Intel® Math Kernel Library LAPACK Examples

DGESVD Example

Note

For a detailed description and reference information on this function, please visit:

?gesvd function in Intel® Math Kernel Library Developer Reference - C

?gesvd function in Intel® Math Kernel Library Developer Reference - Fortran

The routine computes the singular value decomposition (SVD) of a rectangular real matrix A, optionally the left and/or right singular vectors.

The SVD is written as:

A = U*SIGMA*VT

where

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.

The routine returns VT, not V.

FORTRAN 77 Interface:

Example program in Fortran

Example program in C

C Interface:

Example program in C for Row Major1 Data Layout

Example program in C for Column Major1 Data Layout

See Also

?gesvd function in Intel® Math Kernel Library Developer Reference - C

?gesvd function in Intel® Math Kernel Library Developer Reference - Fortran

 

1Please refer to the Matrix Layout section of the C Interface Conventions for the description of Row Major (C default) and Column Major (Fortran default).