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CGESDD Example
For a detailed description and reference information on this function, please visit:
?gesdd function in Intel® oneAPI Math Kernel Library Developer Reference - C
?gesdd function in Intel® oneAPI Math Kernel Library Developer Reference - Fortran
The routine computes the singular value decomposition (SVD) of a rectangular complex matrix A, optionally the left and/or right singular vectors. This routine uses a divide and conquer algorithm to compute SVD.
The SVD is written as
A = U*SIGMA*VH
where
A is a complex 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 unitary matrix.
VH (V conjugate transposed) 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.
The routine returns VH, not V.
Fortran-77 Interface
C Interface
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).