cgesdd3
Part of cgesdd.f(3).
Usage
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 (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
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. !> !>
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 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 >= 2*mn + mx.
!> If JOBZ = 'O', LWORK >= 2*mn*mn + 2*mn + mx.
!> If JOBZ = 'S', LWORK >= mn*mn + 3*mn.
!> If JOBZ = 'A', LWORK >= mn*mn + 2*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.
!>
RWORK
!> RWORK is REAL array, dimension (MAX(1,LRWORK)) !> Let mx = max(M,N) and mn = min(M,N). !> If JOBZ = 'N', LRWORK >= 5*mn (LAPACK <= 3.6 needs 7*mn); !> else if mx >> mn, LRWORK >= 5*mn*mn + 5*mn; !> else LRWORK >= max( 5*mn*mn + 5*mn, !> 2*mx*mn + 2*mn*mn + mn ). !>
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: The updating process of SBDSDC did not converge. !> = 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 219 of file cgesdd.f.
Releases
10 releases since Debian 3.0 (Woody); the text changed 9 times.