GAMS Classification Index
NAG C Library Manual

D6: Singular value decomposition

f02wec   nag_real_svd
SVD of real matrix
f02xec   nag_complex_svd
SVD of complex matrix
f08kec   nag_dgebrd
Orthogonal reduction of real general rectangular matrix to bidiagonal form
f08kfc   nag_dorgbr
Generate orthogonal transformation matrices from reduction to bidiagonal form determined by f08kec
f08kgc   nag_dormbr
Apply orthogonal transformations from reduction to bidiagonal form determined by f08kec
f08ksc   nag_zgebrd
Unitary reduction of complex general rectangular matrix to bidiagonal form
f08ktc   nag_zungbr
Generate unitary transformation matrices from reduction to bidiagonal form determined by f08ksc
f08kuc   nag_zunmbr
Apply unitary transformations from reduction to bidiagonal form determined by f08ksc
f08mec   nag_dbdsqr
SVD of real bidiagonal matrix reduced from real general matrix
f08msc   nag_zbdsqr
SVD of real bidiagonal matrix reduced from complex general matrix

NAG C Library Manual
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2002