/* svdval.c CCMATH mathematics library source code. * * Copyright (C) 2000 Daniel A. Atkinson All rights reserved. * This code may be redistributed under the terms of the GNU library * public license (LGPL). ( See the lgpl.license file for details.) * ------------------------------------------------------------------------ */ #include #include "ccmath.h" int svdval(double *d, double *a, int m, int n) { double *p, *p1, *q, *w, *v; double s, h, u; int i, j, k, mm, nm, ms; if (m < n) return -1; w = (double *)calloc(m, sizeof(double)); for (i = 0, mm = m, nm = n - 1, p = a; i < n; ++i, --mm, --nm, p += n + 1) { if (mm > 1) { for (j = 0, q = p, s = 0.; j < mm; ++j, q += n) { w[j] = *q; s += *q * *q; } if (s > 0.) { h = sqrt(s); if (*p < 0.) h = -h; s += *p * h; s = 1. / s; w[0] += h; for (k = 1, ms = n - i; k < ms; ++k) { for (j = 0, q = p + k, u = 0.; j < mm; q += n) u += w[j++] * *q; u *= s; for (j = 0, q = p + k; j < mm; q += n) *q -= u * w[j++]; } *p = -h; } } p1 = p + 1; if (nm > 1) { for (j = 0, q = p1, s = 0.; j < nm; ++j, ++q) s += *q * *q; if (s > 0.) { h = sqrt(s); if (*p1 < 0.) h = -h; s += *p1 * h; s = 1. / s; *p1 += h; for (k = n, ms = n * (m - i); k < ms; k += n) { for (j = 0, q = p1, v = p1 + k, u = 0.; j < nm; ++j) u += *q++ * *v++; u *= s; for (j = 0, q = p1, v = p1 + k; j < nm; ++j) *v++ -= u * *q++; } *p1 = -h; } } } for (j = 0, p = a; j < n; ++j, p += n + 1) { d[j] = *p; if (j != n - 1) w[j] = *(p + 1); else w[j] = 0.; } qrbdi(d, w, n); for (i = 0; i < n; ++i) if (d[i] < 0.) d[i] = -d[i]; free(w); return 0; }