DGESDD (3)  Linux Manuals
NAME
dgesdd.f 
SYNOPSIS
Functions/Subroutines
subroutine dgesdd (JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, IWORK, INFO)
DGESDD
Function/Subroutine Documentation
subroutine dgesdd (characterJOBZ, integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )S, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldvt, * )VT, integerLDVT, double precision, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerINFO)
DGESDD
Purpose:

DGESDD computes the singular value decomposition (SVD) of a real MbyN matrix A, optionally computing the left and right singular vectors. If singular vectors are desired, it uses a divideandconquer algorithm. The SVD is written A = U * SIGMA * transpose(V) where SIGMA is an MbyN matrix which is zero except for its min(m,n) diagonal elements, U is an MbyM orthogonal matrix, and V is an NbyN orthogonal matrix. The diagonal elements of SIGMA are the singular values of A; they are real and nonnegative, 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. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray XMP, Cray YMP, Cray C90, or Cray2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.
Parameters:

JOBZ
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.
MM is INTEGER The number of rows of the input matrix A. M >= 0.
NN is INTEGER The number of columns of the input matrix A. N >= 0.
AA is DOUBLE PRECISION array, dimension (LDA,N) On entry, the MbyN 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.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
SS is DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A, sorted so that S(i) >= S(i+1).
UU is DOUBLE PRECISION 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 MbyM 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.
LDULDU is INTEGER The leading dimension of the array U. LDU >= 1; if JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
VTVT is DOUBLE PRECISION array, dimension (LDVT,N) If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the NbyN 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.
LDVTLDVT 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).
WORKWORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK;
LWORKLWORK is INTEGER The dimension of the array WORK. LWORK >= 1. If JOBZ = 'N', LWORK >= 3*min(M,N) + max(max(M,N),7*min(M,N)). If JOBZ = 'O', LWORK >= 3*min(M,N) + max(max(M,N),5*min(M,N)*min(M,N)+4*min(M,N)). If JOBZ = 'S' or 'A' LWORK >= 3*min(M,N) + max(max(M,N),4*min(M,N)*min(M,N)+3*min(M,N)+max(M,N)). For good performance, LWORK should generally be larger. If LWORK = 1 but other input arguments are legal, WORK(1) returns the optimal LWORK.
IWORKIWORK is INTEGER array, dimension (8*min(M,N))
INFOINFO is INTEGER = 0: successful exit. < 0: if INFO = i, the ith argument had an illegal value. > 0: DBDSDC did not converge, updating process failed.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
Contributors:
 Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA
Definition at line 217 of file dgesdd.f.
Author
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