FNLMath : Linear Systems : ARPACK_SVD
ARPACK_SVD
Computes some singular values and left and right singular vectors of a real rectangular matrix AMxN = USVT. There is no restriction on the relative sizes, M and N. The user supplies matrix-vector products y = Ax and y = ATx for the iterative method. This routine calls ARPACK_SYMMETRIC. Descriptions for both ARPACK_SVD and ARPACK_SYMMETRIC are found in Chapter 2, “Eigensystem Analysis”.