Example #1
0
main() {

    double ans, a, b, c;

    a = 2.0;
    b = -5.0;
    c = 7.0;


    printf( "\n\n  Test of utility routines." );

    printf( "\n\n" );

    ans = dsqr( a );
    printf( "\n  a = %lf  ans = dsqr( a ) = %lf", a, ans );

    ans = dcub( a );
    printf( "\n  a = %lf  ans = dcub( a ) = %lf", a, ans );

    ans = dpow4( a );
    printf( "\n  a = %lf  ans = dpow4( a ) = %lf", a, ans );

    ans = dpow5( a );
    printf( "\n  a = %lf  ans = dpow5( a ) = %lf", a, ans );

    ans = dsgn( a );
    printf( "\n  a = %lf  ans = dsgn( a ) = %lf", a, ans );

    ans = dsgn( b );
    printf( "\n  b = %lf  ans = dsgn( b ) = %lf", b, ans );

    ans = dsign( a, b );
    printf( "\n  a = %lf,  b = %lf,  ans = sign( a, b ) = %lf", a, b, ans );

    ans = dpythag( a, b );
    printf( "\n  a = %lf,  b = %lf,  ans = pythag( a, b ) = %lf", a, b, ans );

    ans = dmin( a, b );
    printf( "\n  a = %lf,  b = %lf,  ans = dmin( a, b ) = %lf", a, b, ans );

    ans = dmax( a, b );
    printf( "\n  a = %lf,  b = %lf,  ans = dmax( a, b ) = %lf", a, b, ans );

    ans = dmin3( a, b, c );
    printf( "\n  a = %lf,  b = %lf,  c = %lf,  ans = dmin3( a, b, c ) = %lf", a, b, c, ans );

    ans = dmax3( a, b, c );
    printf( "\n  a = %lf,  b = %lf,  c = %lf,  ans = dmax3( a, b, c ) = %lf", a, b, c, ans );



    printf( "\n\n" );
}
/*
Given a matrix a[1..m][1..n], this routine computes its singular value decomposition, 
A = U.W.transpose(V). The matrix U replaces a on output. The diagonal matrix of singular values
W is output as a vector w[1..n]. The matrix V (not its transpose) is output as v[1..n][1..n]. 
The matrix a must exist prior to calling this function (obviously), and so too must w and v. 
*/
void dsvdcmp(double **a, int m, int n, double w[], double **v)
{
	int flag,i,its,j,jj,k,l=0,nm=0;
	double anorm,c,f,g,h,s,scale,x,y,z,*rv1;

	rv1=dvector(1,n);
	g=scale=anorm=0.0;
	for (i=1;i<=n;i++) {
		l=i+1;
		rv1[i]=scale*g;
		g=s=scale=0.0;
		if (i <= m) {
			for (k=i;k<=m;k++) scale += fabs(a[k][i]);
			if (scale) {
				for (k=i;k<=m;k++) {
					a[k][i] /= scale;
					s += a[k][i]*a[k][i];
				}
				f=a[i][i];
				g = -SIGN(sqrt(s),f);
				h=f*g-s;
				a[i][i]=f-g;
				for (j=l;j<=n;j++) {
					for (s=0.0,k=i;k<=m;k++) s += a[k][i]*a[k][j];
					f=s/h;
					for (k=i;k<=m;k++) a[k][j] += f*a[k][i];
				}
				for (k=i;k<=m;k++) a[k][i] *= scale;
			}
		}
		w[i]=scale *g;
		g=s=scale=0.0;
		if (i <= m && i != n) {
			for (k=l;k<=n;k++) scale += fabs(a[i][k]);
			if (scale) {
				for (k=l;k<=n;k++) {
					a[i][k] /= scale;
					s += a[i][k]*a[i][k];
				}
				f=a[i][l];
				g = -SIGN(sqrt(s),f);
				h=f*g-s;
				a[i][l]=f-g;
				for (k=l;k<=n;k++) rv1[k]=a[i][k]/h;
				for (j=l;j<=m;j++) {
					for (s=0.0,k=l;k<=n;k++) s += a[j][k]*a[i][k];
					for (k=l;k<=n;k++) a[j][k] += s*rv1[k];
				}
				for (k=l;k<=n;k++) a[i][k] *= scale;
			}
		}
		anorm=MAX(anorm,(fabs(w[i])+fabs(rv1[i])));
	}
	for (i=n;i>=1;i--) {
		if (i < n) {
			if (g) {
				for (j=l;j<=n;j++) v[j][i]=(a[i][j]/a[i][l])/g;
				for (j=l;j<=n;j++) {
					for (s=0.0,k=l;k<=n;k++) s += a[i][k]*v[k][j];
					for (k=l;k<=n;k++) v[k][j] += s*v[k][i];
				}
			}
			for (j=l;j<=n;j++) v[i][j]=v[j][i]=0.0;
		}
		v[i][i]=1.0;
		g=rv1[i];
		l=i;
	}
	for (i=MIN(m,n);i>=1;i--) {
		l=i+1;
		g=w[i];
		for (j=l;j<=n;j++) a[i][j]=0.0;
		if (g) {
			g=1.0/g;
			for (j=l;j<=n;j++) {
				for (s=0.0,k=l;k<=m;k++) s += a[k][i]*a[k][j];
				f=(s/a[i][i])*g;
				for (k=i;k<=m;k++) a[k][j] += f*a[k][i];
			}
			for (j=i;j<=m;j++) a[j][i] *= g;
		} else for (j=i;j<=m;j++) a[j][i]=0.0;
		++a[i][i];
	}
	for (k=n;k>=1;k--) {
		for (its=1;its<=30;its++) {
			flag=1;
			for (l=k;l>=1;l--) {
				nm=l-1;
				if ((double)(fabs(rv1[l])+anorm) == anorm) {
					flag=0;
					break;
				}
				if ((double)(fabs(w[nm])+anorm) == anorm) break;
			}
			if (flag) {
				c=0.0;
				s=1.0;
				for (i=l;i<=k;i++) {
					f=s*rv1[i];
					rv1[i]=c*rv1[i];
					if ((double)(fabs(f)+anorm) == anorm) break;
					g=w[i];
					h=dpythag(f,g);
					w[i]=h;
					h=1.0/h;
					c=g*h;
					s = -f*h;
					for (j=1;j<=m;j++) {
						y=a[j][nm];
						z=a[j][i];
						a[j][nm]=y*c+z*s;
						a[j][i]=z*c-y*s;
					}
				}
			}
			z=w[k];
			if (l == k) {
				if (z < 0.0) {
					w[k] = -z;
					for (j=1;j<=n;j++) v[j][k] = -v[j][k];
				}
				break;
			}
			if (its == 30) quit_error((char*)"no convergence in 30 dsvdcmp iterations");
			x=w[l];
			nm=k-1;
			y=w[nm];
			g=rv1[nm];
			h=rv1[k];
			f=((y-z)*(y+z)+(g-h)*(g+h))/(2.0*h*y);
			g=dpythag(f,1.0);
			f=((x-z)*(x+z)+h*((y/(f+SIGN(g,f)))-h))/x;
			c=s=1.0;
			for (j=l;j<=nm;j++) {
				i=j+1;
				g=rv1[i];
				y=w[i];
				h=s*g;
				g=c*g;
				z=dpythag(f,h);
				rv1[j]=z;
				c=f/z;
				s=h/z;
				f=x*c+g*s;
				g = g*c-x*s;
				h=y*s;
				y *= c;
				for (jj=1;jj<=n;jj++) {
					x=v[jj][j];
					z=v[jj][i];
					v[jj][j]=x*c+z*s;
					v[jj][i]=z*c-x*s;
				}
				z=dpythag(f,h);
				w[j]=z;
				if (z) {
					z=1.0/z;
					c=f*z;
					s=h*z;
				}
				f=c*g+s*y;
				x=c*y-s*g;
				for (jj=1;jj<=m;jj++) {
					y=a[jj][j];
					z=a[jj][i];
					a[jj][j]=y*c+z*s;
					a[jj][i]=z*c-y*s;
				}
			}
			rv1[l]=0.0;
			rv1[k]=f;
			w[k]=x;
		}
	}
	free_dvector(rv1,1,n);

	return;
}
Example #3
0
/**************************************************************************

  Does singular value decomposition on m x n matrix a, 
  returning m x n matrix u in a, n x n matrices v, and in w the
  n diagonal elements of an n x n diagonal matrix wm, such that 

   a = u . wm . vT   -and-  uT.u = 1   -and-  vT.v = 1
  
*/
static int svdcmp(double **a, int m, int n) {

  double *rv1 ;
  double anorm,c,f,g,h,s,scale,x,y,z ;
  int flag,i,its,j,jj,k,l,nm;
  const char *me = "svdcmp" ;

  if (!(rv1 = (double *)malloc(n*sizeof(double))))
    return(punt(__LINE__,me,"can\'t allocate buffer.")) ;
  g=scale=anorm=0.0;
  for(i=0;i<n;i++) {
    l=i+1;
    rv1[i]=scale*g;
    g=s=scale=0.0;
    if (i<m) {
      for (k=0;k<m;k++) scale += fabs(a[k][i]);
      if (scale) {
	for (k=i;k<m;k++) {
	  a[k][i] /= scale;
	  s += a[k][i]*a[k][i];
	}
	f=a[i][i];
	g = -SIGN(sqrt(s),f);
	h=f*g-s;
	a[i][i]=f-g;
	for (j=l;j<n;j++) {
	  for (s=0.0,k=i;k<m;k++) s += a[k][i]*a[k][j];
	  f=s/h;
	  for (k=i;k<m;k++) a[k][j] += f*a[k][i];
	}
	for (k=i;k<m;k++) a[k][i] *= scale;
      }
    }
    w[i]=scale*g;
    g=s=scale=0.0;
    if (i < m && i < n) {
      for (k=l;k<n;k++) scale += fabs(a[i][k]);
      if (scale) {
	for (k=l;k<n;k++) {
	  a[i][k] /= scale;
	  s += a[i][k]*a[i][k];
	}
	f=a[i][l];
	g = -SIGN(sqrt(s),f);
	h=f*g-s;
	/* hmm */
	a[i][l]=f-g;
	for (k=l;k<n;k++) rv1[k]=a[i][k]/h;
	for (j=l;j<m;j++) {
	  for (s=0.0,k=l;k<n;k++) s += a[j][k]*a[i][k];
	  for (k=l;k<n;k++) a[j][k] += s*rv1[k];
	}
	for (k=l;k<n;k++) a[i][k] *= scale;
      }
    }
    anorm=MAX(anorm,(fabs(w[i])+fabs(rv1[i])));
  }
  for (i=n-1;i>=0;i--) {
    if (i < n-1) {
      if (g) {
	for (j=l;j<n;j++) v[j][i]=(a[i][j]/a[i][l])/g;
	for (j=l;j<n;j++) {
	  for (s=0.0,k=l;k<n;k++) s += a[i][k]*v[k][j];
	  for (k=l;k<n;k++) v[k][j] += s*v[k][i];
	}
      }
      for (j=l;j<n;j++) v[i][j]=v[j][i]=0.0;
    }
    v[i][i]=1.0;
    g=rv1[i];
    l=i;
  }
  for (i=MIN(m,n)-1;i>=0;i--) {
    l=i+1;
    g=w[i];
    for (j=l;j<n;j++) a[i][j]=0.0;
    if (g) {
      g=1.0/g;
      for (j=l;j<n;j++) {
	for (s=0.0,k=l;k<m;k++) s += a[k][i]*a[k][j];
	f=(s/a[i][i])*g;
	for (k=i;k<m;k++) a[k][j] += f*a[k][i];
      }
      for (j=i;j<m;j++) a[j][i] *= g;
    } else for (j=i;j<m;j++) a[j][i]=0.0;
    ++a[i][i];
  }
  for (k=n-1;k>=0;k--) {
    for (its=0;its<30;its++) {
      flag=1;
      for (l=k;l>=0;l--) {
	nm=l-1;
	if ((double)(fabs(rv1[l])+anorm) == anorm) {
	  flag=0;
	  break;
	}
	if ((double)(fabs(w[nm])+anorm) == anorm) break;
      }
      if (flag) {
	c=0.0;
	s=1.0;
	for (i=l;i<=k;i++) {
	  f=s*rv1[i];
	  rv1[i]=c*rv1[i];
	  if ((double)(fabs(f)+anorm) == anorm) break;
	  g=w[i];
	  h=dpythag(f,g);
	  w[i]=h;
	  h=1.0/h;
	  c=g*h;
	  s = -f*h;
	  for (j=0;j<m;j++) {
	    y=a[j][nm];
	    z=a[j][i];
	    a[j][nm]=y*c+z*s;
	    a[j][i]=z*c-y*s;
	  }
	}
      }
      z=w[k];
      if (l == k) {
	if (z < 0.0) {
	  w[k] = -z;
	  for (j=0;j<n;j++) v[j][k] = -v[j][k];
	}
	break;
      }
      if (its == 29) 
	return(punt(__LINE__,me,"no convergence in 30 iterations")) ;
      x=w[l];
      nm=k-1;
      y=w[nm];
      g=rv1[nm];
      h=rv1[k];
      f=((y-z)*(y+z)+(g-h)*(g+h))/(2.0*h*y);
      g=dpythag(f,1.0);
      f=((x-z)*(x+z)+h*((y/(f+SIGN(g,f)))-h))/x;
      c=s=1.0;
      for (j=l;j<=nm;j++) {
	i=j+1;
	g=rv1[i];
	y=w[i];
	h=s*g;
	g=c*g;
	z=dpythag(f,h);
	rv1[j]=z;
	c=f/z;
	s=h/z;
	f=x*c+g*s;
	g = g*c-x*s;
	h=y*s;
	y *= c;
	for (jj=0;jj<n;jj++) {
	  x=v[jj][j];
	  z=v[jj][i];
	  v[jj][j]=x*c+z*s;
	  v[jj][i]=z*c-x*s;
	}
	z=dpythag(f,h);
	w[j]=z;
	if (z) {
	  z=1.0/z;
	  c=f*z;
	  s=h*z;
	}
	f=c*g+s*y;
	x=c*y-s*g;
	for (jj=0;jj<m;jj++) {
	  y=a[jj][j];
	  z=a[jj][i];
	  a[jj][j]=y*c+z*s;
	  a[jj][i]=z*c-y*s;
	}
      }
      rv1[l]=0.0;
      rv1[k]=f;
      w[k]=x;
    }
  }
  free(rv1) ;
  return(OK) ;
}