linear algebra - LAPACK SVD (Singular Value Decomposition) -

do yo know example use lapack calculate svd?

the routine dgesdd computes svd double precision matrix. need example of how use it? have tried reading documentation?

an example using c lapack bindings (note wrote now, , haven't tested it. note exact types arguments clapack vary between platforms may need change int else):

#include <clapack.h>  void singularvaluedecomposition(int m,     // number of rows in matrix                                 int n,     // number of columns in matrix                                 int lda,   // leading dimension of matrix                                 double *a) // pointer top-left corner {     // setup buffer hold singular values:     int numberofsingularvalues = m < n ? m : n;     double *s = malloc(numberofsingularvalues * sizeof s[0]);      // setup buffers hold matrices u , vt:     double *u = malloc(m*m * sizeof u[0]);     double *vt = malloc(n*n * sizeof vt[0]);      // workspace , status variables:     double worksize;     double *work = &worksize;     int lwork = -1;     int *iwork = malloc(8 * numberofsingularvalues * sizeof iwork[0]);     int info = 0;      // call dgesdd_ lwork = -1 query optimal workspace size:     dgesdd_("a", &m, &n, a, &lda, s, u, &m, vt, &n, work, &lwork, iwork, &info);     if (info) // handle error conditions here      // optimal workspace size returned in work[0].     lwork = worksize;     work = malloc(lwork * sizeof work[0]);      // call dgesdd_ actual computation:     dgesdd_("a", &m, &n, a, &lda, s, u, &m, vt, &n, work, &lwork, iwork, &info);     if (info) // handle error conditions here      // cleanup workspace:     free(work);     free(iwork);      // useful u, s, vt ...      // , clean them too:     free(s);     free(u);     free(vt); }