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authorJoseph Hunkeler <jhunkeler@gmail.com>2015-03-04 21:21:30 -0500
committerJoseph Hunkeler <jhunkeler@gmail.com>2015-03-04 21:21:30 -0500
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+<H2><A NAME="SECTION0004167000000000000000">SLA_SVD - Singular Value Decomposition</A>
+<A NAME="xref_SLA_SVD">&#160;</A><A NAME="SLA_SVD">&#160;</A>
+</H2>
+ <DL>
+<DT><STRONG>ACTION:</STRONG>
+<DD>Singular value decomposition.
+This routine expresses a given matrix <B>A</B> as the product of
+ three matrices <B>U</B>, <B>W</B>, <B>V</B><SUP><I>T</I></SUP>:
+ <PRE><TT>
+ <B>A</B> = <B>U</B> <IMG WIDTH="7" HEIGHT="14" ALIGN="BOTTOM" BORDER="0"
+ SRC="img72.gif"
+ ALT="$\cdot$"> <B>W</B> <IMG WIDTH="7" HEIGHT="14" ALIGN="BOTTOM" BORDER="0"
+ SRC="img72.gif"
+ ALT="$\cdot$"> <B>V</B><SUP><I>T</I></SUP>
+</TT></PRE>
+ where:
+ <PRE><TT>
+ <B>A</B> is any <I>m</I> (rows) <IMG WIDTH="25" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img226.gif"
+ ALT="$\times n$"> (columns) matrix, where <IMG WIDTH="48" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img227.gif"
+ ALT="$m \geq n$">
+ <B>U</B> is an <IMG WIDTH="46" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img228.gif"
+ ALT="$m \times n$"> column-orthogonal matrix
+ <B>W</B> is an <IMG WIDTH="42" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img73.gif"
+ ALT="$n \times n$"> diagonal matrix with <IMG WIDTH="54" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img229.gif"
+ ALT="$w_{ii} \geq 0$">
+ <B>V</B><SUP><I>T</I></SUP> is the transpose of an <IMG WIDTH="42" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img73.gif"
+ ALT="$n \times n$"> orthogonal matrix
+</TT></PRE>
+<P> <DT><STRONG>CALL:</STRONG>
+<DD><TT>CALL sla_SVD (M, N, MP, NP, A, W, V, WORK, JSTAT)</TT>
+<P> </DL>
+<P> <DL>
+<DT><STRONG>GIVEN:</STRONG>
+<DD>
+<BR>
+<TABLE CELLPADDING=3>
+<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>M,N</EM></TD>
+<TH ALIGN="LEFT"><B>I</B></TH>
+<TH ALIGN="LEFT" NOWRAP><I>m</I>, <I>n</I>, the numbers of rows and columns in matrix <B>A</B></TH>
+</TR>
+<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>MP,NP</EM></TD>
+<TD ALIGN="LEFT"><B>I</B></TD>
+<TD ALIGN="LEFT" NOWRAP>physical dimensions of array containing matrix <B>A</B></TD>
+</TR>
+<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>A</EM></TD>
+<TD ALIGN="LEFT"><B>D(MP,NP)</B></TD>
+<TD ALIGN="LEFT" NOWRAP>array containing <IMG WIDTH="46" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img228.gif"
+ ALT="$m \times n$"> matrix <B>A</B></TD>
+</TR>
+</TABLE></DL>
+<P> <DL>
+<DT><STRONG>RETURNED:</STRONG>
+<DD>
+<BR>
+<TABLE CELLPADDING=3>
+<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>A</EM></TD>
+<TH ALIGN="LEFT"><B>D(MP,NP)</B></TH>
+<TH ALIGN="LEFT" NOWRAP>array containing <IMG WIDTH="46" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img228.gif"
+ ALT="$m \times n$"> column-orthogonal
+matrix <B>U</B></TH>
+</TR>
+<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>W</EM></TD>
+<TD ALIGN="LEFT"><B>D(N)</B></TD>
+<TD ALIGN="LEFT" NOWRAP><IMG WIDTH="42" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img73.gif"
+ ALT="$n \times n$"> diagonal matrix <B>W</B>
+(diagonal elements only)</TD>
+</TR>
+<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>V</EM></TD>
+<TD ALIGN="LEFT"><B>D(NP,NP)</B></TD>
+<TD ALIGN="LEFT" NOWRAP>array containing <IMG WIDTH="42" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
+ SRC="img73.gif"
+ ALT="$n \times n$"> orthogonal
+matrix <B>V</B> (<I>n.b.</I> not <B>V</B><SUP><I>T</I></SUP>)</TD>
+</TR>
+<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>WORK</EM></TD>
+<TD ALIGN="LEFT"><B>D(N)</B></TD>
+<TD ALIGN="LEFT" NOWRAP>workspace</TD>
+</TR>
+<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>JSTAT</EM></TD>
+<TD ALIGN="LEFT"><B>I</B></TD>
+<TD ALIGN="LEFT" NOWRAP>0&nbsp;=&nbsp;OK, -1&nbsp;=&nbsp;array A wrong shape, &gt;0&nbsp;=&nbsp;index of W
+for which convergence failed (see note&nbsp;3, below)</TD>
+</TR>
+</TABLE></DL>
+<P> <DL>
+<DT><STRONG>NOTES:</STRONG>
+<DD><DL COMPACT>
+<DT>1.
+<DD>M and N are the <I>logical</I> dimensions of the
+matrices and vectors concerned, which can be located in
+arrays of larger <I>physical</I> dimensions, given by MP and NP.
+ <DT>2.
+<DD>V contains matrix V, not the transpose of matrix V.
+ <DT>3.
+<DD>If the status JSTAT is greater than zero, this need not
+ necessarily be treated as a failure. It means that, due to
+ chance properties of the matrix A, the QR transformation
+ phase of the routine did not fully converge in a predefined
+ number of iterations, something that very seldom occurs.
+ When this condition does arise, it is possible that the
+ elements of the diagonal matrix W have not been correctly
+ found. However, in practice the results are likely to
+ be trustworthy. Applications should report the condition
+ as a warning, but then proceed normally.
+ </DL></DL>
+<P> <DL>
+<DT><STRONG>REFERENCES:</STRONG>
+<DD>The algorithm is an adaptation of the routine SVD in the <I>EISPACK</I>
+library (Garbow&nbsp;<I>et&nbsp;al.</I> 1977, <I>EISPACK Guide Extension</I>,
+ Springer Verlag), which is a FORTRAN&nbsp;66 implementation of the Algol
+ routine SVD of Wilkinson &amp; Reinsch 1971 (<I>Handbook for Automatic
+ Computation</I>, vol&nbsp;2, ed Bauer&nbsp;<I>et&nbsp;al.</I>, Springer Verlag). These
+ references give full details of the algorithm used here.
+ A good account of the use of SVD in least squares problems is given
+ in <I>Numerical Recipes</I> (Press&nbsp;<I>et&nbsp;al.</I> 1987, Cambridge
+ University Press), which includes another variant of the EISPACK code.
+ </DL>
+<BR> <HR>
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+<BR>
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+<BR> <HR> <P>
+<P><!--End of Navigation Panel-->
+<ADDRESS>
+<I>SLALIB --- Positional Astronomy Library<BR>Starlink User Note 67<BR>P. T. Wallace<BR>12 October 1999<BR>E-mail:ptw@star.rl.ac.uk</I>
+</ADDRESS>
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