SSVDC(3F)
SSVDC - SSVDC is a subroutine to reduce a real NxP matrix X by orthogonal transformations U and V to diagonal form. The diagonal elements S(I) are the singular values of X. The columns of U are the corresponding left singular vectors, and the columns of V the right singular vectors.
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NAME SSVDC - SSVDC is a subroutine to reduce a real NxP matrix X by orthogonal transformations U and V to diagonal form. The diagonal elements S(I) are the singular values of X. The columns of U are the corresponding left singular vectors, and the columns of V the right singular vectors. SYNOPSYS SUBROUTINE SSVDC(X,LDX,N,P,S,E,U,LDU,V,LDV,WORK,JOB,INFO) DESCRIPTION On Entry X REAL(LDX,P), where LDX .GE. N. X contains the matrix whose singular value decomposition is to be computed. X is destroyed by SSVDC. LDX INTEGER LDX is the leading dimension of the array X. N INTEGER N is the number of columns of the matrix X. P INTEGER P is the number of rows of the matrix X. LDU INTEGER LDU is the leading dimension of the array U. (See below). LDV INTEGER LDV is the leading dimension of the array V. (See below). WORK REAL(N) work is a scratch array. JOB INTEGER JOB controls the computation of the singular vectors. It has the decimal expansion AB with the following meaning A .EQ. 0 Do not compute the left singular vectors. A .EQ. 1 Return the N left singular vectors in U. A .GE. 2 Return the first MIN(N,P) singular vectors in U. B .EQ. 0 Do not compute the right singular vectors. B .EQ. 1 Return the right singular vectors in V. On Return S REAL(MM), where MM=MIN(N+1,P). The first MIN(N,P) entries of S contain the singular values of X arranged in descending order of magnitude. E REAL(P). E ordinarily contains zeros. However, see the discussion of INFO for exceptions. U REAL(LDU,K), where LDU .GE. N. If JOBA .EQ. 1, then K .EQ. N. If JOBA .GE. 2 , then K .EQ. MIN(N,P). U contains the matrix of right singular vectors. U is not referenced if JOBA .EQ. 0. If N .LE. P or if JOBA .EQ. 2, then U may be identified with X in the subroutine call. V REAL(LDV,P), where LDV .GE. P. V contains the matrix of right singular vectors. V is not referenced if JOB .EQ. 0. If P .LE. N, then V may be identified with X in the subroutine call. INFO INTEGER. the singular values (and their corresponding singular vectors) S(INFO+1),S(INFO+2),...,S(M) are correct (here M=MIN(N,P)). Thus if INFO .EQ. 0, all the singular values and their vectors are correct. In any event, the matrix B = TRANS(U)*X*V is the bidiagonal matrix with the elements of S on its diagonal and the elements of E on its super-diagonal (TRANS(U) is the transpose of U). Thus the singular values of X and B are the same. LINPACK. This version dated 03/19/79 . G. W. Stewart, University of Maryland, Argonne National Lab. External SROT BLAS SAXPY,SDOT,SSCAL,SSWAP,SNRM2,SROTG Fortran ABS,AMAX1,MAX0,MIN0,MOD,SQRT