NAME csvdc - compute the singular value decomposition of a gen- eral matrix A. SYNOPSIS SUBROUTINE DSVDC (DA, LDA, N, P, DSVALS, DE, DLSVEC, LDL, DRSVEC, LDR, DWORK, JOB, INFO) SUBROUTINE SSVDC (SA, LDA, N, P, SSVALS, SE, SLSVEC, LDL, SRSVEC, LDR, SWORK, JOB, INFO) SUBROUTINE ZSVDC (ZA, LDA, N, P, ZSVALS, ZE, ZLSVEC, LDL, ZRSVEC, LDR, ZWORK, JOB, INFO) SUBROUTINE CSVDC (CA, LDA, N, P, CSVALS, CE, CLSVEC, LDL, CRSVEC, LDR, CWORK, JOB, INFO) #include <sunperf.h> void dsvdc(double *dx, int ldx, int n, int p, double *s, double *e, double *du, int ldu, double *v, int ldv, int job, int *info) ; void ssvdc(float *sx, int ldx, int n, int p, float *s, float *e, float *su, int ldu, float *v, int ldv, int job, int *info) ; void zsvdc(doublecomplex *zx, int ldx, int n, int p, doub- lecomplex *s, doublecomplex *e, doublecomplex *u, int ldu, doublecomplex *v, int ldv, int job, int *info) ; void csvdc(complex *cx, int ldx, int n, int p, complex *s, complex *e, complex *cu, int ldu, complex *v, int ldv, int job, int *info) ; ARGUMENTS xA Matrix A. LDA Leading dimension of the array A as specified in a dimension or type statement. LDA >= max(1,N). N Number of rows of the matrix A. N >= 0. P Number of columns of the matrix A. P >= 0. xSVALS On exit, the singular values of A arranged in des- cending order of magnitude. xE On exit, normally contains zero, but see INFO below. xLSVEC On exit, the matrix of left singular vectors; not referenced if the a digit of JOB = 0. LDL Leading dimension of LSVEC as specified in a dimension or type statement. LDL >= max(1,N). xRSVEC On exit, the matrix of right singular vectors; not referenced if the b digit of JOB = 0. LDR Leading dimension of RSVEC as specified in a dimension or type statement. LDR >= max(1,P). xWORK Scratch array with a dimension of N. JOB Integer in the form ab; determines operation sub- routine will perform: a = 0 do not compute the left singular vectors a = 1 return the n left singular vectors in LSVEC a * 2 return the first min(N,P) singular vectors in LSVEC b = 0 do not compute the right singular vectors b = 1 return the right singular vectors in RSVEC INFO On exit, the singular values and their correspond- ing singular vectors SVALS(INFO+1), SVALS(INFO+2),...,SVALS(min(N,P)) are correct. If INFO = 0 then all singular values and singular vectors are correct. The matrix B defined as LSVECT * A * RSVEC is the bidiagonal matrix with S on its diagonal and E on its superdiagonal. Therefore the singular values of A and B are the same. SAMPLE PROGRAM PROGRAM TEST IMPLICIT NONE C INTEGER JOB, LDL, LDR, LDX, N, P PARAMETER (JOB = 21) PARAMETER (N = 3) PARAMETER (P = 3) PARAMETER (LDL = N) PARAMETER (LDR = P) PARAMETER (LDX = N) C DOUBLE PRECISION EPSLON, EXCEPT(P), LSVALS(LDL,N) DOUBLE PRECISION RSVALS(LDR,P), SVALS(N), WORK(N), X(LDX,P) INTEGER I, ICOL, INFO, IRANK, IROW C EXTERNAL DSVDC INTRINSIC ABS, SQRT C C Initialize the array X to store the matrix X shown below. C C 1 1 3 C X = 0 1 1 C 1 0 1 C DATA X / 1.0D0, 0.0D0, 1.0D0, 1.0D0, 1.0D0, 0.0D0, $ 3.0D0, 1.0D0, 1.0D0 / C PRINT 1000 PRINT 1010, ((X(IROW,ICOL), ICOL = 1, N), IROW = 1, N) CALL DSVDC (X, LDX, N, P, SVALS, EXCEPT, LSVALS, LDL, $ RSVALS, LDR, WORK, JOB, INFO) PRINT 1020 PRINT 1030, SVALS C C Compute the unit roundoff C EPSLON = 1.0D0 10 IF (DBLE (1.0D0 + EPSLON) .NE. 1.0D0) THEN EPSLON = EPSLON / 2.0D0 GO TO 10 END IF C C Make a conservative estimate of the rank of A. C IRANK = 0 EPSLON = SQRT (EPSLON + EPSLON) DO 20, I = 1, N IF (ABS(SVALS(I)) .GT. EPSLON) THEN IRANK = IRANK + 1 END IF 20 CONTINUE PRINT 1040, IRANK C 1000 FORMAT (1X, 'X:') 1010 FORMAT (3(3X, F4.1)) 1020 FORMAT (/1X, 'Singular values of X:') 1030 FORMAT (3X, F4.1) 1040 FORMAT (/1X, 'The rank of X is ', I1) C END SAMPLE OUTPUT X: 1.0 1.0 3.0 0.0 1.0 1.0 1.0 0.0 1.0 Singular values of X: 3.7 1.0 0.3 The rank of X is 3
Закладки на сайте Проследить за страницей |
Created 1996-2024 by Maxim Chirkov Добавить, Поддержать, Вебмастеру |