subroutine cgesvdx (JOBU, JOBVT, RANGE, M, N, A, LDA, VL, VU, IL, IU, NS, S, U, LDU, VT, LDVT, WORK, LWORK, RWORK, IWORK, INFO)
CGESVDX computes the singular value decomposition (SVD) for GE matrices
CGESVDX computes the singular value decomposition (SVD) for GE matrices
Purpose:
CGESVDX computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written 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 unitary matrix, and V is an N-by-N unitary 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. CGESVDX uses an eigenvalue problem for obtaining the SVD, which allows for the computation of a subset of singular values and vectors. See SBDSVDX for details. Note that the routine returns V**T, not V.
Parameters:
JOBU is CHARACTER*1 Specifies options for computing all or part of the matrix U: = 'V': the first min(m,n) columns of U (the left singular vectors) or as specified by RANGE are returned in the array U; = 'N': no columns of U (no left singular vectors) are computed.
JOBVT
JOBVT is CHARACTER*1 Specifies options for computing all or part of the matrix V**T: = 'V': the first min(m,n) rows of V**T (the right singular vectors) or as specified by RANGE are returned in the array VT; = 'N': no rows of V**T (no right singular vectors) are computed.
RANGE
RANGE is CHARACTER*1 = 'A': all singular values will be found. = 'V': all singular values in the half-open interval (VL,VU] will be found. = 'I': the IL-th through IU-th singular values will be found.
M
M is INTEGER The number of rows of the input matrix A. M >= 0.
N
N is INTEGER The number of columns of the input matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the contents of A are destroyed.
LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
VL
VL is REAL If RANGE='V', the lower bound of the interval to be searched for singular values. VU > VL. Not referenced if RANGE = 'A' or 'I'.
VU
VU is REAL If RANGE='V', the upper bound of the interval to be searched for singular values. VU > VL. Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER If RANGE='I', the index of the smallest singular value to be returned. 1 <= IL <= IU <= min(M,N), if min(M,N) > 0. Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER If RANGE='I', the index of the largest singular value to be returned. 1 <= IL <= IU <= min(M,N), if min(M,N) > 0. Not referenced if RANGE = 'A' or 'V'.
NS
NS is INTEGER The total number of singular values found, 0 <= NS <= min(M,N). If RANGE = 'A', NS = min(M,N); if RANGE = 'I', NS = IU-IL+1.
S
S is REAL array, dimension (min(M,N)) The singular values of A, sorted so that S(i) >= S(i+1).
U
U is COMPLEX array, dimension (LDU,UCOL) If JOBU = 'V', U contains columns of U (the left singular vectors, stored columnwise) as specified by RANGE; if JOBU = 'N', U is not referenced. Note: The user must ensure that UCOL >= NS; if RANGE = 'V', the exact value of NS is not known in advance and an upper bound must be used.
LDU
LDU is INTEGER The leading dimension of the array U. LDU >= 1; if JOBU = 'V', LDU >= M.
VT
VT is COMPLEX array, dimension (LDVT,N) If JOBVT = 'V', VT contains the rows of V**T (the right singular vectors, stored rowwise) as specified by RANGE; if JOBVT = 'N', VT is not referenced. Note: The user must ensure that LDVT >= NS; if RANGE = 'V', the exact value of NS is not known in advance and an upper bound must be used.
LDVT
LDVT is INTEGER The leading dimension of the array VT. LDVT >= 1; if JOBVT = 'V', LDVT >= NS (see above).
WORK
WORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK;
LWORK
LWORK is INTEGER The dimension of the array WORK. LWORK >= MAX(1,MIN(M,N)*(MIN(M,N)+4)) for the paths (see comments inside the code): - PATH 1 (M much larger than N) - PATH 1t (N much larger than M) LWORK >= MAX(1,MIN(M,N)*2+MAX(M,N)) for the other paths. For good performance, LWORK should generally be larger. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
RWORK
RWORK is REAL array, dimension (MAX(1,LRWORK)) LRWORK >= MIN(M,N)*(MIN(M,N)*2+15*MIN(M,N)).
IWORK
IWORK is INTEGER array, dimension (12*MIN(M,N)) If INFO = 0, the first NS elements of IWORK are zero. If INFO > 0, then IWORK contains the indices of the eigenvectors that failed to converge in SBDSVDX/SSTEVX.
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, then i eigenvectors failed to converge in SBDSVDX/SSTEVX. if INFO = N*2 + 1, an internal error occurred in SBDSVDX
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Definition at line 272 of file cgesvdx.f.
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