Intel® Math Kernel Library LAPACK Examples
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*V^{T}
where
A is a real m-by-n matrix.
SIGMA is an m-by-n matrix which is zero except for its min(m,n) diagonal elements.
U is an m-by-m orthogonal matrix.
V^{T} (V transposed) is an n-by-n orthogonal 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.
The routine returns V^{T}, not V.
FORTRAN 77 Interface:
C Interface:
Example program in C for Row Major^{1} Data Layout
Example program in C for Column Major^{1} Data Layout
See Also
?gesvd function in Intel® Math Kernel Library Developer Reference - C
?gesvd function in Intel® Math Kernel Library Developer Reference - Fortran
^{1}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).