zgesvd.f man page

zgesvd.f —

Synopsis

Functions/Subroutines

subroutine zgesvd (JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, RWORK, INFO)
ZGESVD computes the singular value decomposition (SVD) for GE matrices

Function/Subroutine Documentation

subroutine zgesvd (characterJOBU, characterJOBVT, integerM, integerN, complex*16, dimension( lda, * )A, integerLDA, double precision, dimension( * )S, complex*16, dimension( ldu, * )U, integerLDU, complex*16, dimension( ldvt, * )VT, integerLDVT, complex*16, dimension( * )WORK, integerLWORK, double precision, dimension( * )RWORK, integerINFO)

ZGESVD computes the singular value decomposition (SVD) for GE matrices

Purpose:

ZGESVD computes the singular value decomposition (SVD) of a complex
M-by-N matrix A, optionally computing the left and/or right singular
vectors. 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 V**H, not V.

Parameters:

JOBU

JOBU is 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

JOBVT is CHARACTER*1
Specifies options for computing all or part of the matrix
V**H:
= 'A':  all N rows of V**H are returned in the array VT;
= 'S':  the first min(m,n) rows of V**H (the right singular
        vectors) are returned in the array VT;
= 'O':  the first min(m,n) rows of V**H (the right singular
        vectors) are overwritten on the array A;
= 'N':  no rows of V**H (no right singular vectors) are
        computed.

JOBVT and JOBU cannot both be 'O'.

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*16 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**H (the right singular vectors,
                stored rowwise);
if JOBU .ne. 'O' and JOBVT .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 DOUBLE PRECISION array, dimension (min(M,N))
The singular values of A, sorted so that S(i) >= S(i+1).

U

U is COMPLEX*16 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 unitary 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

LDU is INTEGER
The leading dimension of the array U.  LDU >= 1; if
JOBU = 'S' or 'A', LDU >= M.

VT

VT is COMPLEX*16 array, dimension (LDVT,N)
If JOBVT = 'A', VT contains the N-by-N unitary matrix
V**H;
if JOBVT = 'S', VT contains the first min(m,n) rows of
V**H (the right singular vectors, stored rowwise);
if JOBVT = 'N' or 'O', VT is not referenced.

LDVT

LDVT is INTEGER
The leading dimension of the array VT.  LDVT >= 1; if
JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N).

WORK

WORK is COMPLEX*16 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 >=  MAX(1,2*MIN(M,N)+MAX(M,N)).
For good performance, LWORK should generally be larger.

If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

RWORK

RWORK is DOUBLE PRECISION array, dimension (5*min(M,N))
On exit, if INFO > 0, RWORK(1:MIN(M,N)-1) 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.

INFO

INFO is INTEGER
= 0:  successful exit.
< 0:  if INFO = -i, the i-th argument had an illegal value.
> 0:  if ZBDSQR did not converge, INFO specifies how many
      superdiagonals of an intermediate bidiagonal form B
      did not converge to zero. See the description of RWORK
      above for details.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

April 2012

Definition at line 214 of file zgesvd.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

zgesvd(3) is an alias of zgesvd.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK