toms358
toms358,
a Fortran90 code which
implements ACM TOMS algorithm 358, which computes the
singular value decomposition of a complex matrix.
The conversion to
Fortran90 was carried out by Aleksander Schwarzenberg-Czerny.
The text of many ACM TOMS algorithms is available online
through ACM:
https://calgo.acm.org/
or NETLIB:
https://www.netlib.org/toms/index.html.
Licensing:
The information on this web page is distributed under the MIT license.
Languages:
toms358 is available in
a Fortran77 version and
a Fortran90 version.
Related Data and Programs:
toms358_test
lapack_test,
a Fortran90 code which
demonstrates the use of the LAPACK linear algebra library.
svd_basis,
a Fortran90 code which
computes
a reduced basis for a collection of data vectors using the SVD.
toms581,
a Fortran77 code 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 13 March 2021.