# include # include # include # include # include # include # include using namespace std; # include "svd_snowfall.hpp" //****************************************************************************80 char ch_cap ( char ch ) //****************************************************************************80 // // Purpose: // // CH_CAP capitalizes a single character. // // Discussion: // // This routine should be equivalent to the library "toupper" function. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 19 July 1998 // // Author: // // John Burkardt // // Parameters: // // Input, char CH, the character to capitalize. // // Output, char CH_CAP, the capitalized character. // { if ( 97 <= ch && ch <= 122 ) { ch = ch - 32; } return ch; } //****************************************************************************80 bool ch_eqi ( char ch1, char ch2 ) //****************************************************************************80 // // Purpose: // // CH_EQI is true if two characters are equal, disregarding case. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 June 2003 // // Author: // // John Burkardt // // Parameters: // // Input, char CH1, CH2, the characters to compare. // // Output, bool CH_EQI, is true if the two characters are equal, // disregarding case. // { if ( 97 <= ch1 && ch1 <= 122 ) { ch1 = ch1 - 32; } if ( 97 <= ch2 && ch2 <= 122 ) { ch2 = ch2 - 32; } return ( ch1 == ch2 ); } //****************************************************************************80 int ch_to_digit ( char ch ) //****************************************************************************80 // // Purpose: // // CH_TO_DIGIT returns the integer value of a base 10 digit. // // Example: // // CH DIGIT // --- ----- // '0' 0 // '1' 1 // ... ... // '9' 9 // ' ' 0 // 'X' -1 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 June 2003 // // Author: // // John Burkardt // // Parameters: // // Input, char CH, the decimal digit, '0' through '9' or blank are legal. // // Output, int CH_TO_DIGIT, the corresponding integer value. If the // character was 'illegal', then DIGIT is -1. // { int digit; if ( '0' <= ch && ch <= '9' ) { digit = ch - '0'; } else if ( ch == ' ' ) { digit = 0; } else { digit = -1; } return digit; } //****************************************************************************80 void daxpy ( int n, double da, double dx[], int incx, double dy[], int incy ) //****************************************************************************80 // // Purpose: // // DAXPY computes constant times a vector plus a vector. // // Discussion: // // This routine uses unrolled loops for increments equal to one. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 May 2005 // // Author: // // Original FORTRAN77 version by Charles Lawson, Richard Hanson, // David Kincaid, Fred Krogh. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, // Basic Linear Algebra Subprograms for Fortran Usage, // Algorithm 539, // ACM Transactions on Mathematical Software, // Volume 5, Number 3, September 1979, pages 308-323. // // Parameters: // // Input, int N, the number of elements in DX and DY. // // Input, double DA, the multiplier of DX. // // Input, double DX[*], the first vector. // // Input, int INCX, the increment between successive entries of DX. // // Input/output, double DY[*], the second vector. // On output, DY[*] has been replaced by DY[*] + DA * DX[*]. // // Input, int INCY, the increment between successive entries of DY. // { int i; int ix; int iy; int m; if ( n <= 0 ) { return; } if ( da == 0.0 ) { return; } // // Code for unequal increments or equal increments // not equal to 1. // if ( incx != 1 || incy != 1 ) { if ( 0 <= incx ) { ix = 0; } else { ix = ( - n + 1 ) * incx; } if ( 0 <= incy ) { iy = 0; } else { iy = ( - n + 1 ) * incy; } for ( i = 0; i < n; i++ ) { dy[iy] = dy[iy] + da * dx[ix]; ix = ix + incx; iy = iy + incy; } } // // Code for both increments equal to 1. // else { m = n % 4; for ( i = 0; i < m; i++ ) { dy[i] = dy[i] + da * dx[i]; } for ( i = m; i < n; i = i + 4 ) { dy[i ] = dy[i ] + da * dx[i ]; dy[i+1] = dy[i+1] + da * dx[i+1]; dy[i+2] = dy[i+2] + da * dx[i+2]; dy[i+3] = dy[i+3] + da * dx[i+3]; } } return; } //****************************************************************************80 double ddot ( int n, double dx[], int incx, double dy[], int incy ) //****************************************************************************80 // // Purpose: // // DDOT forms the dot product of two vectors. // // Discussion: // // This routine uses unrolled loops for increments equal to one. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 May 2005 // // Author: // // Original FORTRAN77 version by Charles Lawson, Richard Hanson, // David Kincaid, Fred Krogh. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, // Basic Linear Algebra Subprograms for Fortran Usage, // Algorithm 539, // ACM Transactions on Mathematical Software, // Volume 5, Number 3, September 1979, pages 308-323. // // Parameters: // // Input, int N, the number of entries in the vectors. // // Input, double DX[*], the first vector. // // Input, int INCX, the increment between successive entries in DX. // // Input, double DY[*], the second vector. // // Input, int INCY, the increment between successive entries in DY. // // Output, double DDOT, the sum of the product of the corresponding // entries of DX and DY. // { double dtemp; int i; int ix; int iy; int m; dtemp = 0.0; if ( n <= 0 ) { return dtemp; } // // Code for unequal increments or equal increments // not equal to 1. // if ( incx != 1 || incy != 1 ) { if ( 0 <= incx ) { ix = 0; } else { ix = ( - n + 1 ) * incx; } if ( 0 <= incy ) { iy = 0; } else { iy = ( - n + 1 ) * incy; } for ( i = 0; i < n; i++ ) { dtemp = dtemp + dx[ix] * dy[iy]; ix = ix + incx; iy = iy + incy; } } // // Code for both increments equal to 1. // else { m = n % 5; for ( i = 0; i < m; i++ ) { dtemp = dtemp + dx[i] * dy[i]; } for ( i = m; i < n; i = i + 5 ) { dtemp = dtemp + dx[i ] * dy[i ] + dx[i+1] * dy[i+1] + dx[i+2] * dy[i+2] + dx[i+3] * dy[i+3] + dx[i+4] * dy[i+4]; } } return dtemp; } //****************************************************************************80 double dnrm2 ( int n, double x[], int incx ) //****************************************************************************80 // // Purpose: // // DNRM2 returns the euclidean norm of a vector. // // Discussion: // // DNRM2 ( X ) = sqrt ( X' * X ) // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 May 2005 // // Author: // // Original FORTRAN77 version by Charles Lawson, Richard Hanson, // David Kincaid, Fred Krogh. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, // Basic Linear Algebra Subprograms for Fortran Usage, // Algorithm 539, // ACM Transactions on Mathematical Software, // Volume 5, Number 3, September 1979, pages 308-323. // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, double X[*], the vector whose norm is to be computed. // // Input, int INCX, the increment between successive entries of X. // // Output, double DNRM2, the Euclidean norm of X. // { double absxi; int i; int ix; double norm; double scale; double ssq; if ( n < 1 || incx < 1 ) { norm = 0.0; } else if ( n == 1 ) { norm = fabs ( x[0] ); } else { scale = 0.0; ssq = 1.0; ix = 0; for ( i = 0; i < n; i++ ) { if ( x[ix] != 0.0 ) { absxi = fabs ( x[ix] ); if ( scale < absxi ) { ssq = 1.0 + ssq * ( scale / absxi ) * ( scale / absxi ); scale = absxi; } else { ssq = ssq + ( absxi / scale ) * ( absxi / scale ); } } ix = ix + incx; } norm = scale * sqrt ( ssq ); } return norm; } //****************************************************************************80 void drot ( int n, double x[], int incx, double y[], int incy, double c, double s ) //****************************************************************************80 // // Purpose: // // DROT applies a plane rotation. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 May 2005 // // Author: // // Original FORTRAN77 version by Charles Lawson, Richard Hanson, // David Kincaid, Fred Krogh. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, // Basic Linear Algebra Subprograms for Fortran Usage, // Algorithm 539, // ACM Transactions on Mathematical Software, // Volume 5, Number 3, September 1979, pages 308-323. // // Parameters: // // Input, int N, the number of entries in the vectors. // // Input/output, double X[*], one of the vectors to be rotated. // // Input, int INCX, the increment between successive entries of X. // // Input/output, double Y[*], one of the vectors to be rotated. // // Input, int INCY, the increment between successive elements of Y. // // Input, double C, S, parameters (presumably the cosine and // sine of some angle) that define a plane rotation. // { int i; int ix; int iy; double stemp; if ( n <= 0 ) { } else if ( incx == 1 && incy == 1 ) { for ( i = 0; i < n; i++ ) { stemp = c * x[i] + s * y[i]; y[i] = c * y[i] - s * x[i]; x[i] = stemp; } } else { if ( 0 <= incx ) { ix = 0; } else { ix = ( - n + 1 ) * incx; } if ( 0 <= incy ) { iy = 0; } else { iy = ( - n + 1 ) * incy; } for ( i = 0; i < n; i++ ) { stemp = c * x[ix] + s * y[iy]; y[iy] = c * y[iy] - s * x[ix]; x[ix] = stemp; ix = ix + incx; iy = iy + incy; } } return; } //****************************************************************************80 void drotg ( double *sa, double *sb, double *c, double *s ) //****************************************************************************80 // // Purpose: // // DROTG constructs a Givens plane rotation. // // Discussion: // // Given values A and B, this routine computes // // SIGMA = sign ( A ) if abs ( A ) > abs ( B ) // = sign ( B ) if abs ( A ) <= abs ( B ); // // R = SIGMA * ( A * A + B * B ); // // C = A / R if R is not 0 // = 1 if R is 0; // // S = B / R if R is not 0, // 0 if R is 0. // // The computed numbers then satisfy the equation // // ( C S ) ( A ) = ( R ) // ( -S C ) ( B ) = ( 0 ) // // The routine also computes // // Z = S if abs ( A ) > abs ( B ), // = 1 / C if abs ( A ) <= abs ( B ) and C is not 0, // = 1 if C is 0. // // The single value Z encodes C and S, and hence the rotation: // // If Z = 1, set C = 0 and S = 1; // If abs ( Z ) < 1, set C = sqrt ( 1 - Z * Z ) and S = Z; // if abs ( Z ) > 1, set C = 1/ Z and S = sqrt ( 1 - C * C ); // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 15 May 2006 // // Author: // // Original FORTRAN77 version by Charles Lawson, Richard Hanson, // David Kincaid, Fred Krogh. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, // Basic Linear Algebra Subprograms for Fortran Usage, // Algorithm 539, // ACM Transactions on Mathematical Software, // Volume 5, Number 3, September 1979, pages 308-323. // // Parameters: // // Input/output, double *SA, *SB, On input, SA and SB are the values // A and B. On output, SA is overwritten with R, and SB is // overwritten with Z. // // Output, double *C, *S, the cosine and sine of the Givens rotation. // { double r; double roe; double scale; double z; if ( fabs ( *sb ) < fabs ( *sa ) ) { roe = *sa; } else { roe = *sb; } scale = fabs ( *sa ) + fabs ( *sb ); if ( scale == 0.0 ) { *c = 1.0; *s = 0.0; r = 0.0; } else { r = scale * sqrt ( ( *sa / scale ) * ( *sa / scale ) + ( *sb / scale ) * ( *sb / scale ) ); r = r8_sign ( roe ) * r; *c = *sa / r; *s = *sb / r; } if ( 0.0 < fabs ( *c ) && fabs ( *c ) <= *s ) { z = 1.0 / *c; } else { z = *s; } *sa = r; *sb = z; return; } //****************************************************************************80 void dscal ( int n, double sa, double x[], int incx ) //****************************************************************************80 // // Purpose: // // DSCAL scales a vector by a constant. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 May 2005 // // Author: // // Original FORTRAN77 version by Charles Lawson, Richard Hanson, // David Kincaid, Fred Krogh. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, // Basic Linear Algebra Subprograms for Fortran Usage, // Algorithm 539, // ACM Transactions on Mathematical Software, // Volume 5, Number 3, September 1979, pages 308-323. // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, double SA, the multiplier. // // Input/output, double X[*], the vector to be scaled. // // Input, int INCX, the increment between successive entries of X. // { int i; int ix; int m; if ( n <= 0 ) { } else if ( incx == 1 ) { m = n % 5; for ( i = 0; i < m; i++ ) { x[i] = sa * x[i]; } for ( i = m; i < n; i = i + 5 ) { x[i] = sa * x[i]; x[i+1] = sa * x[i+1]; x[i+2] = sa * x[i+2]; x[i+3] = sa * x[i+3]; x[i+4] = sa * x[i+4]; } } else { if ( 0 <= incx ) { ix = 0; } else { ix = ( - n + 1 ) * incx; } for ( i = 0; i < n; i++ ) { x[ix] = sa * x[ix]; ix = ix + incx; } } return; } //****************************************************************************80 int dsvdc ( double a[], int lda, int m, int n, double s[], double e[], double u[], int ldu, double v[], int ldv, double work[], int job ) //****************************************************************************80 // // Purpose: // // DSVDC computes the singular value decomposition of a real rectangular matrix. // // Discussion: // // This routine reduces an M by N matrix A to diagonal form by orthogonal // transformations U and V. The diagonal elements S(I) are the singular // values of A. The columns of U are the corresponding left singular // vectors, and the columns of V the right singular vectors. // // The form of the singular value decomposition is then // // A(MxN) = U(MxM) * S(MxN) * V(NxN)' // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 03 May 2007 // // Author: // // Original FORTRAN77 version by Jack Dongarra, Cleve Moler, Jim Bunch, // Pete Stewart. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch, Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // ISBN 0-89871-172-X // // Parameters: // // Input/output, double A[LDA*N]. On input, the M by N matrix whose // singular value decomposition is to be computed. On output, the matrix // has been destroyed. Depending on the user's requests, the matrix may // contain other useful information. // // Input, int LDA, the leading dimension of the array A. // LDA must be at least M. // // Input, int M, the number of rows of the matrix. // // Input, int N, the number of columns of the matrix A. // // Output, double S[MM], where MM = min(M+1,N). The first // min(M,N) entries of S contain the singular values of A arranged in // descending order of magnitude. // // Output, double E[MM], where MM = min(M+1,N), ordinarily contains zeros. // However see the discussion of INFO for exceptions. // // Output, double U[LDU*K]. If JOBA = 1 then K = M; // if 2 <= JOBA, then K = min(M,N). U contains the M by M matrix of left singular // vectors. U is not referenced if JOBA = 0. If M <= N or if JOBA = 2, then // U may be identified with A in the subroutine call. // // Input, int LDU, the leading dimension of the array U. // LDU must be at least M. // // Output, double V[LDV*N], the N by N matrix of right singular vectors. // V is not referenced if JOB is 0. If N <= M, then V may be identified // with A in the subroutine call. // // Input, int LDV, the leading dimension of the array V. // LDV must be at least N. // // Workspace, double WORK[M]. // // Input, int JOB, controls the computation of the singular // vectors. It has the decimal expansion AB with the following meaning: // A = 0, do not compute the left singular vectors. // A = 1, return the M left singular vectors in U. // A >= 2, return the first min(M,N) singular vectors in U. // B = 0, do not compute the right singular vectors. // B = 1, return the right singular vectors in V. // // Output, int *DSVDC, status indicator INFO. // The singular values (and their corresponding singular vectors) // S(*INFO+1), S(*INFO+2),...,S(MN) are correct. Here MN = min ( M, N ). // Thus if *INFO is 0, all the singular values and their vectors are // correct. In any event, the matrix B = U' * A * V is the bidiagonal // matrix with the elements of S on its diagonal and the elements of E on // its superdiagonal. Thus the singular values of A and B are the same. // { double b; double c; double cs; double el; double emm1; double f; double g; int i; int info; int iter; int j; int jobu; int k; int kase; int kk; int l; int ll; int lls; int ls; int lu; int maxit = 30; int mm; int mm1; int mn; int nct; int nctp1; int ncu; int nrt; int nrtp1; double scale; double shift; double sl; double sm; double smm1; double sn; double t; double t1; double test; bool wantu; bool wantv; double ztest; // // Determine what is to be computed. // info = 0; wantu = false; wantv = false; jobu = ( job % 100 ) / 10; if ( 1 < jobu ) { ncu = i4_min ( m, n ); } else { ncu = m; } if ( jobu != 0 ) { wantu = true; } if ( ( job % 10 ) != 0 ) { wantv = true; } // // Reduce A to bidiagonal form, storing the diagonal elements // in S and the super-diagonal elements in E. // nct = i4_min ( m-1, n ); nrt = i4_max ( 0, i4_min ( m, n-2 ) ); lu = i4_max ( nct, nrt ); for ( l = 1; l <= lu; l++ ) { // // Compute the transformation for the L-th column and // place the L-th diagonal in S(L). // if ( l <= nct ) { s[l-1] = dnrm2 ( m-l+1, a+l-1+(l-1)*lda, 1 ); if ( s[l-1] != 0.0 ) { if ( a[l-1+(l-1)*lda] != 0.0 ) { s[l-1] = r8_sign ( a[l-1+(l-1)*lda] ) * fabs ( s[l-1] ); } dscal ( m-l+1, 1.0 / s[l-1], a+l-1+(l-1)*lda, 1 ); a[l-1+(l-1)*lda] = 1.0 + a[l-1+(l-1)*lda]; } s[l-1] = -s[l-1]; } for ( j = l+1; j <= n; j++ ) { // // Apply the transformation. // if ( l <= nct && s[l-1] != 0.0 ) { t = - ddot ( m-l+1, a+l-1+(l-1)*lda, 1, a+l-1+(j-1)*lda, 1 ) / a[l-1+(l-1)*lda]; daxpy ( m-l+1, t, a+l-1+(l-1)*lda, 1, a+l-1+(j-1)*lda, 1 ); } // // Place the L-th row of A into E for the // subsequent calculation of the row transformation. // e[j-1] = a[l-1+(j-1)*lda]; } // // Place the transformation in U for subsequent back multiplication. // if ( wantu && l <= nct ) { for ( i = l; i <= m; i++ ) { u[i-1+(l-1)*ldu] = a[i-1+(l-1)*lda]; } } if ( l <= nrt ) { // // Compute the L-th row transformation and place the // L-th superdiagonal in E(L). // e[l-1] = dnrm2 ( n-l, e+l, 1 ); if ( e[l-1] != 0.0 ) { if ( e[l] != 0.0 ) { e[l-1] = r8_sign ( e[l] ) * fabs ( e[l-1] ); } dscal ( n-l, 1.0 / e[l-1], e+l, 1 ); e[l] = 1.0 + e[l]; } e[l-1] = -e[l-1]; // // Apply the transformation. // if ( l+1 <= m && e[l-1] != 0.0 ) { for ( j = l+1; j <= m; j++ ) { work[j-1] = 0.0; } for ( j = l+1; j <= n; j++ ) { daxpy ( m-l, e[j-1], a+l+(j-1)*lda, 1, work+l, 1 ); } for ( j = l+1; j <= n; j++ ) { daxpy ( m-l, -e[j-1]/e[l], work+l, 1, a+l+(j-1)*lda, 1 ); } } // // Place the transformation in V for subsequent back multiplication. // if ( wantv ) { for ( j = l+1; j <= n; j++ ) { v[j-1+(l-1)*ldv] = e[j-1]; } } } } // // Set up the final bidiagonal matrix of order MN. // mn = i4_min ( m + 1, n ); nctp1 = nct + 1; nrtp1 = nrt + 1; if ( nct < n ) { s[nctp1-1] = a[nctp1-1+(nctp1-1)*lda]; } if ( m < mn ) { s[mn-1] = 0.0; } if ( nrtp1 < mn ) { e[nrtp1-1] = a[nrtp1-1+(mn-1)*lda]; } e[mn-1] = 0.0; // // If required, generate U. // if ( wantu ) { for ( i = 1; i <= m; i++ ) { for ( j = nctp1; j <= ncu; j++ ) { u[(i-1)+(j-1)*ldu] = 0.0; } } for ( j = nctp1; j <= ncu; j++ ) { u[j-1+(j-1)*ldu] = 1.0; } for ( ll = 1; ll <= nct; ll++ ) { l = nct - ll + 1; if ( s[l-1] != 0.0 ) { for ( j = l+1; j <= ncu; j++ ) { t = - ddot ( m-l+1, u+(l-1)+(l-1)*ldu, 1, u+(l-1)+(j-1)*ldu, 1 ) / u[l-1+(l-1)*ldu]; daxpy ( m-l+1, t, u+(l-1)+(l-1)*ldu, 1, u+(l-1)+(j-1)*ldu, 1 ); } dscal ( m-l+1, -1.0, u+(l-1)+(l-1)*ldu, 1 ); u[l-1+(l-1)*ldu] = 1.0 + u[l-1+(l-1)*ldu]; for ( i = 1; i <= l-1; i++ ) { u[i-1+(l-1)*ldu] = 0.0; } } else { for ( i = 1; i <= m; i++ ) { u[i-1+(l-1)*ldu] = 0.0; } u[l-1+(l-1)*ldu] = 1.0; } } } // // If it is required, generate V. // if ( wantv ) { for ( ll = 1; ll <= n; ll++ ) { l = n - ll + 1; if ( l <= nrt && e[l-1] != 0.0 ) { for ( j = l+1; j <= n; j++ ) { t = - ddot ( n-l, v+l+(l-1)*ldv, 1, v+l+(j-1)*ldv, 1 ) / v[l+(l-1)*ldv]; daxpy ( n-l, t, v+l+(l-1)*ldv, 1, v+l+(j-1)*ldv, 1 ); } } for ( i = 1; i <= n; i++ ) { v[i-1+(l-1)*ldv] = 0.0; } v[l-1+(l-1)*ldv] = 1.0; } } // // Main iteration loop for the singular values. // mm = mn; iter = 0; while ( 0 < mn ) { // // If too many iterations have been performed, set flag and return. // if ( maxit <= iter ) { info = mn; return info; } // // This section of the program inspects for // negligible elements in the S and E arrays. // // On completion the variables KASE and L are set as follows: // // KASE = 1 if S(MN) and E(L-1) are negligible and L < MN // KASE = 2 if S(L) is negligible and L < MN // KASE = 3 if E(L-1) is negligible, L < MN, and // S(L), ..., S(MN) are not negligible (QR step). // KASE = 4 if E(MN-1) is negligible (convergence). // for ( ll = 1; ll <= mn; ll++ ) { l = mn - ll; if ( l == 0 ) { break; } test = fabs ( s[l-1] ) + fabs ( s[l] ); ztest = test + fabs ( e[l-1] ); if ( ztest == test ) { e[l-1] = 0.0; break; } } if ( l == mn - 1 ) { kase = 4; } else { for ( lls = l + 1; lls <= mn + 1; lls++ ) { ls = mn - lls + l + 1; if ( ls == l ) { break; } test = 0.0; if ( ls != mn ) { test = test + fabs ( e[ls-1] ); } if ( ls != l + 1 ) { test = test + fabs ( e[ls-2] ); } ztest = test + fabs ( s[ls-1] ); if ( ztest == test ) { s[ls-1] = 0.0; break; } } if ( ls == l ) { kase = 3; } else if ( ls == mn ) { kase = 1; } else { kase = 2; l = ls; } } l = l + 1; // // Deflate negligible S(MN). // if ( kase == 1 ) { mm1 = mn - 1; f = e[mn-2]; e[mn-2] = 0.0; for ( kk = 1; kk <= mm1; kk++ ) { k = mm1 - kk + l; t1 = s[k-1]; drotg ( &t1, &f, &cs, &sn ); s[k-1] = t1; if ( k != l ) { f = -sn * e[k-2]; e[k-2] = cs * e[k-2]; } if ( wantv ) { drot ( n, v+0+(k-1)*ldv, 1, v+0+(mn-1)*ldv, 1, cs, sn ); } } } // // Split at negligible S(L). // else if ( kase == 2 ) { f = e[l-2]; e[l-2] = 0.0; for ( k = l; k <= mn; k++ ) { t1 = s[k-1]; drotg ( &t1, &f, &cs, &sn ); s[k-1] = t1; f = - sn * e[k-1]; e[k-1] = cs * e[k-1]; if ( wantu ) { drot ( m, u+0+(k-1)*ldu, 1, u+0+(l-2)*ldu, 1, cs, sn ); } } } // // Perform one QR step. // else if ( kase == 3 ) { // // Calculate the shift. // scale = fmax ( fabs ( s[mn-1] ), fmax ( fabs ( s[mn-2] ), fmax ( fabs ( e[mn-2] ), fmax ( fabs ( s[l-1] ), fabs ( e[l-1] ) ) ) ) ); sm = s[mn-1] / scale; smm1 = s[mn-2] / scale; emm1 = e[mn-2] / scale; sl = s[l-1] / scale; el = e[l-1] / scale; b = ( ( smm1 + sm ) * ( smm1 - sm ) + emm1 * emm1 ) / 2.0; c = ( sm * emm1 ) * ( sm * emm1 ); shift = 0.0; if ( b != 0.0 || c != 0.0 ) { shift = sqrt ( b * b + c ); if ( b < 0.0 ) { shift = -shift; } shift = c / ( b + shift ); } f = ( sl + sm ) * ( sl - sm ) - shift; g = sl * el; // // Chase zeros. // mm1 = mn - 1; for ( k = l; k <= mm1; k++ ) { drotg ( &f, &g, &cs, &sn ); if ( k != l ) { e[k-2] = f; } f = cs * s[k-1] + sn * e[k-1]; e[k-1] = cs * e[k-1] - sn * s[k-1]; g = sn * s[k]; s[k] = cs * s[k]; if ( wantv ) { drot ( n, v+0+(k-1)*ldv, 1, v+0+k*ldv, 1, cs, sn ); } drotg ( &f, &g, &cs, &sn ); s[k-1] = f; f = cs * e[k-1] + sn * s[k]; s[k] = -sn * e[k-1] + cs * s[k]; g = sn * e[k]; e[k] = cs * e[k]; if ( wantu && k < m ) { drot ( m, u+0+(k-1)*ldu, 1, u+0+k*ldu, 1, cs, sn ); } } e[mn-2] = f; iter = iter + 1; } // // Convergence. // else if ( kase == 4 ) { // // Make the singular value nonnegative. // if ( s[l-1] < 0.0 ) { s[l-1] = -s[l-1]; if ( wantv ) { dscal ( n, -1.0, v+0+(l-1)*ldv, 1 ); } } // // Order the singular value. // for ( ; ; ) { if ( l == mm ) { break; } if ( s[l] <= s[l-1] ) { break; } t = s[l-1]; s[l-1] = s[l]; s[l] = t; if ( wantv && l < n ) { dswap ( n, v+0+(l-1)*ldv, 1, v+0+l*ldv, 1 ); } if ( wantu && l < m ) { dswap ( m, u+0+(l-1)*ldu, 1, u+0+l*ldu, 1 ); } l = l + 1; } iter = 0; mn = mn - 1; } } return info; } //****************************************************************************80 void dswap ( int n, double x[], int incx, double y[], int incy ) //****************************************************************************80 // // Purpose: // // DSWAP interchanges two vectors. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 May 2005 // // Author: // // Original FORTRAN77 version by Charles Lawson, Richard Hanson, // David Kincaid, Fred Krogh. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, // Basic Linear Algebra Subprograms for Fortran Usage, // Algorithm 539, // ACM Transactions on Mathematical Software, // Volume 5, Number 3, September 1979, pages 308-323. // // Parameters: // // Input, int N, the number of entries in the vectors. // // Input/output, double X[*], one of the vectors to swap. // // Input, int INCX, the increment between successive entries of X. // // Input/output, double Y[*], one of the vectors to swap. // // Input, int INCY, the increment between successive elements of Y. // { int i; int ix; int iy; int m; double temp; if ( n <= 0 ) { } else if ( incx == 1 && incy == 1 ) { m = n % 3; for ( i = 0; i < m; i++ ) { temp = x[i]; x[i] = y[i]; y[i] = temp; } for ( i = m; i < n; i = i + 3 ) { temp = x[i]; x[i] = y[i]; y[i] = temp; temp = x[i+1]; x[i+1] = y[i+1]; y[i+1] = temp; temp = x[i+2]; x[i+2] = y[i+2]; y[i+2] = temp; } } else { if ( 0 <= incx ) { ix = 0; } else { ix = ( - n + 1 ) * incx; } if ( 0 <= incy ) { iy = 0; } else { iy = ( - n + 1 ) * incy; } for ( i = 0; i < n; i++ ) { temp = x[ix]; x[ix] = y[iy]; y[iy] = temp; ix = ix + incx; iy = iy + incy; } } return; } //****************************************************************************80 int file_column_count ( string filename ) //****************************************************************************80 // // Purpose: // // FILE_COLUMN_COUNT counts the columns in the first line of a file. // // Discussion: // // The file is assumed to be a simple text file. // // Most lines of the file are presumed to consist of COLUMN_NUM words, // separated by spaces. There may also be some blank lines, and some // comment lines, which have a "#" in column 1. // // The routine tries to find the first non-comment non-blank line and // counts the number of words in that line. // // If all lines are blanks or comments, it goes back and tries to analyze // a comment line. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 05 July 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string FILENAME, the name of the file. // // Output, int FILE_COLUMN_COUNT, the number of columns assumed // to be in the file. // { int column_num; ifstream input; bool got_one; string text; // // Open the file. // input.open ( filename.c_str ( ) ); if ( !input ) { column_num = -1; cerr << "\n"; cerr << "FILE_COLUMN_COUNT - Fatal error!\n"; cerr << " Could not open the file:\n"; cerr << " \"" << filename << "\"\n"; exit ( 1 ); } // // Read one line, but skip blank lines and comment lines. // got_one = false; for ( ; ; ) { getline ( input, text ); if ( input.eof ( ) ) { break; } if ( s_len_trim ( text ) <= 0 ) { continue; } if ( text[0] == '#' ) { continue; } got_one = true; break; } if ( !got_one ) { input.close ( ); input.open ( filename.c_str ( ) ); for ( ; ; ) { input >> text; if ( input.eof ( ) ) { break; } if ( s_len_trim ( text ) == 0 ) { continue; } got_one = true; break; } } input.close ( ); if ( !got_one ) { cerr << "\n"; cerr << "FILE_COLUMN_COUNT - Warning!\n"; cerr << " The file does not seem to contain any data.\n"; return -1; } column_num = s_word_count ( text ); return column_num; } //****************************************************************************80 int file_row_count ( string input_filename ) //****************************************************************************80 // // Purpose: // // FILE_ROW_COUNT counts the number of row records in a file. // // Discussion: // // It does not count lines that are blank, or that begin with a // comment symbol '#'. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 23 February 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string INPUT_FILENAME, the name of the input file. // // Output, int FILE_ROW_COUNT, the number of rows found. // { int comment_num; ifstream input; string line; int record_num; int row_num; row_num = 0; comment_num = 0; record_num = 0; input.open ( input_filename.c_str ( ) ); if ( !input ) { cerr << "\n"; cerr << "FILE_ROW_COUNT - Fatal error!\n"; cerr << " Could not open the input file: \"" << input_filename << "\"\n"; exit ( 1 ); } for ( ; ; ) { getline ( input, line ); if ( input.eof ( ) ) { break; } record_num = record_num + 1; if ( line[0] == '#' ) { comment_num = comment_num + 1; continue; } if ( s_len_trim ( line ) == 0 ) { comment_num = comment_num + 1; continue; } row_num = row_num + 1; } input.close ( ); return row_num; } //****************************************************************************80 int i4_max ( int i1, int i2 ) //****************************************************************************80 // // Purpose: // // I4_MAX returns the maximum of two I4's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 October 1998 // // Author: // // John Burkardt // // Parameters: // // Input, int I1, I2, are two integers to be compared. // // Output, int I4_MAX, the larger of I1 and I2. // { int value; if ( i2 < i1 ) { value = i1; } else { value = i2; } return value; } //****************************************************************************80 int i4_min ( int i1, int i2 ) //****************************************************************************80 // // Purpose: // // I4_MIN returns the minimum of two I4's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 October 1998 // // Author: // // John Burkardt // // Parameters: // // Input, int I1, I2, two integers to be compared. // // Output, int I4_MIN, the smaller of I1 and I2. // { int value; if ( i1 < i2 ) { value = i1; } else { value = i2; } return value; } //****************************************************************************80 double fabs ( double x ) //****************************************************************************80 // // Purpose: // // fabs returns the absolute value of a R8. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 April 2005 // // Author: // // John Burkardt // // Parameters: // // Input, double X, the quantity whose absolute value is desired. // // Output, double fabs, the absolute value of X. // { double value; if ( 0.0 <= x ) { value = x; } else { value = -x; } return value; } //****************************************************************************80 double r8_sign ( double x ) //****************************************************************************80 // // Purpose: // // R8_SIGN returns the sign of a R8. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 18 October 2004 // // Author: // // John Burkardt // // Parameters: // // Input, double X, the number whose sign is desired. // // Output, double R8_SIGN, the sign of X. // { double value; if ( x < 0.0 ) { value = -1.0; } else { value = 1.0; } return value; } //****************************************************************************80 void r8col_normalize_li ( int m, int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8COL_NORMALIZE_LI normalizes an R8COL with the column infinity norm. // // Discussion: // // Each column is scaled so that the entry of maximum norm has the value 1. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 08 February 2012 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the number of rows and columns. // // Input/output, double A[M*N], the array to be normalized. // { double c; int i; int j; for ( j = 0; j < n; j++ ) { c = a[0+j*m]; for ( i = 1; i < m; i++ ) { if ( fabs ( c ) < fabs ( a[i+j*m] ) ) { c = a[i+j*m]; } } if ( c != 0.0 ) { for ( i = 0; i < m; i++ ) { a[i+m*j] = a[i+m*j] / c; } } } return; } //****************************************************************************80 void r8col_reverse ( int m, int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8COL_REVERSE reverses the order of the columns of an R8COL. // // Discussion: // // To reverse the columns is to start with something like // // 11 12 13 14 15 // 21 22 23 24 25 // 31 32 33 34 35 // 41 42 43 44 45 // 51 52 53 54 55 // // and return // // 15 14 13 12 11 // 25 24 23 22 21 // 35 34 33 32 31 // 45 44 43 42 41 // 55 54 53 52 51 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 06 May 2013 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the number of rows and columns. // // Input/output, double A[M*N], the matrix whose columns are to be flipped. // { int i; int j; double t; for ( i = 0; i < m; i++ ) { for ( j = 0; j < ( n / 2 ); j++ ) { t = a[i+ j *m]; a[i+ j *m] = a[i+(n-1-j)*m]; a[i+(n-1-j)*m] = t; } } return; } //****************************************************************************80 double *r8mat_data_read ( string input_filename, int m, int n ) //****************************************************************************80 // // Purpose: // // R8MAT_DATA_READ reads the data from an R8MAT file. // // Discussion: // // An R8MAT is an array of R8's. // // The file is assumed to contain one record per line. // // Records beginning with '#' are comments, and are ignored. // Blank lines are also ignored. // // Each line that is not ignored is assumed to contain exactly (or at least) // M real numbers, representing the coordinates of a point. // // There are assumed to be exactly (or at least) N such records. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 23 February 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string INPUT_FILENAME, the name of the input file. // // Input, int M, the number of spatial dimensions. // // Input, int N, the number of points. The program // will stop reading data once N values have been read. // // Output, double R8MAT_DATA_READ[M*N], the data. // { bool error; ifstream input; int i; int j; string line; double *table; double *x; input.open ( input_filename.c_str ( ) ); if ( !input ) { cerr << "\n"; cerr << "R8MAT_DATA_READ - Fatal error!\n"; cerr << " Could not open the input file: \"" << input_filename << "\"\n"; exit ( 1 ); } table = new double[m*n]; x = new double[m]; j = 0; while ( j < n ) { getline ( input, line ); if ( input.eof ( ) ) { break; } if ( line[0] == '#' || s_len_trim ( line ) == 0 ) { continue; } error = s_to_r8vec ( line, m, x ); if ( error ) { continue; } for ( i = 0; i < m; i++ ) { table[i+j*m] = x[i]; } j = j + 1; } input.close ( ); delete [] x; return table; } //****************************************************************************80 void r8mat_header_read ( string input_filename, int *m, int *n ) //****************************************************************************80 // // Purpose: // // R8MAT_HEADER_READ reads the header from an R8MAT file. // // Discussion: // // An R8MAT is an array of R8's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 23 February 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string INPUT_FILENAME, the name of the input file. // // Output, int *M, the number of spatial dimensions. // // Output, int *N, the number of points. // { *m = file_column_count ( input_filename ); if ( *m <= 0 ) { cerr << "\n"; cerr << "R8MAT_HEADER_READ - Fatal error!\n"; cerr << " FILE_COLUMN_COUNT failed.\n"; exit ( 1 ); } *n = file_row_count ( input_filename ); if ( *n <= 0 ) { cerr << "\n"; cerr << "R8MAT_HEADER_READ - Fatal error!\n"; cerr << " FILE_ROW_COUNT failed.\n"; exit ( 1 ); } return; } //****************************************************************************80 double *r8mat_mm_new ( int n1, int n2, int n3, double a[], double b[] ) //****************************************************************************80 // // Purpose: // // R8MAT_MM_NEW multiplies two matrices. // // Discussion: // // An R8MAT is a doubly dimensioned array of R8 values, stored as a vector // in column-major order. // // For this routine, the result is returned as the function value. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 18 October 2005 // // Author: // // John Burkardt // // Parameters: // // Input, int N1, N2, N3, the order of the matrices. // // Input, double A[N1*N2], double B[N2*N3], the matrices to multiply. // // Output, double R8MAT_MM_NEW[N1*N3], the product matrix C = A * B. // { double *c; int i; int j; int k; c = new double[n1*n3]; for ( i = 0; i < n1; i++ ) { for ( j = 0; j < n3; j++ ) { c[i+j*n1] = 0.0; for ( k = 0; k < n2; k++ ) { c[i+j*n1] = c[i+j*n1] + a[i+k*n1] * b[k+j*n2]; } } } return c; } //****************************************************************************80 double *r8mat_mmt_new ( int n1, int n2, int n3, double a[], double b[] ) //****************************************************************************80 // // Purpose: // // R8MAT_MMT_NEW computes C = A * B'. // // Discussion: // // An R8MAT is a doubly dimensioned array of R8 values, stored as a vector // in column-major order. // // For this routine, the result is returned as the function value. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 November 2012 // // Author: // // John Burkardt // // Parameters: // // Input, int N1, N2, N3, the order of the matrices. // // Input, double A[N1*N2], double B[N3*N2], the matrices to multiply. // // Output, double R8MAT_MTM_NEW[N1*N3], the product matrix C = A * B'. // { double *c; int i; int j; int k; c = new double[n1*n3]; for ( i = 0; i < n1; i++ ) { for ( j = 0; j < n3; j++ ) { c[i+j*n1] = 0.0; for ( k = 0; k < n2; k++ ) { c[i+j*n1] = c[i+j*n1] + a[i+k*n1] * b[j+k*n3]; } } } return c; } //****************************************************************************80 void r8mat_print ( int m, int n, double a[], string title ) //****************************************************************************80 // // Purpose: // // R8MAT_PRINT prints an R8MAT, with an optional title. // // Discussion: // // An R8MAT is an array of R8's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 29 August 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows in A. // // Input, int N, the number of columns in A. // // Input, double A[M*N], the M by N matrix. // // Input, string TITLE, a title. // { r8mat_print_some ( m, n, a, 1, 1, m, n, title ); return; } //****************************************************************************80 void r8mat_print_some ( int m, int n, double a[], int ilo, int jlo, int ihi, int jhi, string title ) //****************************************************************************80 // // Purpose: // // R8MAT_PRINT_SOME prints some of an R8MAT. // // Discussion: // // An R8MAT is an array of R8's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 09 April 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows of the matrix. // M must be positive. // // Input, int N, the number of columns of the matrix. // N must be positive. // // Input, double A[M*N], the matrix. // // Input, int ILO, JLO, IHI, JHI, designate the first row and // column, and the last row and column to be printed. // // Input, string TITLE, a title. { # define INCX 5 int i; int i2hi; int i2lo; int j; int j2hi; int j2lo; cout << "\n"; cout << title << "\n"; // // Print the columns of the matrix, in strips of 5. // for ( j2lo = jlo; j2lo <= jhi; j2lo = j2lo + INCX ) { j2hi = j2lo + INCX - 1; j2hi = i4_min ( j2hi, n ); j2hi = i4_min ( j2hi, jhi ); cout << "\n"; // // For each column J in the current range... // // Write the header. // cout << " Col: "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(7) << j << " "; } cout << "\n"; cout << " Row\n"; cout << " ---\n"; // // Determine the range of the rows in this strip. // i2lo = i4_max ( ilo, 1 ); i2hi = i4_min ( ihi, m ); for ( i = i2lo; i <= i2hi; i++ ) { // // Print out (up to) 5 entries in row I, that lie in the current strip. // cout << setw(5) << i << " "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(12) << a[i-1+(j-1)*m] << " "; } cout << "\n"; } } return; # undef INCX } //****************************************************************************80 void r8mat_svd_linpack ( int m, int n, double a[], double u[], double s[], double v[] ) //****************************************************************************80 // // Purpose: // // R8MAT_SVD_LINPACK gets the SVD of a matrix using a call to LINPACK. // // Discussion: // // The singular value decomposition of a real MxN matrix A has the form: // // A = U * S * V' // // where // // U is MxM orthogonal, // S is MxN, and entirely zero except for the diagonal; // V is NxN orthogonal. // // Moreover, the nonzero entries of S are positive, and appear // in order, from largest magnitude to smallest. // // This routine calls the LINPACK routine DSVDC to compute the // factorization. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 14 September 2006 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the number of rows and columns in the matrix A. // // Input, double A[M*N], the matrix whose singular value // decomposition we are investigating. // // Output, double U[M*M], S[M*N], V[N*N], the factors // that form the singular value decomposition of A. // { double *a_copy; double *e; int i; int info; int j; int lda; int ldu; int ldv; int job; double *sdiag; double *work; // // The correct size of E and SDIAG is min ( m+1, n). // a_copy = new double[m*n]; e = new double[m+n]; sdiag = new double[m+n]; work = new double[m]; // // Compute the eigenvalues and eigenvectors. // job = 11; lda = m; ldu = m; ldv = n; // // The input matrix is destroyed by the routine. Since we need to keep // it around, we only pass a copy to the routine. // for ( j = 0; j < n; j++ ) { for ( i = 0; i < m; i++ ) { a_copy[i+j*m] = a[i+j*m]; } } info = dsvdc ( a_copy, lda, m, n, sdiag, e, u, ldu, v, ldv, work, job ); if ( info != 0 ) { cout << "\n"; cout << "R8MAT_SVD_LINPACK - Failure!\n"; cout << " The SVD could not be calculated.\n"; cout << " LINPACK routine DSVDC returned a nonzero\n"; cout << " value of the error flag, INFO = " << info << "\n"; return; } // // Make the MxN matrix S from the diagonal values in SDIAG. // for ( j = 0; j < n; j++ ) { for ( i = 0; i < m; i++ ) { if ( i == j ) { s[i+j*m] = sdiag[i]; } else { s[i+j*m] = 0.0; } } } // // Note that we do NOT need to transpose the V that comes out of LINPACK! // delete [] a_copy; delete [] e; delete [] sdiag; delete [] work; return; } //****************************************************************************80 double *r8mat_svd_low_rank ( int m, int n, int r, double u[], double s[], double v[] ) //****************************************************************************80 // // Purpose: // // R8MAT_SVD_LOW_RANK forms a rank R approximation using the SVD. // // Discussion: // // The singular value decomposition of a real MxN matrix A has the form: // // A = U * S * V' // // where // // U is MxM orthogonal, // S is MxN, and entirely zero except for the diagonal; // V is NxN orthogonal. // // For R <= min ( M, N ), we can form a rank R approximation to A: // // Ar = Ur * Sr * Vr' // // where // // Ur is MxR orthogonal, // Sr is RxR, and entirely zero except for the diagonal; // Vr is NxR orthogonal. // // Strictly speaking, we use RM = min ( R, M ), RN = min ( R, N ): // // Ur is M x RM, // Sr is RM x RN, // Vr is N x RN // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 09 May 2013 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the number of rows and columns in the matrix A. // // Input, int R, the desired rank of the approximation. // // Input, double U[M*M], S[M*N], V[N*N], the factors // that form the singular value decomposition of A. // // Output, double R8MAT_SVD_LOW_RANK[M*N], the rank R SVD approximation to A. // { int i; int j; int rm; int rn; double *s1; double *sv1; double *u1; double *usv1; double *v1; rm = i4_min ( m, r ); rn = i4_min ( n, r ); u1 = new double[m*rm]; s1 = new double[rm*rn]; v1 = new double[n*rn]; for ( j = 0; j < rn; j++ ) { for ( i = 0; i < rm; i++ ) { s1[i+j*rm] = s[i+j*m]; } } for ( j = 0; j < rn; j++ ) { for ( i = 0; i < n; i++ ) { v1[i+j*n] = v[i+j*n]; } } for ( j = 0; j < rm; j++ ) { for ( i = 0; i < m; i++ ) { u1[i+j*m] = u[i+j*m]; } } sv1 = r8mat_mmt_new ( rm, rn, n, s1, v1 ); usv1 = r8mat_mm_new ( m, rm, n, u1, sv1 ); delete [] s1; delete [] sv1; delete [] u1; delete [] v1; return usv1; } //****************************************************************************80 void r8row_reverse ( int m, int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8ROW_REVERSE reverses the order of the rows of an R8MAT. // // Discussion: // // To reverse the rows is to start with something like // // 11 12 13 14 15 // 21 22 23 24 25 // 31 32 33 34 35 // 41 42 43 44 45 // 51 52 53 54 55 // // and return // // 51 52 53 54 55 // 41 42 43 44 45 // 31 32 33 34 35 // 21 22 23 24 25 // 11 12 13 14 15 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 06 May 2013 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the number of rows and columns. // // Input/output, double A[M*N], the matrix whose rows are to be flipped. // { int i; int j; double t; for ( j = 0; j < n; j++ ) { for ( i = 0; i < ( m / 2 ); i++ ) { t = a[ i+j*m]; a[ i+j*m] = a[m-1-i+j*m]; a[m-1-i+j*m] = t; } } return; } //****************************************************************************80 double *r8vec_cum0_new ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8VEC_CUM0_NEW computes the cumulutive sums of an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Input: // // A = { 1.0, 2.0, 3.0, 4.0 } // // Output: // // A_CUM = { 0.0, 1.0, 3.0, 6.0, 10.0 } // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 07 May 2012 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, double A[N], the vector to be summed. // // Output, double R8VEC_CUM0_NEW[N+1], the cumulative sums. // { double *a_cum; int i; a_cum = new double[n+1]; a_cum[0] = 0.0; for ( i = 1; i <= n; i++ ) { a_cum[i] = a_cum[i-1] + a[i-1]; } return a_cum; } //****************************************************************************80 void r8vec_print ( int n, double a[], string title ) //****************************************************************************80 // // Purpose: // // R8VEC_PRINT prints an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 16 August 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of components of the vector. // // Input, double A[N], the vector to be printed. // // Input, string TITLE, a title. // { int i; cout << "\n"; cout << title << "\n"; cout << "\n"; for ( i = 0; i < n; i++ ) { cout << " " << setw(8) << i << ": " << setw(14) << a[i] << "\n"; } return; } //****************************************************************************80 double r8vec_sum ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8VEC_SUM returns the sum of an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 15 October 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, double A[N], the vector. // // Output, double R8VEC_SUM, the sum of the vector. // { int i; double value; value = 0.0; for ( i = 0; i < n; i++ ) { value = value + a[i]; } return value; } //****************************************************************************80 int s_len_trim ( string s ) //****************************************************************************80 // // Purpose: // // S_LEN_TRIM returns the length of a string to the last nonblank. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 05 July 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string S, a string. // // Output, int S_LEN_TRIM, the length of the string to the last nonblank. // If S_LEN_TRIM is 0, then the string is entirely blank. // { int n; n = s.length ( ); while ( 0 < n ) { if ( s[n-1] != ' ' ) { return n; } n = n - 1; } return n; } //****************************************************************************80 double s_to_r8 ( string s, int *lchar, bool *error ) //****************************************************************************80 // // Purpose: // // S_TO_R8 reads an R8 from a string. // // Discussion: // // This routine will read as many characters as possible until it reaches // the end of the string, or encounters a character which cannot be // part of the real number. // // Legal input is: // // 1 blanks, // 2 '+' or '-' sign, // 2.5 spaces // 3 integer part, // 4 decimal point, // 5 fraction part, // 6 'E' or 'e' or 'D' or 'd', exponent marker, // 7 exponent sign, // 8 exponent integer part, // 9 exponent decimal point, // 10 exponent fraction part, // 11 blanks, // 12 final comma or semicolon. // // with most quantities optional. // // Example: // // S R // // '1' 1.0 // ' 1 ' 1.0 // '1A' 1.0 // '12,34,56' 12.0 // ' 34 7' 34.0 // '-1E2ABCD' -100.0 // '-1X2ABCD' -1.0 // ' 2E-1' 0.2 // '23.45' 23.45 // '-4.2E+2' -420.0 // '17d2' 1700.0 // '-14e-2' -0.14 // 'e2' 100.0 // '-12.73e-9.23' -12.73 * 10.0^(-9.23) // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 05 July 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string S, the string containing the // data to be read. Reading will begin at position 1 and // terminate at the end of the string, or when no more // characters can be read to form a legal real. Blanks, // commas, or other nonnumeric data will, in particular, // cause the conversion to halt. // // Output, int *LCHAR, the number of characters read from // the string to form the number, including any terminating // characters such as a trailing comma or blanks. // // Output, bool *ERROR, is true if an error occurred. // // Output, double S_TO_R8, the real value that was read from the string. // { char c; int ihave; int isgn; int iterm; int jbot; int jsgn; int jtop; int nchar; int ndig; double r; double rbot; double rexp; double rtop; char TAB = 9; nchar = s_len_trim ( s ); *error = false; r = 0.0; *lchar = -1; isgn = 1; rtop = 0.0; rbot = 1.0; jsgn = 1; jtop = 0; jbot = 1; ihave = 1; iterm = 0; for ( ; ; ) { c = s[*lchar+1]; *lchar = *lchar + 1; // // Blank or TAB character. // if ( c == ' ' || c == TAB ) { if ( ihave == 2 ) { } else if ( ihave == 6 || ihave == 7 ) { iterm = 1; } else if ( 1 < ihave ) { ihave = 11; } } // // Comma. // else if ( c == ',' || c == ';' ) { if ( ihave != 1 ) { iterm = 1; ihave = 12; *lchar = *lchar + 1; } } // // Minus sign. // else if ( c == '-' ) { if ( ihave == 1 ) { ihave = 2; isgn = -1; } else if ( ihave == 6 ) { ihave = 7; jsgn = -1; } else { iterm = 1; } } // // Plus sign. // else if ( c == '+' ) { if ( ihave == 1 ) { ihave = 2; } else if ( ihave == 6 ) { ihave = 7; } else { iterm = 1; } } // // Decimal point. // else if ( c == '.' ) { if ( ihave < 4 ) { ihave = 4; } else if ( 6 <= ihave && ihave <= 8 ) { ihave = 9; } else { iterm = 1; } } // // Exponent marker. // else if ( ch_eqi ( c, 'E' ) || ch_eqi ( c, 'D' ) ) { if ( ihave < 6 ) { ihave = 6; } else { iterm = 1; } } // // Digit. // else if ( ihave < 11 && '0' <= c && c <= '9' ) { if ( ihave <= 2 ) { ihave = 3; } else if ( ihave == 4 ) { ihave = 5; } else if ( ihave == 6 || ihave == 7 ) { ihave = 8; } else if ( ihave == 9 ) { ihave = 10; } ndig = ch_to_digit ( c ); if ( ihave == 3 ) { rtop = 10.0 * rtop + ( double ) ndig; } else if ( ihave == 5 ) { rtop = 10.0 * rtop + ( double ) ndig; rbot = 10.0 * rbot; } else if ( ihave == 8 ) { jtop = 10 * jtop + ndig; } else if ( ihave == 10 ) { jtop = 10 * jtop + ndig; jbot = 10 * jbot; } } // // Anything else is regarded as a terminator. // else { iterm = 1; } // // If we haven't seen a terminator, and we haven't examined the // entire string, go get the next character. // if ( iterm == 1 || nchar <= *lchar + 1 ) { break; } } // // If we haven't seen a terminator, and we have examined the // entire string, then we're done, and LCHAR is equal to NCHAR. // if ( iterm != 1 && (*lchar) + 1 == nchar ) { *lchar = nchar; } // // Number seems to have terminated. Have we got a legal number? // Not if we terminated in states 1, 2, 6 or 7! // if ( ihave == 1 || ihave == 2 || ihave == 6 || ihave == 7 ) { *error = true; return r; } // // Number seems OK. Form it. // if ( jtop == 0 ) { rexp = 1.0; } else { if ( jbot == 1 ) { rexp = pow ( 10.0, jsgn * jtop ); } else { rexp = jsgn * jtop; rexp = rexp / jbot; rexp = pow ( 10.0, rexp ); } } r = isgn * rexp * rtop / rbot; return r; } //****************************************************************************80 bool s_to_r8vec ( string s, int n, double rvec[] ) //****************************************************************************80 // // Purpose: // // S_TO_R8VEC reads an R8VEC from a string. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 05 July 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string S, the string to be read. // // Input, int N, the number of values expected. // // Output, double RVEC[N], the values read from the string. // // Output, bool S_TO_R8VEC, is true if an error occurred. // { int begin; bool error; int i; int lchar; int length; begin = 0; length = s.length ( ); error = 0; for ( i = 0; i < n; i++ ) { rvec[i] = s_to_r8 ( s.substr(begin,length), &lchar, &error ); if ( error ) { return error; } begin = begin + lchar; length = length - lchar; } return error; } //****************************************************************************80 int s_word_count ( string s ) //****************************************************************************80 // // Purpose: // // S_WORD_COUNT counts the number of "words" in a string. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 05 July 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string S, the string to be examined. // // Output, int S_WORD_COUNT, the number of "words" in the string. // Words are presumed to be separated by one or more blanks. // { bool blank; int char_count; int i; int word_count; word_count = 0; blank = true; char_count = s.length ( ); for ( i = 0; i < char_count; i++ ) { if ( isspace ( s[i] ) ) { blank = true; } else if ( blank ) { word_count = word_count + 1; blank = false; } } return word_count; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // 31 May 2001 09:45:54 AM // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 08 July 2009 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct std::tm *tm_ptr; std::time_t now; now = std::time ( NULL ); tm_ptr = std::localtime ( &now ); std::strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm_ptr ); std::cout << time_buffer << "\n"; return; # undef TIME_SIZE }