DragonFly On-Line Manual Pages

Search: Section:  


cgesdd.f(3)                         LAPACK                         cgesdd.f(3)

NAME

cgesdd.f -

SYNOPSIS

Functions/Subroutines subroutine cgesdd (JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, RWORK, IWORK, INFO) CGESDD Function/Subroutine Documentation subroutine cgesdd (characterJOBZ, integerM, integerN, complex, dimension( lda, * )A, integerLDA, real, dimension( * )S, complex, dimension( ldu, * )U, integerLDU, complex, dimension( ldvt, * )VT, integerLDVT, complex, dimension( * )WORK, integerLWORK, real, dimension( * )RWORK, integer, dimension( * )IWORK, integerINFO) CGESDD 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: 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. M M is INTEGER The number of rows of the input matrix A. M >= 0. N N is INTEGER The number of columns of the input matrix A. N >= 0. 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. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). S S is REAL array, dimension (min(M,N)) The singular values of A, sorted so that S(i) >= S(i+1). 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. 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. 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. 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). WORK WORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 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. 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) IWORK IWORK is INTEGER array, dimension (8*min(M,N)) 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. Author Generated automatically by Doxygen for LAPACK from the source code. Version 3.4.2 Sat Nov 16 2013 cgesdd.f(3)

Search: Section: