NAME
cgesvd - compute the singular value decomposition (SVD) of a
complex M-by-N matrix A, optionally computing the left
and/or right singular vectors
SYNOPSIS
SUBROUTINE CGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT,
LDVT, WORK, LWORK, RWORK, INFO )
CHARACTER JOBU, JOBVT
INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
REAL RWORK( * ), S( * )
COMPLEX A( LDA, * ), U( LDU, * ), VT( LDVT, * ), WORK( * )
#include <sunperf.h>
void cgesvd(char jobu, char jobvt, int m, int n, complex
*ca, int lda, float *s, complex *cu, int ldu, com-
plex *cvt, int ldvt, int *info);
PURPOSE
CGESVD 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.
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**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 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) COMPLEX 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 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) REAL array, dimension (min(M,N))
The singular values of A, sorted so that S(i) >=
S(i+1).
U (output) COMPLEX 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 (input) INTEGER
The leading dimension of the array U. LDU >= 1;
if JOBU = 'S' or 'A', LDU >= M.
VT (output) COMPLEX 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 (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) COMPLEX array, dimension
(LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= 1.
LWORK >= 2*MIN(M,N)+MAX(M,N). For good perfor-
mance, LWORK should generally be larger.
RWORK (workspace) REAL array, dimension
(max(3*min(M,N),5*min(M,N)-4)) 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 vec-
tors related by U and VT.
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an ille-
gal value.
> 0: if CBDSQR did not converge, INFO specifies
how many superdiagonals of an intermediate bidiag-
onal form B did not converge to zero. See the
description of RWORK above for details.
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