fortran-lapack
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la_lapack::gesdd Interface Reference

GESDD: 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. More...

Public Member Functions

 la_cgesdd
 
 la_dgesdd
 
 la_qgesdd
 
 la_sgesdd
 
 la_wgesdd
 
 la_zgesdd
 

Detailed Description

GESDD: 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.

Member Function/Subroutine Documentation

◆ la_cgesdd()

la_lapack::gesdd::la_cgesdd

◆ la_dgesdd()

la_lapack::gesdd::la_dgesdd

◆ la_qgesdd()

la_lapack::gesdd::la_qgesdd

◆ la_sgesdd()

la_lapack::gesdd::la_sgesdd

◆ la_wgesdd()

la_lapack::gesdd::la_wgesdd

◆ la_zgesdd()

la_lapack::gesdd::la_zgesdd

The documentation for this interface was generated from the following file: