ML_DGESDD – Computes the singular value decomposition (SVD) of a real M-by-N matrix A

Block SymbolLicensing group: MATRIX

Function Description
The output references yA, yS, yU, yVT, yWORK and yIWORK are always set to the corresponding input references uA, uS, uU, uVT, uWORK and uIWORK. If HLD = on then nothing is computed otherwise the LAPACK function DGESDD is called internally:

DGESDD(sJOBZ, M, N, uA, LDA, uS, uU, LDU, uVT, LDVT, uWORK, LWORK,
uIWORK, info);

where parameters of DGESDD are set in the following way:

Integer input jobz is mapped to the string sJOBZ: ${0, 1} \to "A"$ , ${2} \to "S"$ , ${3} \to "O"$ and ${4} \to "N"$ .
M is number of rows of the matrix referenced by uA.
N is number of columns of the matrix referenced by uA.
LDA, LDU and LDVT are leading dimensions of the matrices referenced by uA, uU and uVT.
LWORK is number of elements of the vector referenced by uWORK.
info is return code from the function DGESDD.

The error flag E is set to on if:

the reference uA or uS or uU or uVT or uWORK or uIWORK is not defined (i.e. input uA or uS or uU or uVT or uWORK or uIWORK is not connected),
number of elements of the vector referenced by uS is less than MINMN, the minimum of number of rows and number of columns of the matrix referenced by uA,
number of elements of the integer vector referenced by uIWORK is less than $8 * MINMN$ ,
the call of the function DGESDD returns error using the function XERBLA, see the return code info and system log.

See LAPACK documentation [7] for more details.

Inputs

uA	Input reference to matrix A	Reference
uS	Input reference to vector of singular values	Reference
uU	Input reference to matrix containing left singular vectors of A	Reference
uVT	Input reference to matrix containing right singular vectors of A	Reference
uWORK	Input reference to working vector WORK	Reference
uIWORK	Input reference to integer working vector WORK	Reference
jobz	Specifies options for computing $⊙$ 0.00E+00	Long(I32)
HLD	Hold	Bool

Outputs

yA	Output reference to matrix A	Reference
yS	Output reference to vector of singular values	Reference
yU	Output reference to matrix containing left singular vectors of A	Reference
yVT	Output reference to matrix containing right singular vectors of A	Reference
yWORK	Output reference to working vector WORK	Reference
yIWORK	Output reference to integer working vector WORK	Reference
E	Error indicator	Bool
info	LAPACK function result info. If info = -i, the i=th argument had an illegal value	Long (I32)

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