PDGESVD(l)
๐ NAME ๐
okay bestie, welcome to PDGESVD(l) โ the LAPACK routine, version 1.5. It computes the singular value decomposition (SVD) of an M-by-N matrix A, optionally computing the left and/or right singular vectors. no cap, that's the whole assignment. ๐
๐ธ SYNOPSIS ๐ธ
SUBROUTINE PDGESVD( JOBU, JOBVT, M, N, A, IA, JA, DESCA, S, U, IU, JU,
DESCU, VT, IVT, JVT, DESCVT, WORK, LWORK, INFO )
CHARACTER JOBU, JOBVT
INTEGER IA, INFO, IU, IVT, JA, JU, JVT, LWORK, M, N
INTEGER DESCA( * ), DESCU( * ), DESCVT( * )
DOUBLE PRECISION A( * ), S( * ), U( * ), VT( * ), WORK( * )
โจ PURPOSE โจ
PDGESVD computes the singular value decomposition (SVD) of an M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written as
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 and the columns of U and V are the corresponding right and left singular vectors, respectively. The singular values are returned in array S in decreasing order and only the first min(M,N) columns of U and rows of VT = V**T are computed.
๐ Notes ๐
Each global data object is described by an associated description vector. This vector stores the information required to establish the mapping between an object element and its corresponding process and memory location.
Let A be a generic term for any 2D block cyclicly distributed array. Such a global array has an associated description vector DESCA. In the following comments, the character _ should be read as "of the global array".
DTYPE_A(global)โ stored inDESCA( DTYPE_ )โ the descriptor type. In this case,DTYPE_A = 1.CTXT_A (global)โ stored inDESCA( CTXT_ )โ the BLACS context handle, indicating the BLACS process grid A is distributed over. The context itself is global, but the handle (the integer value) may vary.M_A (global)โ stored inDESCA( M_ )โ the number of rows in the global array A.N_A (global)โ stored inDESCA( N_ )โ the number of columns in the global array A.MB_A (global)โ stored inDESCA( MB_ )โ the blocking factor used to distribute the rows of the array.NB_A (global)โ stored inDESCA( NB_ )โ the blocking factor used to distribute the columns of the array.RSRC_A (global)โ stored inDESCA( RSRC_ )โ the process row over which the first row of the array A is distributed.CSRC_A (global)โ stored inDESCA( CSRC_ )โ the process column over which the first column of the array A is distributed.LLD_A (local)โ stored inDESCA( LLD_ )โ the leading dimension of the local array.LLD_A >= MAX(1,LOCr(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has dimension p x q. LOCr( K ) denotes the number of elements of K that a process would receive if K were distributed over the p processes of its process column. Similarly, LOCc( K ) denotes the number of elements of K that a process would receive if K were distributed over the q processes of its process row. The values of LOCr() and LOCc() may be determined via a call to the ScaLAPACK tool function, NUMROC:
LOCr( M ) = NUMROC( M, MB_A, MYROW, RSRC_A, NPROW ),
LOCc( N ) = NUMROC( N, NB_A, MYCOL, CSRC_A, NPCOL ).
An upper bound for these quantities may be computed by:
LOCr( M ) <= ceil( ceil(M/MB_A)/NPROW )*MB_A
LOCc( N ) <= ceil( ceil(N/NB_A)/NPCOL )*NB_A
๐งฎ ARGUMENTS ๐งฎ
MP = number of local rows in A and U NQ = number of local columns in A and VT SIZE = min( M, N ) SIZEQ = number of local columns in U SIZEP = number of local rows in VT
JOBUโ (global input)CHARACTER*1โ Specifies options for computing all or part of the matrix U:= 'V': the firstSIZEcolumns of U (the left singular vectors) are returned in the array U;= 'N': no columns of U (no left singular vectors) are computed.JOBVTโ (global input)CHARACTER*1โ Specifies options for computing all or part of the matrixV**T:= 'V': the firstSIZErows ofV**T(the right singular vectors) are returned in the array VT;= 'N': no rows ofV**T(no right singular vectors) are computed.Mโ (global input)INTEGERโ The number of rows of the input matrix A.M >= 0.Nโ (global input)INTEGERโ The number of columns of the input matrix A.N >= 0.Aโ (local input/workspace) block cyclicDOUBLE PRECISIONarray, global dimension(M, N), local dimension(MP, NQ)โ On exit, the contents of A are destroyed.IAโ (global input)INTEGERโ The row index in the global array A indicating the first row ofsub( A ).JAโ (global input)INTEGERโ The column index in the global array A indicating the first column ofsub( A ).DESCAโ (global input)INTEGERarray of dimensionDLEN_โ The array descriptor for the distributed matrix A.Sโ (global output)DOUBLE PRECISIONarray, dimensionSIZEโ The singular values of A, sorted so thatS(i) >= S(i+1).Uโ (local output)DOUBLE PRECISIONarray, local dimension(MP, SIZEQ), global dimension(M, SIZE)โ ifJOBU = 'V', U contains the firstmin(m,n)columns of U; ifJOBU = 'N', U is not referenced.IUโ (global input)INTEGERโ The row index in the global array U indicating the first row ofsub( U ).JUโ (global input)INTEGERโ The column index in the global array U indicating the first column ofsub( U ).DESCUโ (global input)INTEGERarray of dimensionDLEN_โ The array descriptor for the distributed matrix U.VTโ (local output)DOUBLE PRECISIONarray, local dimension(SIZEP, NQ), global dimension(SIZE, N). IfJOBVT = 'V', VT contains the firstSIZErows ofV**T. IfJOBVT = 'N', VT is not referenced.IVTโ (global input)INTEGERโ The row index in the global array VT indicating the first row ofsub( VT ).JVTโ (global input)INTEGERโ The column index in the global array VT indicating the first column ofsub( VT ).DESCVTโ (global input)INTEGERarray of dimensionDLEN_โ The array descriptor for the distributed matrix VT.WORKโ (local workspace/output)DOUBLE PRECISIONarray, dimension(LWORK)โ On exit, ifINFO = 0,WORK(1)returns the optimalLWORK;LWORKโ (local input)INTEGERโ The dimension of the arrayWORK.
LWORK > 2 + 6*SIZEB + MAX(WATOBD, WBDTOSVD),
where SIZEB = MAX(M,N), and WATOBD and WBDTOSVD refer, respectively, to the workspace required to bidiagonalize the matrix A and to go from the bidiagonal matrix to the singular value decomposition U*S*VT.
For WATOBD, the following holds:
WATOBD = MAX(MAX(WPDLANGE,WPDGEBRD),
MAX(WPDLARED2D,WPDLARED1D)),
where WPDLANGE, WPDLARED1D, WPDLARED2D, WPDGEBRD are the workspaces required respectively for the subprograms PDLANGE, PDLARED1D, PDLARED2D, PDGEBRD. Using the standard notation
MP = NUMROC( M, MB, MYROW, DESCA( CTXT_ ), NPROW), NQ = NUMROC(
N, NB, MYCOL, DESCA( LLD_ ), NPCOL),
the workspaces required for the above subprograms are
WPDLANGE = MP, WPDLARED1D = NQ0, WPDLARED2D = MP0, WPDGEBRD =
NB*(MP + NQ + 1) + NQ,
where NQ0 and MP0 refer, respectively, to the values obtained at MYCOL = 0 and MYROW = 0. In general, the upper limit for the workspace is given by a workspace required on processor (0,0):
WATOBD <= NB*(MP0 + NQ0 + 1) + NQ0.
In case of a homogeneous process grid this upper limit can be used as an estimate of the minimum workspace for every processor.
For WBDTOSVD, the following holds:
WBDTOSVD = SIZE*(WANTU*NRU + WANTVT*NCVT) + MAX(WDBDSQR,
MAX(WANTU*WPDORMBRQLN, WANTVT*WPDORMBRPRT)),
where
1, if left(right) singular vectors are wanted WANTU(WANTVT) = 0,
otherwise
and WDBDSQR, WPDORMBRQLN and WPDORMBRPRT refer respectively to the workspace required for the subprograms DBDSQR, PDORMBR(QLN), and PDORMBR(PRT), where QLN and PRT are the values of the arguments VECT, SIDE, and TRANS in the call to PDORMBR. NRU is equal to the local number of rows of the matrix U when distributed 1-dimensional "column" of processes. Analogously, NCVT is equal to the local number of columns of the matrix VT when distributed across 1-dimensional "row" of processes. Calling the LAPACK procedure DBDSQR requires
WDBDSQR = MAX(1, 2*SIZE + (2*SIZE - 4)*MAX(WANTU, WANTVT))
on every processor. Finally,
WPDORMBRQLN = MAX( (NB*(NB-1))/2, (SIZEQ+MP)*NB)+NB*NB, WPDORMBRPRT =
MAX( (MB*(MB-1))/2, (SIZEP+NQ)*MB )+MB*MB,
If LIWORK = -1, then LIWORK is global input and a workspace query is assumed; the routine only calculates the minimum size for the work array. The required workspace is returned as the first element of WORK and no error message is issued by PXERBLA.
INFOโ (output)INTEGERโ= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifSBDSQRdid not converge IfINFO = MIN(M,N) + 1, thenPDGESVDhas detected heterogeneity by finding that eigenvalues were not identical across the process grid. In this case, the accuracy of the results fromPDGESVDcannot be guaranteed.
okay bestie, that's the wholePDGESVD(l)saga. This page is from LAPACK version 1.5, dated 12 May 1997, and the manual name isPDGESVD(l). Now go slay your SVD, but fr fr keep your workspace right. ๐โจ๐ฆ๐
๐ฆ where this page comes from
- ubuntu jammy: scalapack-doc 1.5-11
- ๐ girlified by deepseek-ai/DeepSeek-V4.1-Flash on : a language model's rewrite of the original, under its terms