svdval.c 1.8 KB

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  1. /* svdval.c CCMATH mathematics library source code.
  2. *
  3. * Copyright (C) 2000 Daniel A. Atkinson All rights reserved.
  4. * This code may be redistributed under the terms of the GNU library
  5. * public license (LGPL). ( See the lgpl.license file for details.)
  6. * ------------------------------------------------------------------------
  7. */
  8. #include <stdlib.h>
  9. #include "ccmath.h"
  10. int svdval(double *d, double *a, int m, int n)
  11. {
  12. double *p, *p1, *q, *w, *v;
  13. double s, h, u;
  14. int i, j, k, mm, nm, ms;
  15. if (m < n)
  16. return -1;
  17. w = (double *)calloc(m, sizeof(double));
  18. for (i = 0, mm = m, nm = n - 1, p = a; i < n; ++i, --mm, --nm, p += n + 1) {
  19. if (mm > 1) {
  20. for (j = 0, q = p, s = 0.; j < mm; ++j, q += n) {
  21. w[j] = *q;
  22. s += *q * *q;
  23. }
  24. if (s > 0.) {
  25. h = sqrt(s);
  26. if (*p < 0.)
  27. h = -h;
  28. s += *p * h;
  29. s = 1. / s;
  30. w[0] += h;
  31. for (k = 1, ms = n - i; k < ms; ++k) {
  32. for (j = 0, q = p + k, u = 0.; j < mm; q += n)
  33. u += w[j++] * *q;
  34. u *= s;
  35. for (j = 0, q = p + k; j < mm; q += n)
  36. *q -= u * w[j++];
  37. }
  38. *p = -h;
  39. }
  40. }
  41. p1 = p + 1;
  42. if (nm > 1) {
  43. for (j = 0, q = p1, s = 0.; j < nm; ++j, ++q)
  44. s += *q * *q;
  45. if (s > 0.) {
  46. h = sqrt(s);
  47. if (*p1 < 0.)
  48. h = -h;
  49. s += *p1 * h;
  50. s = 1. / s;
  51. *p1 += h;
  52. for (k = n, ms = n * (m - i); k < ms; k += n) {
  53. for (j = 0, q = p1, v = p1 + k, u = 0.; j < nm; ++j)
  54. u += *q++ * *v++;
  55. u *= s;
  56. for (j = 0, q = p1, v = p1 + k; j < nm; ++j)
  57. *v++ -= u * *q++;
  58. }
  59. *p1 = -h;
  60. }
  61. }
  62. }
  63. for (j = 0, p = a; j < n; ++j, p += n + 1) {
  64. d[j] = *p;
  65. if (j != n - 1)
  66. w[j] = *(p + 1);
  67. else
  68. w[j] = 0.;
  69. }
  70. qrbdi(d, w, n);
  71. for (i = 0; i < n; ++i)
  72. if (d[i] < 0.)
  73. d[i] = -d[i];
  74. free(w);
  75. return 0;
  76. }