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D6 : Singular value decomposition

f02wec    nag_real_svd
SVD of real matrix
f02wgc    nag_real_partial_svd
Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors
f02xec    nag_complex_svd
SVD of complex matrix
f08flc    nag_ddisna
Computes the reciprocal condition numbers for the eigenvectors of a real symmetric or complex Hermitian matrix or for the left or right singular vectors of a general matrix
f08kbc    nag_dgesvd
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors
f08kdc    nag_dgesdd
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (divide-and-conquer)
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
f08khc    nag_dgejsv
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (preconditioned Jacobi)
f08kjc    nag_dgesvj
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (fast Jacobi)
f08kpc    nag_zgesvd
Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors
f08krc    nag_zgesdd
Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors (divide-and-conquer)
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
f08mdc    nag_dbdsdc
Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer)
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
f08vac    nag_dggsvd
Computes the generalized singular value decomposition of a real matrix pair
f08vec    nag_dggsvp
Computes orthogonal matrices as processing steps for computing the generalized singular value decomposition of a real matrix pair
f08vnc    nag_zggsvd
Computes the generalized singular value decomposition of a complex matrix pair
f08vsc    nag_zggsvp
Computes orthogonal matrices as processing steps for computing the generalized singular value decomposition of a complex matrix pair
f08yec    nag_dtgsja
Computes the generalized singular value decomposition of a real upper triangular (or trapezoidal) matrix pair
f08ysc    nag_ztgsja
Computes the generalized singular value decomposition of a complex upper triangular (or trapezoidal) matrix pair

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© The Numerical Algorithms Group Ltd, Oxford UK. 2012