     Next: Arguments Up: Standard Singular Value Problems Previous: LA_GESVD / LA_GESDD   Contents   Index

Purpose

LA_GESVD and LA_GESDD compute the singular values and, optionally, the left and/or right singular vectors from the singular value decomposition ( ) of a real or complex matrix . The of is written where is an matrix which is zero except for its diagonal elements, is an orthogonal (unitary) matrix, and is an orthogonal (unitary) matrix. The diagonal elements of , i.e., the values are the singular values of ; they are real and non-negative, and are returned in descending order. The first columns of and are the left and right singular vectors of , respectively.
LA_GESDD solves the same problem as LA_GESVD but uses a divide and conquer method if singular vectors are desired. For large matrices it is usually much faster than LA_GESVD when singular vectors are desired, but uses more workspace.

Note: The routine returns , not .     Next: Arguments Up: Standard Singular Value Problems Previous: LA_GESVD / LA_GESDD   Contents   Index
Susan Blackford 2001-08-19