toms581


toms581, a FORTRAN77 code which implements an improved algorithm for the singular value decomposition (SVD) of a rectangular matrix, by Tony Chan.

The original, true, correct version of ACM toms Algorithm 581 is available 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 MIT license

Languages:

toms581 is available in a FORTRAN77 version.

Related Data and Programs:

toms581_test

eispack, a FORTRAN77 library which carries out eigenvalue computations; it includes a function to compute the singular value decomposition (SVD) of a rectangular matrix. superseded by LAPACK;

LAWSON, a FORTRAN77 library which contains routines for solving least squares problems and singular value decompositions (SVD), by Charles Lawson, Richard Hanson.

LINPACK, a FORTRAN77 library which solves linear systems for a variety of matrix storage schemes, real or complex arithmetic, and single or double precision. It includes a routine for computing the singular value decomposition (SVD) of a rectangular matrix.

SVD_DEMO, a FORTRAN77 program which demonstrates the Singular Value Decomposition (SVD) for a simple example.

toms358, a FORTRAN77 library which computes the singular value decomposition (SVD) of a complex matrix; this is ACM toms algorithm 358.

Author:

Tony Chan

Reference:

  1. Tony Chan,
    An improved algorithm for computing the singular value decomposition,
    ACM Transactions on Mathematical Software,
    Volume 8, Number 1, March 1982, pages 72-83.

Source Code:


Last revised on 27 November 2023.