toms358
toms358,
a FORTRAN77 code 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.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
toms358 is available in
a FORTRAN77 version and
a FORTRAN90 version.
Related Data and Programs:
toms358_test
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 564-565.
-
Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart,
LINPACK User's Guide,
SIAM, 1979,
ISBN13: 978-0-898711-72-1,
LC: QA214.L56.
-
Gene Golub, Charles VanLoan,
Matrix Computations,
Third Edition,
Johns Hopkins, 1996,
ISBN: 0-8018-4513-X,
LC: QA188.G65.
-
Lloyd Trefethen, David Bau,
Numerical Linear Algebra,
SIAM, 1997,
ISBN: 0-89871-361-7,
LC: QA184.T74.
Source Code:
Last revised on 09 November 2023.