svdvals Interface

public interface svdvals

This interface overloads the svdvals interface from stdlib_linalg to compute the singular values of a Toeplitz matrix .

Syntax

   s = svdvals(A)

Arguments

  • A : Matrix of Toeplitz type. It is an intent(in) argument.

  • s : Vector of singular values sorted in decreasing order.

Note

No analytic expression exist for the singular values of a general Toeplitz matrix. Under the hood, the matrix A is converted to its dense representation and the function svdvals from stdlib_linalg is used.


Functions

private module function svdvals_rdp(A) result(s)

Compute the singular values of a Toeplitz matrix.

Arguments

Type IntentOptional Attributes Name
type(Toeplitz), intent(in) :: A

Input matrix.

Return Value real(kind=dp), allocatable, (:)

Singular values in descending order.