D6: Singular value decomposition


F02WDF   QR factorization, possibly followed by SVD
F02WUF   SVD of real upper triangular matrix (Black Box)
F02XUF   SVD of complex upper triangular matrix (Black Box)
F08KBF   Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors
F08KDF   Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (divide-and-conquer)
F08KEF   Orthogonal reduction of real general rectangular matrix to bidiagonal form
F08KFF   Generate orthogonal transformation matrices from reduction to bidiagonal form determined by F08KEF
F08KGF   Apply orthogonal transformations from reduction to bidiagonal form determined by F08KEF
F08KPF   Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors
F08KRF   Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors (divide-and-conquer)
F08KSF   Unitary reduction of complex general rectangular matrix to bidiagonal form
F08KTF   Generate unitary transformation matrices from reduction to bidiagonal form determined by F08KSF
F08KUF   Apply unitary transformations from reduction to bidiagonal form determined by F08KSF
F08MEF   SVD of real bidiagonal matrix reduced from real general matrix
F08MSF   SVD of real bidiagonal matrix reduced from complex general matrix
F08VAF   Computes the generalized singular value decomposition of a real matrix pair
F08VNF   Computes the generalized singular value decomposition of a complex matrix pair

NAG Fortran Library
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2004