gesdd(3)

🌸 gesdd(3) β€” Library Functions Manual 🌸

Bestie, this is the gesdd(3) page, and its NAME is literally gesdd β€” gesdd: SVD, divide and conquer. We're doing the whole group-chat walkthrough, no cap. πŸ’…βœ¨


πŸŽ€ SYNOPSIS πŸŽ€

🫢 Functions 🫢

  • CGESDD β€” the complex version, okay?
       subroutine cgesdd (jobz, m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork,
           rwork, iwork, info)
           CGESDD
  • DGESDD β€” the double precision version.
       subroutine dgesdd (jobz, m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork,
           iwork, info)
           DGESDD
  • SGESDD β€” the single precision version.
       subroutine sgesdd (jobz, m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork,
           iwork, info)
           SGESDD
  • ZGESDD β€” the complex double precision version.
       subroutine zgesdd (jobz, m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork,
           rwork, iwork, info)
           ZGESDD

πŸ’« DETAILED DESCRIPTION πŸ’«

Okay so the detailed description is basically the function docs below, bestie. Let's get into it. πŸ¦‹


πŸŽ€ FUNCTION DOCUMENTATION πŸŽ€

πŸ’… CGESDD β€” subroutine cgesdd πŸ’…

   subroutine cgesdd (character jobz, integer m, integer n, complex, dimension(
       lda, * ) a, integer lda, 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)
       CGESDD

✨ Purpose ✨

CGESDD computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors, by using the divide-and-conquer method. The SVD is written

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 returns VT = V**H, not V. Iconic behavior, honestly. πŸ‘‘

🌈 Parameters 🌈

  • JOBZ β€” JOBZ is CHARACTER*1. It specifies options for computing all or part of the matrix U:
    • = 'A': all M columns of U and all N rows of V**H 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**H are returned in the arrays U and VT;
    • = 'O': if M >= N, the first N columns of U are overwritten in the array A and all rows of V**H are returned in the array VT; otherwise, all columns of U are returned in the array U and the first M rows of V**H are overwritten in the array A;
    • = 'N': no columns of U or rows of V**H are computed.
  • M β€” M is INTEGER. The number of rows of the input matrix A. M >= 0.
  • N β€” N is INTEGER. The number of columns of the input matrix A. N >= 0.
  • A β€” A is COMPLEX 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**H (the right singular vectors, stored rowwise) otherwise.
    • if JOBZ .ne. 'O', the contents of A are destroyed.
Bestie, clock that warning: if JOBZ .ne. 'O', the contents of A are destroyed. Not a drill. πŸ’€
  • LDA β€” LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,M).
  • S β€” S is REAL array, dimension (min(M,N)). The singular values of A, sorted so that S(i) >= S(i+1).
  • U β€” U is COMPLEX 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 unitary 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.
  • LDU β€” 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.
  • VT β€” VT is COMPLEX array, dimension (LDVT,N). If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the N-by-N unitary matrix V**H; if JOBZ = 'S', VT contains the first min(M,N) rows of V**H (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
  • LDVT β€” 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).
  • WORK β€” WORK is COMPLEX array, dimension (MAX(1,LWORK)). On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  • LWORK β€” 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 >= 2*mn + mx. If JOBZ = 'O', LWORK >= 2*mn*mn + 2*mn + mx. If JOBZ = 'S', LWORK >= mn*mn + 3*mn. If JOBZ = 'A', LWORK >= mn*mn + 2*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.

  • RWORK β€” RWORK is REAL array, dimension (MAX(1,LRWORK)). Let mx = max(M,N) and mn = min(M,N).

If JOBZ = 'N', LRWORK >= 5*mn (LAPACK <= 3.6 needs 7*mn); else if mx >> mn, LRWORK >= 5*mn*mn + 5*mn; else LRWORK >= max( 5*mn*mn + 5*mn, 2*mx*mn + 2*mn*mn + mn ).

  • IWORK β€” IWORK is INTEGER array, dimension (8*min(M,N)).
  • INFO β€” INFO is INTEGER.
    • < 0: if INFO = -i, the i-th argument had an illegal value.
    • = -4: if A had a NAN entry.
    • > 0: the updating process of SBDSDC did not converge.
    • = 0: successful exit.

πŸ‘‘ Author πŸ‘‘

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

🌈 Contributors: 🌈

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

Definition at line 219 of file cgesdd.f.


πŸ”₯ DGESDD β€” subroutine dgesdd πŸ”₯

   subroutine dgesdd (character jobz, 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, dimension( * ) iwork, integer info)
       DGESDD

✨ Purpose ✨

DGESDD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and right singular vectors. If singular vectors are desired, it uses a divide-and-conquer algorithm. πŸ¦‹

The SVD is written

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. Again: VT is the moment, not V itself. πŸ’…

🌈 Parameters 🌈

  • JOBZ β€” JOBZ is CHARACTER*1. 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.
  • M β€” M is INTEGER. The number of rows of the input matrix A. M >= 0.
  • N β€” N is INTEGER. The number of columns of the input matrix A. N >= 0.
  • A β€” A is DOUBLE PRECISION 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.
Okay but seriously, bestie: if JOBZ .ne. 'O', the contents of A are destroyed. Protect your data. 😭
  • LDA β€” LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,M).
  • S β€” S is DOUBLE PRECISION array, dimension (min(M,N)). The singular values of A, sorted so that S(i) >= S(i+1).
  • U
  • U β€” okay so U is a DOUBLE PRECISION array, dimension (LDU,UCOL) πŸ’– 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. ✨
  • LDU β€” LDU is INTEGER. It’s the leading dimension of the array U. LDU >= 1; if JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, then LDU >= M. 🫢
  • VT β€” VT is DOUBLE PRECISION 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. 🌸
  • LDVT β€” LDVT is INTEGER. Leading dimension of VT. LDVT >= 1; if JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N; if JOBZ = 'S', LDVT >= min(M,N). πŸ’…
  • WORK β€” WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)). On exit, if INFO = 0, WORK(1) returns the optimal LWORK; πŸ”₯
  • LWORK β€” LWORK is INTEGER. 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. 😭
  • IWORK β€” IWORK is INTEGER array, dimension (8*min(M,N)). πŸŽ€
  • INFO β€” INFO is INTEGER. < 0: if INFO = -i, the i-th argument had an illegal value. = -4: if A had a NAN entry. > 0: DBDSDC did not converge, updating process failed. = 0: successful exit. πŸ’€

Author

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

Contributors

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

Definition at line 211 of file dgesdd.f.


subroutine sgesdd

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

okay bestie, SGESDD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and right singular vectors. If singular vectors are desired, it uses a divide-and-conquer algorithm. πŸ”₯

The SVD is written

     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. 🫢

Parameters

  • JOBZ β€” JOBZ is CHARACTER*1. 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 β€” M is INTEGER. The number of rows of the input matrix A. M >= 0. 🌸
  • N β€” N is INTEGER. The number of columns of the input matrix A. N >= 0. πŸ¦‹
  • A β€” 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. 😭
  • LDA β€” LDA is INTEGER. Leading dimension of the array A. LDA >= max(1,M). ✨
  • S β€” S is REAL array, dimension (min(M,N)). The singular values of A, sorted so that S(i) >= S(i+1). πŸŽ€
  • U β€” 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 β€” LDU is INTEGER. Leading dimension of the array U. LDU >= 1; if JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M. 🫢
  • VT β€” 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. 🌟
  • LDVT β€” LDVT is INTEGER. 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 β€” WORK is REAL array, dimension (MAX(1,LWORK)). On exit, if INFO = 0, WORK(1) returns the optimal LWORK; πŸ”₯
  • LWORK β€” 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. 😭
  • IWORK β€” IWORK is INTEGER array, dimension (8*min(M,N)). πŸŽ€
  • INFO β€” 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

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

Contributors

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

Definition at line 211 of file sgesdd.f.


subroutine zgesdd

subroutine zgesdd (character jobz, 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, dimension( * )
       iwork, integer info)

ZGESDD πŸ‘‘

Purpose

ZGESDD computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors, by using divide-and-conquer method. The SVD is written

     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 returns VT = V**H, not V. 🫢

Parameters

  • JOBZ
  • JOBZ is CHARACTER*1 β€” the main character option: it specifies options for computing all or part of the matrix U, and it's giving choose-your-own-adventure πŸ’…
    • 'A': all M columns of U and all N rows of V**H 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**H are returned in the arrays U and VT;
    • 'O': if M >= N, the first N columns of U are overwritten in the array A and all rows of V**H are returned in the array VT; otherwise, all columns of U are returned in the array U and the first M rows of V**H are overwritten in the array A;
    • 'N': no columns of U or rows of V**H are computed.
  • M is INTEGER β€” the number of rows of the input matrix A. M >= 0.
  • N is INTEGER β€” the number of columns of the input matrix A. N >= 0.
  • A is COMPLEX*16 array, dimension (LDA,N) β€” 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**H (the right singular vectors, stored rowwise) otherwise. If JOBZ .ne. 'O', the contents of A are destroyed. Destroyed, bestie β€” not preserved.
  • LDA is INTEGER β€” the leading dimension of the array A. LDA >= max(1,M).
  • S is DOUBLE PRECISION array, dimension (min(M,N)) β€” the singular values of A, sorted so that S(i) >= S(i+1).
  • U is COMPLEX*16 array, dimension (LDU,UCOL) β€” 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 unitary 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.
  • LDU is INTEGER β€” the leading dimension of the array U. LDU >= 1; if JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
  • VT is COMPLEX*16 array, dimension (LDVT,N) β€” if JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the N-by-N unitary matrix V**H; if JOBZ = 'S', VT contains the first min(M,N) rows of V**H (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
  • LDVT is INTEGER β€” 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).
  • WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) β€” on exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  • LWORK is INTEGER β€” 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 >= 2*mn + mx.
    • If JOBZ = 'O', LWORK >= 2*mn*mn + 2*mn + mx.
    • If JOBZ = 'S', LWORK >= mn*mn + 3*mn.
    • If JOBZ = 'A', LWORK >= mn*mn + 2*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. Don't skimp on the workspace, bestie β€” she needs room.
  • RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) β€” let mx = max(M,N) and mn = min(M,N). If JOBZ = 'N', LRWORK >= 5*mn (LAPACK <= 3.6 needs 7*mn); else if mx >> mn, LRWORK >= 5*mn*mn + 5*mn; else LRWORK >= max( 5*mn*mn + 5*mn, 2*mx*mn + 2*mn*mn + mn ).
  • IWORK is INTEGER array, dimension (8*min(M,N)).
  • INFO is INTEGER β€” the exit-status gossip:
    • INFO < 0: if INFO = -i, the i-th argument had an illegal value.
    • INFO = -4: if A had a NAN entry.
    • INFO > 0: The updating process of DBDSDC did not converge.
    • INFO = 0: successful exit.

πŸ‘‘ Author

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

🌟 Contributors

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

Definition at line 219 of file zgesdd.f.

πŸ€– Author

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