 'A': all singular values will be found.= 'V': all singular values in the half-open interval(VL,VU]will be found.= 'I': theIL-th throughIU-th singular values will be found.
Mβ isINTEGER. The number of rows of the input matrixA.M >= 0.Nβ isINTEGER. The number of columns of the input matrixA.N >= 0.Aβ isCOMPLEXarray, dimension(LDA,N). On entry, theM-by-NmatrixA. On exit, the contents ofAare destroyed. πLDAβ isINTEGER. The leading dimension of the arrayA.LDA >= max(1,M).VLβ isREAL. IfRANGE='V', the lower bound of the interval to be searched for singular values.VU > VL. Not referenced ifRANGE = 'A'or'I'.VUβ isREAL. IfRANGE='V', the upper bound of the interval to be searched for singular values.VU > VL. Not referenced ifRANGE = 'A'or'I'.ILβ isINTEGER. IfRANGE='I', the index of the smallest singular value to be returned.1 <= IL <= IU <= min(M,N), ifmin(M,N) > 0. Not referenced ifRANGE = 'A'or'V'.IUβ isINTEGER. IfRANGE='I', the index of the largest singular value to be returned.1 <= IL <= IU <= min(M,N), ifmin(M,N) > 0. Not referenced ifRANGE = 'A'or'V'.NSβ isINTEGER. The total number of singular values found,0 <= NS <= min(M,N). IfRANGE = 'A',NS = min(M,N); ifRANGE = 'I',NS = IU-IL+1.Sβ isREALarray, dimension(min(M,N)). The singular values ofA, sorted so thatS(i) >= S(i+1). πΈUβ isCOMPLEXarray, dimension(LDU,UCOL). IfJOBU = 'V',Ucontains columns ofU(the left singular vectors, stored columnwise) as specified byRANGE; ifJOBU = 'N',Uis not referenced. Note: the user must ensure thatUCOL >= NS; ifRANGE = 'V', the exact value ofNSis not known in advance and an upper bound must be used. π«ΆLDUβ isINTEGER. The leading dimension of the arrayU.LDU >= 1; ifJOBU = 'V',LDU >= M.VTβ isCOMPLEXarray, dimension(LDVT,N). IfJOBVT = 'V',VTcontains the rows ofV**T(the right singular vectors, stored rowwise) as specified byRANGE; ifJOBVT = 'N',VTis not referenced. Note: the user must ensure thatLDVT >= NS; ifRANGE = 'V', the exact value ofNSis not known in advance and an upper bound must be used.LDVTβ isINTEGER. The leading dimension of the arrayVT.LDVT >= 1; ifJOBVT = 'V',LDVT >= NS(see above).WORKβ isCOMPLEXarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβ isINTEGER. The dimension of the arrayWORK.LWORK >= MAX(1,MIN(M,N)*(MIN(M,N)+4))for the paths (see comments inside the code):PATH 1(Mmuch larger thanN)PATH 1t(Nmuch larger thanM)LWORK >= MAX(1,MIN(M,N)*2+MAX(M,N))for the other paths. For good performance,LWORKshould generally be larger. IfLWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.
RWORKβ isREALarray, dimension(MAX(1,LRWORK)).LRWORK >= MIN(M,N)*(MIN(M,N)*2+15*MIN(M,N)).IWORKβ isINTEGERarray, dimension(12*MIN(M,N)). IfINFO = 0, the firstNSelements ofIWORKare zero. IfINFO > 0, thenIWORKcontains the indices of the eigenvectors that failed to converge inSBDSVDX/SSTEVX.INFOβ isINTEGER:= 0: successful exit< 0: ifINFO = -i, thei-th argument had an illegal value> 0: ifINFO = i, thenieigenvectors failed to converge inSBDSVDX/SSTEVX. ifINFO = N*2 + 1, an internal error occurred inSBDSVDX
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 267 of file cgesvdx.f.
π Author π
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