dgesdd (l)  Linux Manuals
dgesdd: computes the singular value decomposition (SVD) of a real MbyN matrix A, optionally computing the left and right singular vectors
NAME
DGESDD  computes the singular value decomposition (SVD) of a real MbyN matrix A, optionally computing the left and right singular vectorsSYNOPSIS
 SUBROUTINE DGESDD(
 JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, IWORK, INFO )
 CHARACTER JOBZ
 INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
 INTEGER IWORK( * )
 DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ), VT( LDVT, * ), WORK( * )
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
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.
ARGUMENTS
 JOBZ (input) CHARACTER*1

Specifies options for computing all or part of the matrix U:
= aqAaq: all M columns of U and all N rows of V**T are returned in the arrays U and VT; = aqSaq: 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; = aqOaq: 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; = aqNaq: no columns of U or rows of V**T are computed.  M (input) INTEGER
 The number of rows of the input matrix A. M >= 0.
 N (input) INTEGER
 The number of columns of the input matrix A. N >= 0.
 A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
 On entry, the MbyN matrix A. On exit, if JOBZ = aqOaq, 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. aqOaq, the contents of A are destroyed.
 LDA (input) INTEGER
 The leading dimension of the array A. LDA >= max(1,M).
 S (output) DOUBLE PRECISION array, dimension (min(M,N))
 The singular values of A, sorted so that S(i) >= S(i+1).
 U (output) DOUBLE PRECISION array, dimension (LDU,UCOL)
 UCOL = M if JOBZ = aqAaq or JOBZ = aqOaq and M < N; UCOL = min(M,N) if JOBZ = aqSaq. If JOBZ = aqAaq or JOBZ = aqOaq and M < N, U contains the MbyM orthogonal matrix U; if JOBZ = aqSaq, U contains the first min(M,N) columns of U (the left singular vectors, stored columnwise); if JOBZ = aqOaq and M >= N, or JOBZ = aqNaq, U is not referenced.
 LDU (input) INTEGER
 The leading dimension of the array U. LDU >= 1; if JOBZ = aqSaq or aqAaq or JOBZ = aqOaq and M < N, LDU >= M.
 VT (output) DOUBLE PRECISION array, dimension (LDVT,N)
 If JOBZ = aqAaq or JOBZ = aqOaq and M >= N, VT contains the NbyN orthogonal matrix V**T; if JOBZ = aqSaq, VT contains the first min(M,N) rows of V**T (the right singular vectors, stored rowwise); if JOBZ = aqOaq and M < N, or JOBZ = aqNaq, VT is not referenced.
 LDVT (input) INTEGER
 The leading dimension of the array VT. LDVT >= 1; if JOBZ = aqAaq or JOBZ = aqOaq and M >= N, LDVT >= N; if JOBZ = aqSaq, LDVT >= min(M,N).
 WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
 On exit, if INFO = 0, WORK(1) returns the optimal LWORK;
 LWORK (input) INTEGER
 The dimension of the array WORK. LWORK >= 1. If JOBZ = aqNaq, LWORK >= 3*min(M,N) + max(max(M,N),7*min(M,N)). If JOBZ = aqOaq, LWORK >= 3*min(M,N)*min(M,N) + max(max(M,N),5*min(M,N)*min(M,N)+4*min(M,N)). If JOBZ = aqSaq or aqAaq LWORK >= 3*min(M,N)*min(M,N) + max(max(M,N),4*min(M,N)*min(M,N)+4*min(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.
 IWORK (workspace) INTEGER array, dimension (8*min(M,N))
 INFO (output) INTEGER

= 0: successful exit.
< 0: if INFO = i, the ith argument had an illegal value.
> 0: DBDSDC did not converge, updating process failed.
FURTHER DETAILS
Based on contributions byMing Gu and Huan Ren, Computer Science Division, University of
California at Berkeley, USA