D6. 特異値分解 (SVD)

関数
void	dgejsv (char joba, char jobu, char jobv, char jobr, char jobt, char jobp, int m, int n, int lda, double a[], double sva[], int ldu, double u[], int ldv, double v[], double work[], int lwork, int iwork[], int *info)
	特異値分解 (SVD) (前処理付きヤコビ SVDアルゴリズム)
void	dgesdd (char jobz, int m, int n, int lda, double a[], double s[], int ldu, double u[], int ldvt, double vt[], double work[], int lwork, int iwork[], int *info)
	(分割統治法ドライバ) 特異値分解 (SVD)
void	dgesvd (char jobu, char jobvt, int m, int n, int lda, double a[], double s[], int ldu, double u[], int ldvt, double vt[], double work[], int lwork, int *info)
	(シンプルドライバ) 特異値分解 (SVD)
void	dgesvdq (char joba, char jobp, char jobr, char jobu, char jobv, int m, int n, int lda, double a[], double s[], int ldu, double u[], int ldv, double v[], int *numrank, double work[], int lwork, double rwork[], int lrwork, int iwork[], int liwork, int *info)
	特異値分解 (SVD) (前処理付きQR法)
void	dgesvdx (char jobu, char jobvt, char range, int m, int n, int lda, double a[], double vl, double vu, int il, int iu, int *ns, double s[], int ldu, double u[], int ldvt, double vt[], double work[], int lwork, int iwork[], int *info)
	(エキスパートドライバ) 特異値分解 (SVD)
void	dggsvd3 (char jobu, char jobv, char jobq, int m, int n, int p, int *k, int *l, int lda, double a[], int ldb, double b[], double alpha[], double beta[], int ldu, double u[], int ldv, double v[], int ldq, double q[], double work[], int lwork, int iwork[], int *info)
	一般化特異値分解 (GSVD)

詳解

D6. 特異値分解 (SVD) プログラムを表示しています.