LAPACK  3.4.2
LAPACK: Linear Algebra PACKage
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complex
Singular Value
Collaboration diagram for complex:

Functions/Subroutines

subroutine cgesdd (JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, RWORK, IWORK, INFO)
 CGESDD
subroutine cgesvd (JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, RWORK, INFO)
  CGESVD computes the singular value decomposition (SVD) for GE matrices

Detailed Description

This is the group of complex singular value driver functions for GE matrices

Function/Subroutine Documentation

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

Download CGESDD + dependencies [TGZ] [ZIP] [TXT]
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 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.

 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 X-MP, Cray Y-MP, Cray C-90, or
 Cray-2. It could conceivably fail on hexadecimal or decimal machines
 without guard digits, but we know of none.
Parameters:
[in]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**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.
[in]M
          M is INTEGER
          The number of rows of the input matrix A.  M >= 0.
[in]N
          N is INTEGER
          The number of columns of the input matrix A.  N >= 0.
[in,out]A
          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.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
[out]S
          S is REAL array, dimension (min(M,N))
          The singular values of A, sorted so that S(i) >= S(i+1).
[out]U
          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.
[in]LDU
          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.
[out]VT
          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.
[in]LDVT
          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).
[out]WORK
          WORK is COMPLEX array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK. LWORK >= 1.
          if JOBZ = 'N', LWORK >= 2*min(M,N)+max(M,N).
          if JOBZ = 'O',
                LWORK >= 2*min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
          if JOBZ = 'S' or 'A',
                LWORK >= min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
          For good performance, LWORK should generally be larger.

          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.
[out]RWORK
          RWORK is REAL array, dimension (MAX(1,LRWORK))
          If JOBZ = 'N', LRWORK >= 5*min(M,N).
          Otherwise, 
          LRWORK >= min(M,N)*max(5*min(M,N)+7,2*max(M,N)+2*min(M,N)+1)
[out]IWORK
          IWORK is INTEGER array, dimension (8*min(M,N))
[out]INFO
          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          > 0:  The updating process of SBDSDC did not converge.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Contributors:
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA

Definition at line 222 of file cgesdd.f.

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subroutine cgesvd ( character  JOBU,
character  JOBVT,
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  INFO 
)

CGESVD computes the singular value decomposition (SVD) for GE matrices

Download CGESVD + dependencies [TGZ] [ZIP] [TXT]
Purpose: 
 CGESVD computes the singular value decomposition (SVD) of a complex
 M-by-N matrix A, optionally computing the left and/or right singular
 vectors. 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 V**H, not V.
Parameters:
[in]JOBU
          JOBU is CHARACTER*1
          Specifies options for computing all or part of the matrix U:
          = 'A':  all M columns of U are returned in array U:
          = 'S':  the first min(m,n) columns of U (the left singular
                  vectors) are returned in the array U;
          = 'O':  the first min(m,n) columns of U (the left singular
                  vectors) are overwritten on the array A;
          = 'N':  no columns of U (no left singular vectors) are
                  computed.
[in]JOBVT
          JOBVT is CHARACTER*1
          Specifies options for computing all or part of the matrix
          V**H:
          = 'A':  all N rows of V**H are returned in the array VT;
          = 'S':  the first min(m,n) rows of V**H (the right singular
                  vectors) are returned in the array VT;
          = 'O':  the first min(m,n) rows of V**H (the right singular
                  vectors) are overwritten on the array A;
          = 'N':  no rows of V**H (no right singular vectors) are
                  computed.

          JOBVT and JOBU cannot both be 'O'.
[in]M
          M is INTEGER
          The number of rows of the input matrix A.  M >= 0.
[in]N
          N is INTEGER
          The number of columns of the input matrix A.  N >= 0.
[in,out]A
          A is COMPLEX array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit,
          if JOBU = 'O',  A is overwritten with the first min(m,n)
                          columns of U (the left singular vectors,
                          stored columnwise);
          if JOBVT = 'O', A is overwritten with the first min(m,n)
                          rows of V**H (the right singular vectors,
                          stored rowwise);
          if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A
                          are destroyed.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
[out]S
          S is REAL array, dimension (min(M,N))
          The singular values of A, sorted so that S(i) >= S(i+1).
[out]U
          U is COMPLEX array, dimension (LDU,UCOL)
          (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'.
          If JOBU = 'A', U contains the M-by-M unitary matrix U;
          if JOBU = 'S', U contains the first min(m,n) columns of U
          (the left singular vectors, stored columnwise);
          if JOBU = 'N' or 'O', U is not referenced.
[in]LDU
          LDU is INTEGER
          The leading dimension of the array U.  LDU >= 1; if
          JOBU = 'S' or 'A', LDU >= M.
[out]VT
          VT is COMPLEX array, dimension (LDVT,N)
          If JOBVT = 'A', VT contains the N-by-N unitary matrix
          V**H;
          if JOBVT = 'S', VT contains the first min(m,n) rows of
          V**H (the right singular vectors, stored rowwise);
          if JOBVT = 'N' or 'O', VT is not referenced.
[in]LDVT
          LDVT is INTEGER
          The leading dimension of the array VT.  LDVT >= 1; if
          JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N).
[out]WORK
          WORK is COMPLEX array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK.
          LWORK >=  MAX(1,2*MIN(M,N)+MAX(M,N)).
          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.
[out]RWORK
          RWORK is REAL array, dimension (5*min(M,N))
          On exit, if INFO > 0, RWORK(1:MIN(M,N)-1) contains the
          unconverged superdiagonal elements of an upper bidiagonal
          matrix B whose diagonal is in S (not necessarily sorted).
          B satisfies A = U * B * VT, so it has the same singular
          values as A, and singular vectors related by U and VT.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          > 0:  if CBDSQR did not converge, INFO specifies how many
                superdiagonals of an intermediate bidiagonal form B
                did not converge to zero. See the description of RWORK
                above for details.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012

Definition at line 214 of file cgesvd.f.

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