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- /* 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 <stdlib.h>
- #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;
- }
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