void DGESDD char *  jobz,
int *  m,
int *  n,
double *  a,
int *  lda,
double *  s,
double *  u,
int *  ldu,
double *  vt,
int *  ldvt,
double *  work,
int *  lwork,
int *  iwork,
int *  info
 

DGESDD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and right singular vectors. If singular vectors are desired, it uses a divide-and-conquer algorithm.

The SVD is written

A = U * SIGMA * 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 orthogonal matrix, and V 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.

See http://www.netlib.org/lapack/double/dgesdd.f for more information


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