/* nag_dgesdd (f08kdc) Example Program. * * Copyright 2011 Numerical Algorithms Group. * * Mark 23, 2011. */ #include #include #include #include #include #include int main(void) { /* Scalars */ double eps, serrbd; Integer exit_status = 0, i, j, m, n, pda, pdu; /* Arrays */ double *a = 0, *rcondu = 0, *rcondv = 0, *s = 0, *u = 0; double *uerrbd = 0, *verrbd = 0; double dummy[1]; /* Nag Types */ NagError fail; Nag_OrderType order; #ifdef NAG_COLUMN_MAJOR #define A(I, J) a[(J - 1) * pda + I - 1] order = Nag_ColMajor; #else #define A(I, J) a[(I - 1) * pda + J - 1] order = Nag_RowMajor; #endif INIT_FAIL(fail); printf("nag_dgesdd (f08kdc) Example Program Results\n\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf("%ld%ld%*[^\n]", &m, &n); if (m < 0 && n < 0) { printf("Invalid m or n\n"); exit_status = 1; goto END; } /* Allocate memory */ if (!(a = NAG_ALLOC(m * n, double)) || !(rcondu = NAG_ALLOC(m, double)) || !(rcondv = NAG_ALLOC(m, double)) || !(s = NAG_ALLOC(MIN(m, n), double)) || !(u = NAG_ALLOC(m * m, double)) || !(uerrbd = NAG_ALLOC(m, double)) || !(verrbd = NAG_ALLOC(m, double)) ) { printf("Allocation failure\n"); exit_status = -1; goto END; } #ifdef NAG_COLUMN_MAJOR pda = m; pdu = m; #else pda = n; pdu = MIN(m, n); #endif /* Read the m by n matrix A from data file */ for (i = 1; i <= m; ++i) for (j = 1; j <= n; ++j) scanf("%lf", &A(i, j)); scanf("%*[^\n]"); /* nag_dgesdd (f08kdc). * Compute the singular values and left and right singular vectors * of A (A = U*S*(V**T), m.le.n) */ nag_dgesdd(order, Nag_DoOverwrite, m, n, a, pda, s, u, pdu, dummy, 1, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_dgesdd (f08kdc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Print singular values */ printf("Singular values\n"); for (i = 0; i < m; ++i) printf(" %7.4f%s", s[i], i%8 == 7?"\n":""); printf("\n\n"); /* Print left and right singular vectors using * nag_gen_real_mat_print (x04cac). */ fflush(stdout); nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, m, m, u, pdu, "Left singular vectors", 0, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\n"); fflush(stdout); nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, m, n, a, pda, "Right singular vectors by row", 0, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message); exit_status = 1; goto END; } /* Get the machine precision, eps using nag_machine_precision (x02ajc). */ eps = nag_machine_precision; /* compute the approximate error bound for the computed singular values. * Note that for the 2-norm, s[0] = ||A|| */ serrbd = eps * s[0]; /* Call nag_ddisna (f08flc) to estimate reciprocal condition numbers for * the singular vectors. */ nag_ddisna(Nag_LeftSingVecs, m, n, s, rcondu, &fail); nag_ddisna(Nag_RightSingVecs, m, n, s, rcondv, &fail); /* Compute the error estimates for the singular vectors. */ for (i = 0; i < m; ++i) { uerrbd[i] = serrbd / rcondu[i]; verrbd[i] = serrbd / rcondv[i]; } /* Print the approximate error bounds for the singular values and vectors */ printf("\nError estimate for the singular values\n%11.1e\n", serrbd); printf("\nError estimates for the left singular vectors\n"); for (i = 0; i < m; ++i) printf(" %10.1e%s", uerrbd[i], i%6 == 5?"\n":""); printf("\n\nError estimates for the right singular vectors\n"); for (i = 0; i < m; ++i) printf(" %10.1e%s", verrbd[i], i%6 == 5?"\n":""); printf("\n"); END: if (a) NAG_FREE(a); if (rcondu) NAG_FREE(rcondu); if (rcondv) NAG_FREE(rcondv); if (s) NAG_FREE(s); if (u) NAG_FREE(u); if (uerrbd) NAG_FREE(uerrbd); if (verrbd) NAG_FREE(verrbd); return exit_status; } #undef A