Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

mkl_sparse_?_svd

Computes the largest/smallest singular values of a singular-value problem

Syntax

stat
=
mkl_sparse_s_svd
(
whichS
,
whichV
,
pm
,
A
,
descrA
,
k0
,
k
,
E
,
XL
,
XR
,
res
);
stat
=
mkl_sparse_d_svd
(
whichS
,
whichV
,
pm
,
A
,
descrA
,
k0
,
k
,
E
,
XL
,
XR
,
res
);
Include Files
  • mkl_solvers_ee.f90
Description
The
mkl_sparse_?_svd
routine computes the largest/smallest singular values of a singular-value problem.
AATx = σx
or
ATAx = σx
, where A is the real rectangular matrix.
Input Parameters
whichS
CHARACTER
Indicates eigenvalues for which to search:
  • whichS = 'L'
    indicates the largest eigenvalues.
  • whichS = 'S'
    indicates the smallest eigenvalues.
whichV
CHARACTER
Indicates singular vectors for which to search:
  • whichV = 'R'
    indicates right singular vectors.
  • whichV = 'L'
    indicates left singular vectors.
pm
C_INT
Array of size 128. This array is used to pass various parameters to Extended Eigensolver routines. See • Extended Eigensolver Input Parameters for Extremal Eigenvalue Problem for a complete description of the parameters and their default values.
A
SPARSE_MATRIX_T
Handle containing sparse matrix in internal data structure.
descrA
MATRIX_DESCR
Structure specifying sparse matrix properties.
sparse_matrix_type_t
type
Specifies the type of a sparse matrix:
  • SPARSE_MATRIX_TYPE_GENERAL
    The matrix is processed as-is.
  • SPARSE_MATRIX_TYPE_SYMMETRIC
    The matrix is symmetric (only the requested triangle is processed).
sparse_fill_mode_t
mode
Specifies the triangular matrix part for symmetric, Hermitian, triangular, and block-triangular matrices:
  • SPARSE_FILL_MODE_LOWER
    The lower triangular matrix part is processed.
  • SPARSE_FILL_MODE_UPPER
    The upper triangular matrix part is processed.
sparse_diag_type_t
diag
Specifies the diagonal type for non-general matrices:
  • SPARSE_DIAG_NON_UNIT
    Diagonal elements might not be equal to one.
  • SPARSE_DIAG_UNIT
    Diagonal elements are equal to one
k0
C_INT
The desired number of the largest/smallest eigenvalues to find.
Output Parameters
k
C_INT
Number of eigenvalues found.
E
C_FLOAT for
mkl_sparse_s_svd
C_DOUBLE for
mkl_sparse_d_svd
Array of size
k0
. Contains
k
largest/smallest eigenvalues.
XL
Contains
k
-corresponding left singular vectors.
XR
Contains
k
-corresponding right singular vectors.
Res
C_FLOAT for
mkl_sparse_s_svd
C_DOUBLE for
mkl_sparse_d_svd
Array that contains
k
residuals.
Stat
INTEGER
The function returns a value indicating whether the operation was successful or not, and why.
Return Values