This interface overloads the svd interface from stdlib_linalg to
compute the the singular value decomposition of a Circulant matrix
.
call svd(A, s, u, vt)
A : Matrix of Circulant type.
It is an intent(in) argument.
s : Rank-1 array real array returning the singular values of
A. It is an intent(out) argument.
u (optional) : Rank-2 array of the same kind as A returning
the left singular vectors of A as columns.
Its size should be [n, n].
It is an intent(out) argument.
vt (optional) : Rank-2 array of the same kind as A returning
the right singular vectors of A as rows. Its
size should be [n, n].
It is an intent(out) argument.
Note
Singular values and singular vectors of a Circulant matrix can be
efficiently computed based on the Fast Fourier transform.
Compute the singular value decomposition of a Circulant matrix.
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| type(Circulant), | intent(in) | :: | A |
Input matrix. |
||
| real(kind=dp), | intent(out) | :: | s(:) |
Singular values in descending order. |
||
| real(kind=dp), | intent(out), | optional | :: | u(:,:) |
Left singular vectors as columns. |
|
| real(kind=dp), | intent(out), | optional | :: | vt(:,:) |
Right singular vectors as rows. |