ILNumerics - Technical Application Development
Assembly: ILNumerics.Core (in ILNumerics.Core.dll) Version: 5.5.0.0 (5.5.7503.3146)
(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
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.
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
void zgesdd( char jobz, int m, int n, complex* a, int lda, double* s, complex* u, int ldu, complex* vt, int ldvt, ref int info )
Parameters
- jobz
- Type: SystemChar
Specifies options for computing all or part of the matrix Ujobz value ... will result in: A all M columns of U and all N rows of V**T 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**T are returned in the arrays U and VT O If 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 N no 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: ILNumericscomplex*
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: SystemDouble*
array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1) - u
- Type: ILNumericscomplex*
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: ILNumericscomplex*
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
A = U * SIGMA * transpose(V)
[ILNumerics Core Module]
See Also