DGESDD Example
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The routine computes the singular value decomposition (SVD) of a rectangular real matrix
A
, optionally the left and/or right singular vectors. This routine uses a divide and conquer algorithm to compute SVD.
The SVD is written as:
A = U*SIGMA*VT
where
- Ais a realm-by-nmatrix.
- SIGMAis anm-by-nmatrix which is zero except for itsmin(diagonal elements.m,n)
- Uis anm-by-morthogonal matrix.
- VT(Vtransposed) is ann-by-northogonal 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(
columns of
m
,n
)U
and
V
are the left and right singular vectors of
A
.
The routine returns
V
T
, not
V
.
Fortran-77 Interface
C Interface
Please refer to the
Matrix Layout section of the C Interface Conventions for the description of Row Major (C default) and Column Major (Fortran default).