DGESVDRun Method

public void Run(
	string JOBU,
	string JOBVT,
	int M,
	int N,
	ref double[] A,
	int offset_a,
	int LDA,
	ref double[] S,
	int offset_s,
	ref double[] U,
	int offset_u,
	int LDU,
	ref double[] VT,
	int offset_vt,
	int LDVT,
	ref double[] WORK,
	int offset_work,
	int LWORK,
	ref int INFO
)

Public Sub Run ( 
	JOBU As String,
	JOBVT As String,
	M As Integer,
	N As Integer,
	ByRef A As Double(),
	offset_a As Integer,
	LDA As Integer,
	ByRef S As Double(),
	offset_s As Integer,
	ByRef U As Double(),
	offset_u As Integer,
	LDU As Integer,
	ByRef VT As Double(),
	offset_vt As Integer,
	LDVT As Integer,
	ByRef WORK As Double(),
	offset_work As Integer,
	LWORK As Integer,
	ByRef INFO As Integer
)

Parameters

JOBU  String

(input) CHARACTER*1 Specifies options for computing all or part of the matrix U: = 'A': all M columns of U are returned in array U: = 'S': the first min(m,n) columns of U (the left singular vectors) are returned in the array U; = 'O': the first min(m,n) columns of U (the left singular vectors) are overwritten on the array A; = 'N': no columns of U (no left singular vectors) are computed.

JOBVT  String

(input) CHARACTER*1 Specifies options for computing all or part of the matrix V**T: = 'A': all N rows of V**T are returned in the array VT; = 'S': the first min(m,n) rows of V**T (the right singular vectors) are returned in the array VT; = 'O': the first min(m,n) rows of V**T (the right singular vectors) are overwritten on the array A; = 'N': no rows of V**T (no right singular vectors) are computed. JOBVT and JOBU cannot both be 'O'.

M  Int32

(input) INTEGER The number of rows of the input matrix A. M .GE. 0.

N  Int32

(input) INTEGER The number of columns of the input matrix A. N .GE. 0.

A  Double

= U * SIGMA * transpose(V)

offset_a  Int32

 

LDA  Int32

(input) INTEGER The leading dimension of the array A. LDA .GE. max(1,M).

S  Double

(output) DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A, sorted so that S(i) .GE. S(i+1).

offset_s  Int32

 

U  Double

(output) DOUBLE PRECISION array, dimension (LDU,UCOL) (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'. If JOBU = 'A', U contains the M-by-M orthogonal matrix U; if JOBU = 'S', U contains the first min(m,n) columns of U (the left singular vectors, stored columnwise); if JOBU = 'N' or 'O', U is not referenced.

offset_u  Int32

 

LDU  Int32

(input) INTEGER The leading dimension of the array U. LDU .GE. 1; if JOBU = 'S' or 'A', LDU .GE. M.

VT  Double

(output) DOUBLE PRECISION array, dimension (LDVT,N) If JOBVT = 'A', VT contains the N-by-N orthogonal matrix V**T; if JOBVT = 'S', VT contains the first min(m,n) rows of V**T (the right singular vectors, stored rowwise); if JOBVT = 'N' or 'O', VT is not referenced.

offset_vt  Int32

 

LDVT  Int32

(input) INTEGER The leading dimension of the array VT. LDVT .GE. 1; if JOBVT = 'A', LDVT .GE. N; if JOBVT = 'S', LDVT .GE. min(M,N).

WORK  Double

(workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK; if INFO .GT. 0, WORK(2:MIN(M,N)) contains the unconverged superdiagonal elements of an upper bidiagonal matrix B whose diagonal is in S (not necessarily sorted). B satisfies A = U * B * VT, so it has the same singular values as A, and singular vectors related by U and VT.

offset_work  Int32

 

LWORK  Int32

(input) INTEGER The dimension of the array WORK. LWORK .GE. MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N)). For good performance, LWORK should generally be larger. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.

INFO  Int32

(output) INTEGER = 0: successful exit. .LT. 0: if INFO = -i, the i-th argument had an illegal value. .GT. 0: if DBDSQR did not converge, INFO specifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description of WORK above for details.

Reference