PROGRAM f08khfe ! F08KHF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : ddisna, dgejsv, nag_wp, x02ajf, x04caf ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nb = 64, nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: eps, serrbd INTEGER :: i, ifail, info, j, lda, ldu, ldv, & lwork, m, n ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), rcondu(:), rcondv(:), s(:), & u(:,:), v(:,:), work(:) INTEGER, ALLOCATABLE :: iwork(:) ! .. Intrinsic Functions .. INTRINSIC abs, max ! .. Executable Statements .. WRITE (nout,*) 'F08KHF Example Program Results' WRITE (nout,*) FLUSH (nout) ! Skip heading in data file READ (nin,*) READ (nin,*) m, n lda = m ldu = m ldv = n lwork = max(3*n+n*n+m,3*n+n*n+n*nb,7) ALLOCATE (a(lda,n),rcondu(m),rcondv(m),s(n),u(ldu,n),v(ldv,n), & work(lwork),iwork(m+3*n)) ! Read the m by n matrix A from data file READ (nin,*) ((a(i,j),j=1,n),i=1,m) ! Compute the singular values and left and right singular vectors ! of A (A = U*S*V^T, m.ge.n) ! The NAG name equivalent of dgejsv is f08khf CALL dgejsv('E','U','V','R','N','N',m,n,a,lda,s,u,ldu,v,ldv,work,lwork, & iwork,info) IF (info==0) THEN ! Compute the approximate error bound for the computed singular values ! using the 2-norm, s(1) = norm(A), and machine precision, eps. eps = x02ajf() serrbd = eps*s(1) ! Print solution IF (abs(work(1)-work(2))<2.0_nag_wp*eps) THEN ! No scaling required WRITE (nout,'(1X,A)') 'Singular values' WRITE (nout,99999) (s(j),j=1,n) ELSE WRITE (nout,'(/1X,A)') 'Scaled singular values' WRITE (nout,99999) (s(j),j=1,n) WRITE (nout,'(/1X,A)') & 'For true singular values, multiply by a/b,' WRITE (nout,99996) ' where a = ', work(1), ' and b = ', work(2) END IF ! ifail: behaviour on error exit ! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft WRITE (nout,*) FLUSH (nout) ifail = 0 CALL x04caf('General',' ',m,n,u,ldu,'Left singular vectors',ifail) WRITE (nout,*) FLUSH (nout) ifail = 0 CALL x04caf('General',' ',n,n,v,ldv,'Right singular vectors',ifail) ! Call DDISNA (F08FLF) to estimate reciprocal condition numbers for ! the singular vectors. CALL ddisna('Left',m,n,s,rcondu,info) CALL ddisna('Right',m,n,s,rcondv,info) ! Print the approximate error bounds for the singular values ! and vectors. WRITE (nout,*) WRITE (nout,'(/1X,A)') & 'Estimate of the condition number of column equilibrated A' WRITE (nout,99998) work(3) WRITE (nout,'(/1X,A)') 'Error estimate for the singular values' WRITE (nout,99998) serrbd WRITE (nout,'(/1X,A)') 'Error estimates for left singular vectors' WRITE (nout,99998) (serrbd/rcondu(i),i=1,n) WRITE (nout,'(/1X,A)') 'Error estimates for right singular vectors' WRITE (nout,99998) (serrbd/rcondv(i),i=1,n) ELSE WRITE (nout,99997) 'Failure in DGEJSV. INFO =', info END IF 99999 FORMAT (3X,8F8.4) 99998 FORMAT (4X,1P,6E11.1) 99997 FORMAT (1X,A,I4) 99996 FORMAT (1X,2(A,1P,E13.5)) END PROGRAM f08khfe