TOMS358
Singular Value Decomposition of a Complex Matrix
TOMS358
is a FORTRAN77 library which
implements ACM TOMS algorithm 358, which computes the
singular value decomposition of a complex matrix.
The text of many ACM TOMS algorithms is available online
through ACM:
http://www.acm.org/pubs/calgo
or NETLIB:
http://www.netlib.org/toms/index.html.
Languages:
TOMS358 is available in
a FORTRAN77 version and
a FORTRAN90 version.
Related Data and Programs:
LAPACK_EXAMPLES,
a FORTRAN90 program which
demonstrates the use of the LAPACK linear algebra library.
SVD_BASIS,
a FORTRAN90 program which
computes
a reduced basis for a collection of data vectors using the SVD.
TOMS581,
a FORTRAN77 library which
implements an improved algorithm for computing the singular value decomposition (SVD)
of a rectangular matrix;
this is ACM TOMS algorithm 581, by Tony Chan.
Reference:

Edward Anderson, Zhaojun Bai, Christian Bischof, Susan Blackford,
James Demmel, Jack Dongarra, Jeremy DuCroz, Anne Greenbaum,
Sven Hammarling, Alan McKenney, Danny Sorensen,
LAPACK User's Guide,
Third Edition,
SIAM, 1999,
ISBN: 0898714478,
LC: QA76.73.F25L36.

Peter Businger, Gene Golub,
Algorithm 358:
Singular Value Decomposition of a Complex Matrix,
Communications of the ACM,
Volume 12, Number 10, October 1969, pages 564565.

Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart,
LINPACK User's Guide,
SIAM, 1979,
ISBN13: 9780898711721,
LC: QA214.L56.

Gene Golub, Charles VanLoan,
Matrix Computations,
Third Edition,
Johns Hopkins, 1996,
ISBN: 080184513X,
LC: QA188.G65.

Lloyd Trefethen, David Bau,
Numerical Linear Algebra,
SIAM, 1997,
ISBN: 0898713617,
LC: QA184.T74.
Source Code:
Examples and Tests:
The example program calls CSVD for several matrices;
it compares the results to those obtained by the LINPACK
routine CSVDC, whose source is included in the calling program.
List of Routines:

CSVD computes the singular value decomposition of a
complex matrix.
You can go up one level to
the FORTRAN77 source codes.
Last revised on 03 May 2007.