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:

1. 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.
2. 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.
3. Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart,
   LINPACK User's Guide,
   SIAM, 1979,
   ISBN13: 978-0-898711-72-1,
   LC: QA214.L56.
4. Gene Golub, Charles VanLoan,
   Matrix Computations, Third Edition,
   Johns Hopkins, 1996,
   ISBN: 0-8018-4513-X,
   LC: QA188.G65.
5. Lloyd Trefethen, David Bau,
   Numerical Linear Algebra,
   SIAM, 1997,
   ISBN: 0-89871-361-7,
   LC: QA184.T74.

Source Code:

• toms358.f, the source code.
• toms358.sh, commands to compile the source code.