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NAME ZGESVD - compute the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors SYNOPSIS SUBROUTINE ZGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, RWORK, INFO ) CHARACTER JOBU, JOBVT INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N DOUBLE PRECISION RWORK( * ), S( * ) COMPLEX*16 A( LDA, * ), U( LDU, * ), VT( LDVT, * ), WORK( * ) PURPOSE ZGESVD computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written A = U * SIGMA * conjugate-transpose(V) where 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, and V 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. Note that the routine returns V**H, not V. ARGUMENTS JOBU (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 (input) CHARACTER*1 Specifies options for computing all or part of the matrix V**H: = 'A': all N rows of V**H are returned in the array VT; = 'S': the first min(m,n) rows of V**H (the right singular vectors) are returned in the array VT; = 'O': the first min(m,n) rows of V**H (the right singular vectors) are overwritten on the array A; = 'N': no rows of V**H (no right singular vectors) are computed. JOBVT and JOBU cannot both be 'O'. M (input) INTEGER The number of rows of the input matrix A. M >= 0. N (input) INTEGER The number of columns of the input matrix A. N >= 0. A (input/output) COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if JOBU = 'O', A is overwritten with the first min(m,n) columns of U (the left singular vectors, stored columnwise); if JOBVT = 'O', A is overwritten with the first min(m,n) rows of V**H (the right singular vectors, stored rowwise); if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A are destroyed. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). S (output) DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A, sorted so that S(i) >= S(i+1). U (output) COMPLEX*16 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 unitary 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. LDU (input) INTEGER The leading dimension of the array U. LDU >= 1; if JOBU = 'S' or 'A', LDU >= M. VT (output) COMPLEX*16 array, dimension (LDVT,N) If JOBVT = 'A', VT contains the N-by-N unitary matrix V**H; if JOBVT = 'S', VT contains the first min(m,n) rows of V**H (the right singular vectors, stored rowwise); if JOBVT = 'N' or 'O', VT is not referenced. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= 1; if JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N). WORK (workspace/output) COMPLEX*16 array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 1. LWORK >= 2*MIN(M,N)+MAX(M,N). For good performance, LWORK should generally be larger. (5*max(M,N)) RWORK (workspace) DOUBLE PRECISION array, dimension On exit, if INFO > 0, RWORK(1:MIN(M,N)-1) 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. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if ZBDSQR did not converge, INFO specifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description of RWORK above for details.