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SRC/sgesdd.f(3) LAPACK SRC/sgesdd.f(3)

SRC/sgesdd.f


subroutine sgesdd (jobz, m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork, iwork, info)
SGESDD

SGESDD

Purpose:


SGESDD computes the singular value decomposition (SVD) of a real
M-by-N matrix A, optionally computing the left and right singular
vectors. If singular vectors are desired, it uses a
divide-and-conquer algorithm.
The SVD is written
A = U * SIGMA * 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 orthogonal matrix, and
V is an N-by-N orthogonal 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**T, not V.

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.

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 REAL 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**T (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 REAL 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
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.

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 REAL array, dimension (LDVT,N)
If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the
N-by-N 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.

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 REAL 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 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.
Let mx = max(M,N) and mn = min(M,N).
If JOBZ = 'N', LWORK >= 3*mn + max( mx, 7*mn ).
If JOBZ = 'O', LWORK >= 3*mn + max( mx, 5*mn*mn + 4*mn ).
If JOBZ = 'S', LWORK >= 4*mn*mn + 7*mn.
If JOBZ = 'A', LWORK >= 4*mn*mn + 6*mn + mx.
These are not tight minimums in all cases; see comments inside code.
For good performance, LWORK should generally be larger;
a query is recommended.

IWORK


IWORK is INTEGER array, dimension (8*min(M,N))

INFO


INFO is INTEGER
< 0: if INFO = -i, the i-th argument had an illegal value.
= -4: if A had a NAN entry.
> 0: SBDSDC did not converge, updating process failed.
= 0: successful exit.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA

Definition at line 211 of file sgesdd.f.

Generated automatically by Doxygen for LAPACK from the source code.

Sun Jan 12 2025 15:13:31 Version 3.12.1

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