ILNumerics Ultimate VS

ILapacksgesdd Method

ILNumerics Ultimate VS Documentation
ILNumerics - Technical Application Development
singular value decomposition, new version, more memory needed

[ILNumerics Core Module]

Namespace:  ILNumerics.Core.Native
Assembly:  ILNumerics.Core (in ILNumerics.Core.dll) Version: 5.5.0.0 (5.5.7503.3146)
Syntax
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void sgesdd(
	char jobz,
	int m,
	int n,
	float* a,
	int lda,
	float* s,
	float* u,
	int ldu,
	float* vt,
	int ldvt,
	ref int info
)

Parameters

jobz
Type: SystemChar
Specifies options for computing all or part of the matrix U
jobz value... will result in:
Aall M columns of U and all N rows of V**T are returned in the arrays U and VT
Sthe 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
OIf 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 VT
Nno columns of U or rows of V**T are computed.
m
Type: SystemInt32
The number of rows of the input matrix A. M greater or equal to 0.
n
Type: SystemInt32
The number of columns of the input matrix A. N greater or equal to 0
a
Type: SystemSingle*
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
Type: SystemInt32
The leading dimension of the array A. LDA ge max(1,M).
s
Type: SystemSingle*
array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1)
u
Type: SystemSingle*
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
Type: SystemInt32
The leading dimension of the array U. LDU >= 1; if JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M
vt
Type: SystemSingle*
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
Type: SystemInt32
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).
info
Type: SystemInt32
0: successful exit.< 0 : if INFO = -i, the i-th argument had an illegal value.> 0 : ?BGSDD did not converge, updating process failed.
Remarks
(From the lapack manual):DGESDD 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
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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. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

[ILNumerics Core Module]

See Also

Reference

ILapack Interface
ILNumerics.Core.Native Namespace