NAME
dgesvd - compute the singular value decomposition (SVD) of a
real M-by-N matrix A, optionally computing the left and/or
right singular vectors
SYNOPSIS
SUBROUTINE DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT,
LDVT, WORK, LWORK, INFO )
CHARACTER JOBU, JOBVT
INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ), VT( LDVT,
* ), WORK( * )
#include <sunperf.h>
void dgesvd(char jobu, char jobvt, int m, int n, double *da,
int lda, double *s, double *du, int ldu, double
*dvt, int ldvt, int *info);
PURPOSE
DGESVD computes the singular value decomposition (SVD) of a
real M-by-N matrix A, optionally computing the left and/or
right singular vectors. 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 V**T, not V.
ARGUMENTS
JOBU (input) 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.
JOBVT (input) CHARACTER*1
Specifies options for computing all or part of the
matrix V**T:
= 'A': all N rows of V**T are returned in the
array VT;
= 'S': the first min(m,n) rows of V**T (the right
singular vectors) are returned in the array VT; =
'O': the first min(m,n) rows of V**T (the right
singular vectors) are overwritten on the array A;
= 'N': no rows of V**T (no right singular vec-
tors) are computed.
JOBVT and JOBU cannot both be 'O'.
M (input) INTEGER
The number of rows of the input matrix A. M >= 0.
N (input) INTEGER
The number of columns of the input matrix A. N >=
0.
A (input/output) DOUBLE PRECISION 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**T (the right singu-
lar vectors, stored rowwise); if JOBU .ne. 'O' and
JOBVT .ne. 'O', the contents of A are destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,M).
S (output) DOUBLE PRECISION array, dimension
(min(M,N))
The singular values of A, sorted so that S(i) >=
S(i+1).
U (output) DOUBLE PRECISION 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 orthog-
onal 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.
LDU (input) INTEGER
The leading dimension of the array U. LDU >= 1;
if JOBU = 'S' or 'A', LDU >= M.
VT (output) DOUBLE PRECISION array, dimension
(LDVT,N)
If JOBVT = 'A', VT contains the N-by-N orthogonal
matrix V**T; if JOBVT = 'S', VT contains the first
min(m,n) rows of V**T (the right singular vectors,
stored rowwise); if JOBVT = 'N' or 'O', VT is not
referenced.
LDVT (input) INTEGER
The leading dimension of the array VT. LDVT >= 1;
if JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >=
min(M,N).
WORK (workspace/output) DOUBLE PRECISION array, dimen-
sion (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
LWORK; if INFO > 0, WORK(2:MIN(M,N)) 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.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= 1.
LWORK >= MAX(3*MIN(M,N)+MAX(M,N),5*MIN(M,N)-4).
For good performance, LWORK should generally be
larger.
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an ille-
gal value.
> 0: if DBDSQR did not converge, INFO specifies
how many superdiagonals of an intermediate bidiag-
onal form B did not converge to zero. See the
description of WORK above for details.
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