SRC/zgesvdx.f(3)
π NAME π
SRC/zgesvdx.f β okay bestie, this is the Library Functions Manual page for SRC/zgesvdx.f, and it's giving complex SVD main character energy. slay. β¨
π« SYNOPSIS π«
Functions/Subroutines
subroutine zgesvdx (jobu, jobvt, range, m, n, a, lda, vl, vu, il, iu,
ns, s, u, ldu, vt, ldvt, work, lwork, rwork, iwork, info)
ZGESVDX computes the singular value decomposition (SVD) for GE
matrices
ZGESVDX computes the singular value decomposition (SVD) for GE matrices. no cap. π
πΈ Function/Subroutine Documentation πΈ
π¦ subroutine zgesvdx ... π¦
subroutine zgesvdx (character jobu, character jobvt, character range,
integer m, integer n, complex*16, dimension( lda, * ) a, integer lda,
double precision vl, double precision vu, integer il, integer iu,
integer ns, 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)
ZGESVDX computes the singular value decomposition (SVD) for GE matrices β main character energy only. π
β¨ Purpose β¨
ZGESVDX is out here computing the SVD of a complex M-by-N matrix A, and it can optionally compute the left and/or right singular vectors too. The SVD is written as:
A = U * SIGMA * transpose(V)
where SIGMA is an M-by-N matrix that's 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're real and non-negative, and they come back in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A. slay. π₯
ZGESVDX uses an eigenvalue problem for obtaining the SVD, which allows for the computation of a subset of singular values and vectors. See DBDSVDX for details. iykyk. π§
note bestie: the routine returnsV**T, notV. periodt. π
π«Ά Parameters π«Ά
JOBUβJOBU is CHARACTER*1and 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.
JOBVTβJOBVT is CHARACTER*1and 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.
RANGEβRANGE is CHARACTER*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.
MβM is INTEGER; the number of rows of the input matrixA.M >= 0.NβN is INTEGER; the number of columns of the input matrixA.N >= 0.AβA is COMPLEX*16 array, dimension (LDA,N). On entry, theM-by-NmatrixA. On exit, the contents ofAare destroyed. (rip, but that's the tea β)LDAβLDA is INTEGER; the leading dimension of the arrayA.LDA >= max(1,M).VLβVL is DOUBLE PRECISION. IfRANGE='V', the lower bound of the interval to be searched for singular values.VU > VL. Not referenced ifRANGE = 'A'or'I'.VUβVU is DOUBLE PRECISION. IfRANGE='V', the upper bound of the interval to be searched for singular values.VU > VL. Not referenced ifRANGE = 'A'or'I'.ILβIL is INTEGER. 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'.IUβIU is INTEGER. 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'.NSβNS is INTEGER; the total number of singular values found,0 <= NS <= min(M,N). IfRANGE = 'A',NS = min(M,N); ifRANGE = 'I',NS = IU-IL+1.SβS is DOUBLE PRECISION array, dimension (min(M,N)). The singular values ofA, sorted so thatS(i) >= S(i+1).UβU is COMPLEX*16 array, 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.LDUβLDU is INTEGER; the leading dimension of the arrayU.LDU >= 1; ifJOBU = 'V',LDU >= M.VTβVT is COMPLEX*16 array, 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.LDVTβLDVT is INTEGER; the leading dimension of the arrayVT.LDVT >= 1; ifJOBVT = 'V',LDVT >= NS(see above).WORKβWORK is COMPLEX*16 array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORK is INTEGER; 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(M much larger than N)PATH 1t(N much larger than M)
LWORK >= MAX(1,MIN(M,N)*2+MAX(M,N)) for the other paths. 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.
RWORKβRWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK)).LRWORK >= MIN(M,N)*(MIN(M,N)*2+15*MIN(M,N)).IWORKβIWORK is INTEGER array, dimension (12*MIN(M,N)). IfINFO = 0, the firstNSelements ofIWORKare zero. IfINFO > 0, thenIWORKcontains the indices of the eigenvectors that failed to converge inDBDSVDX/DSTEVX.INFOβINFO is INTEGER:= 0: successful exit< 0: ifINFO = -i, thei-th argument had an illegal value> 0: ifINFO = i, thenieigenvectors failed to converge inDBDSVDX/DSTEVX. ifINFO = N*2 + 1, an internal error occurred inDBDSVDX
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 267 of file zgesvdx.f.
π Author π
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