subroutine daxpy ( n, da, dx, incx, dy, incy ) c*********************************************************************72 c cc daxpy() computes constant times a vector plus a vector. c c Discussion: c c This routine uses double precision real arithmetic. c c This routine uses unrolled loops for increments equal to one. c c Modified: c c 18 December 2008 c c Author: c c Jack Dongarra c c Reference: c c Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, c Basic Linear Algebra Subprograms for FORTRAN usage, c ACM Transactions on Mathematical Software, c Volume 5, Number 3, pages 308-323, 1979. c c Parameters: c c Input, integer N, the number of elements in DX and DY. c c Input, double precision DA, the multiplier of DX. c c Input, double precision DX(*), the first vector. c c Input, integer INCX, the increment between successive entries of DX. c c Input/output, double precision DY(*), the second vector. c On output, DY(*) has been replaced by DY(*) + DA * DX(*). c c Input, integer INCY, the increment between successive entries of DY. c implicit none double precision da double precision dx(*) double precision dy(*) integer i integer incx integer incy integer ix integer iy integer m integer n if ( n .le. 0 ) then return end if if ( da .eq. 0.0d0 ) then return end if if ( incx .ne. 1 .or. incy .ne. 1 ) then if ( incx .lt. 0 ) then ix = (-n+1)*incx + 1 else ix = 1 end if if ( incy .lt. 0 ) then iy = (-n+1)*incy + 1 else iy = 1 end if do i = 1, n dy(iy) = dy(iy) + da*dx(ix) ix = ix + incx iy = iy + incy end do else m = mod(n,4) do i = 1, m dy(i) = dy(i) + da*dx(i) end do do i = m + 1, n, 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) end do end if return end function ddot ( n, dx, incx, dy, incy ) c*********************************************************************72 c cc DDOT forms the dot product of two vectors. c c Discussion: c c This routine uses double precision real arithmetic. c c This routine uses unrolled loops for increments equal to one. c c Modified: c c 07 July 2007 c c Author: c c Jack Dongarra c c Reference: c c Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, c Basic Linear Algebra Subprograms for FORTRAN usage, c ACM Transactions on Mathematical Software, c Volume 5, Number 3, pages 308-323, 1979. c c Parameters: c c Input, integer N, the number of entries in the vectors. c c Input, double precision DX(*), the first vector. c c Input, integer INCX, the increment between successive entries in DX. c c Input, double precision DY(*), the second vector. c c Input, integer INCY, the increment between successive entries in DY. c c Output, double precision DDOT, the sum of the product of the c corresponding entries of DX and DY. c implicit none double precision ddot double precision dx(*) double precision dy(*) double precision dtemp integer i integer incx integer incy integer ix integer iy integer m integer n ddot = 0.0d0 dtemp = 0.0d0 if ( n .le. 0 ) then return end if if(incx.eq.1.and.incy.eq.1)go to 20 c c code for unequal increments or equal increments not equal to 1 c if ( incx .lt. 0 ) then ix = (-n+1)*incx + 1 else ix = 1 end if if ( incy .lt. 0 ) then iy = (-n+1)*incy + 1 else iy = 1 end if do i = 1,n dtemp = dtemp + dx(ix)*dy(iy) ix = ix + incx iy = iy + incy end do ddot = dtemp return c c code for both increments equal to 1 c 20 m = mod(n,5) if( m .eq. 0 ) go to 40 do i = 1,m dtemp = dtemp + dx(i)*dy(i) end do if( n .lt. 5 ) go to 60 40 continue do i = m+1, n, 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) end do 60 ddot = dtemp return end function dnrm2 ( n, x, incx ) c*********************************************************************72 c cc DNRM2 returns the euclidean norm of a vector. c c Discussion: c c This routine uses double precision real arithmetic. c c DNRM2 ( X ) = sqrt ( X' * X ) c c Author: c c Sven Hammarling c c Reference: c c Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, c LINPACK User's Guide, c SIAM, 1979, c ISBN13: 978-0-898711-72-1, c LC: QA214.L56. c c Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, c Basic Linear Algebra Subprograms for FORTRAN usage, c ACM Transactions on Mathematical Software, c Volume 5, Number 3, pages 308-323, 1979. c c Parameters: c c Input, integer N, the number of entries in the vector. c c Input, double precision X(*), the vector whose norm is to be computed. c c Input, integer INCX, the increment between successive entries of X. c c Output, double precision DNRM2, the Euclidean norm of X. c implicit none double precision dnrm2 integer incx integer ix integer n double precision x( * ) double precision one , zero parameter ( one = 1.0d+0, zero = 0.0d+0 ) double precision absxi, norm, scale, ssq if( n.lt.1 .or. incx.lt.1 )then norm = zero else if( n.eq.1 )then norm = abs( x( 1 ) ) else scale = zero ssq = one do ix = 1, 1 + ( n - 1 )*incx, incx if( x( ix ).ne.zero )then absxi = abs( x( ix ) ) if( scale.lt.absxi )then ssq = one + ssq*( scale/absxi )**2 scale = absxi else ssq = ssq + ( absxi/scale )**2 end if end if end do norm = scale * sqrt( ssq ) end if dnrm2 = norm return end subroutine drot ( n, dx, incx, dy, incy, c, s ) c*********************************************************************72 c cc DROT applies a plane rotation. c c Discussion: c c This routine uses double precision real arithmetic. c c Modified: c c 07 July 2007 c c Author: c c Jack Dongarra c c Reference: c c Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, c Basic Linear Algebra Subprograms for FORTRAN usage, c ACM Transactions on Mathematical Software, c Volume 5, Number 3, pages 308-323, 1979. c c Parameters: c c Input, integer N, the number of entries in the vectors. c c Input/output, double precision X(*), one of the vectors to be rotated. c c Input, integer INCX, the increment between successive entries of X. c c Input/output, double precision Y(*), one of the vectors to be rotated. c c Input, integer INCY, the increment between successive elements of Y. c c Input, double precision C, S, parameters (presumably the cosine and c sine of some angle) that define a plane rotation. c implicit none double precision dtemp double precision dx(*) double precision dy(*),c,s integer i,incx,incy,ix,iy,n if(n.le.0)return if(incx.eq.1.and.incy.eq.1)go to 20 c c code for unequal increments or equal increments not equal to 1 c ix = 1 iy = 1 if(incx.lt.0)ix = (-n+1)*incx + 1 if(incy.lt.0)iy = (-n+1)*incy + 1 do i = 1,n dtemp = c*dx(ix) + s*dy(iy) dy(iy) = c*dy(iy) - s*dx(ix) dx(ix) = dtemp ix = ix + incx iy = iy + incy end do return c c code for both increments equal to 1 c 20 do i = 1,n dtemp = c*dx(i) + s*dy(i) dy(i) = c*dy(i) - s*dx(i) dx(i) = dtemp end do return end subroutine drotg ( da, db, c, s ) c*********************************************************************72 c cc DROTG constructs a Givens plane rotation. c c Discussion: c c This routine uses double precision real arithmetic. c c Given values A and B, this routine computes c c SIGMA = sign ( A ) if abs ( A ) > abs ( B ) c = sign ( B ) if abs ( A ) <= abs ( B ); c c R = SIGMA * ( A * A + B * B ); c c C = A / R if R is not 0 c = 1 if R is 0; c c S = B / R if R is not 0, c 0 if R is 0. c c The computed numbers then satisfy the equation c c ( C S ) ( A ) = ( R ) c ( -S C ) ( B ) = ( 0 ) c c The routine also computes c c Z = S if abs ( A ) > abs ( B ), c = 1 / C if abs ( A ) <= abs ( B ) and C is not 0, c = 1 if C is 0. c c The single value Z encodes C and S, and hence the rotation: c c If Z = 1, set C = 0 and S = 1; c If abs ( Z ) < 1, set C = sqrt ( 1 - Z * Z ) and S = Z; c if abs ( Z ) > 1, set C = 1/ Z and S = sqrt ( 1 - C * C ); c c Modified: c c 07 July 2007 c c Author: c c Jack Dongarra c c Reference: c c Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, c Basic Linear Algebra Subprograms for FORTRAN usage, c ACM Transactions on Mathematical Software, c Volume 5, Number 3, pages 308-323, 1979. c c Parameters: c c Input/output, double precision SA, SB. On input, SA and SB are the values c A and B. On output, SA is overwritten with R, and SB is c overwritten with Z. c c Output, double precision C, S, the cosine and sine of the c Givens rotation. c implicit none double precision c double precision da double precision db,s,roe,scale,r,z if( dabs(da) .gt. dabs(db) ) then roe = da else roe = db end if scale = dabs(da) + dabs(db) if( scale .eq. 0.0d0 ) then c = 1.0d0 s = 0.0d0 r = 0.0d0 z = 0.0d0 else r = scale*dsqrt((da/scale)**2 + (db/scale)**2) r = dsign(1.0d0,roe)*r c = da/r s = db/r z = 1.0d0 if( dabs(da) .gt. dabs(db) ) z = s if( dabs(db) .ge. dabs(da) .and. c .ne. 0.0d0 ) z = 1.0d0/c end if da = r db = z return end subroutine dscal ( n, da, dx, incx ) c*********************************************************************72 c cc DSCAL scales a vector by a constant. c c Discussion: c c This routine uses double precision real arithmetic. c c Modified: c c 07 July 2007 c c Author: c c Jack Dongarra c c Reference: c c Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, c Basic Linear Algebra Subprograms for FORTRAN usage, c ACM Transactions on Mathematical Software, c Volume 5, Number 3, pages 308-323, 1979. c c Parameters: c c Input, integer N, the number of entries in the vector. c c Input, double precision SA, the multiplier. c c Input/output, double precision X(*), the vector to be scaled. c c Input, integer INCX, the increment between successive entries of X. c implicit none double precision da double precision dx(*) integer i integer incx,m,n,nincx if( n.le.0 .or. incx.le.0 )return if(incx.eq.1)go to 20 c c code for increment not equal to 1 c nincx = n*incx do i = 1,nincx,incx dx(i) = da*dx(i) end do return c c code for increment equal to 1 c c c clean-up loop c 20 m = mod(n,5) if( m .eq. 0 ) go to 40 do i = 1,m dx(i) = da*dx(i) end do if( n .lt. 5 ) return 40 continue do i = m+1, n, 5 dx(i) = da*dx(i) dx(i + 1) = da*dx(i + 1) dx(i + 2) = da*dx(i + 2) dx(i + 3) = da*dx(i + 3) dx(i + 4) = da*dx(i + 4) end do return end subroutine dsvdc ( x, ldx, n, p, s, e, u, ldu, v, ldv, work, & job, info ) c*********************************************************************72 c cc DSVDC computes the singular value decomposition of a matrix. c c dsvdc is a subroutine to reduce a double precision nxp matrix x c by orthogonal transformations u and v to diagonal form. the c diagonal elements s(i) are the singular values of x. the c columns of u are the corresponding left singular vectors, c and the columns of v the right singular vectors. c c on entry c c x double precision(ldx,p), where ldx.ge.n. c x contains the matrix whose singular value c decomposition is to be computed. x is c destroyed by dsvdc. c c ldx integer. c ldx is the leading dimension of the array x. c c n integer. c n is the number of rows of the matrix x. c c p integer. c p is the number of columns of the matrix x. c c ldu integer. c ldu is the leading dimension of the array u. c (see below). c c ldv integer. c ldv is the leading dimension of the array v. c (see below). c c work double precision(n). c work is a scratch array. c c job integer. c job controls the computation of the singular c vectors. it has the decimal expansion ab c with the following meaning c c a.eq.0 do not compute the left singular c vectors. c a.eq.1 return the n left singular vectors c in u. c a.ge.2 return the first min(n,p) singular c vectors in u. c b.eq.0 do not compute the right singular c vectors. c b.eq.1 return the right singular vectors c in v. c c on return c c s double precision(mm), where mm=max(n+1,p). c the first min(n,p) entries of s contain the c singular values of x arranged in descending c order of magnitude. c c e double precision(mm), where mm=max(n+1,p). c e ordinarily contains zeros. however see the c discussion of info for exceptions. c c u double precision(ldu,k), where ldu.ge.n. if c joba.eq.1 then k.eq.n, if joba.ge.2 c then k.eq.min(n,p). c u contains the matrix of left singular vectors. c u is not referenced if joba.eq.0. if n.le.p c or if joba.eq.2, then u may be identified with x c in the subroutine call. c c v double precision(ldv,p), where ldv.ge.p. c v contains the matrix of right singular vectors. c v is not referenced if job.eq.0. if p.le.n, c then v may be identified with x in the c subroutine call. c c info integer. c the singular values (and their corresponding c singular vectors) s(info+1),s(info+2),...,s(m) c are correct (here m=min(n,p)). thus if c info.eq.0, all the singular values and their c vectors are correct. in any event, the matrix c b = trans(u)*x*v is the bidiagonal matrix c with the elements of s on its diagonal and the c elements of e on its super-diagonal (trans(u) c is the transpose of u). thus the singular c values of x and b are the same. c c linpack. this version dated 08/14/78 . c correction made to shift 2/84. c g.w. stewart, university of maryland, argonne national lab. c c dsvdc uses the following functions and subprograms. c c external drot c blas daxpy,ddot,dscal,dswap,dnrm2,drotg c fortran dabs,dmax1,max0,min0,mod,dsqrt c integer ldx,n,p,ldu,ldv,job,info double precision x(ldx,*),s(*),e(*),u(ldu,*),v(ldv,*),work(*) integer i,iter,j,jobu,k,kase,kk,l,ll,lls,lm1,lp1,ls,lu,m,maxit, * mm,mm1,mp1,nct,nctp1,ncu,nrt,nrtp1 double precision ddot,t double precision b,c,cs,el,emm1,f,g,dnrm2,scale,shift,sl,sm,sn, * smm1,t1,test,ztest logical wantu,wantv c c c set the maximum number of iterations. c maxit = 30 c c determine what is to be computed. c wantu = .false. wantv = .false. jobu = mod(job,100)/10 ncu = n if (jobu .gt. 1) ncu = min0(n,p) if (jobu .ne. 0) wantu = .true. if (mod(job,10) .ne. 0) wantv = .true. c c reduce x to bidiagonal form, storing the diagonal elements c in s and the super-diagonal elements in e. c info = 0 nct = min0(n-1,p) nrt = max0(0,min0(p-2,n)) lu = max0(nct,nrt) if (lu .lt. 1) go to 170 do 160 l = 1, lu lp1 = l + 1 if (l .gt. nct) go to 20 c c compute the transformation for the l-th column and c place the l-th diagonal in s(l). c s(l) = dnrm2(n-l+1,x(l,l),1) if (s(l) .eq. 0.0d0) go to 10 if (x(l,l) .ne. 0.0d0) s(l) = dsign(s(l),x(l,l)) call dscal(n-l+1,1.0d0/s(l),x(l,l),1) x(l,l) = 1.0d0 + x(l,l) 10 continue s(l) = -s(l) 20 continue if (p .lt. lp1) go to 50 do 40 j = lp1, p if (l .gt. nct) go to 30 if (s(l) .eq. 0.0d0) go to 30 c c apply the transformation. c t = -ddot(n-l+1,x(l,l),1,x(l,j),1)/x(l,l) call daxpy(n-l+1,t,x(l,l),1,x(l,j),1) 30 continue c c place the l-th row of x into e for the c subsequent calculation of the row transformation. c e(j) = x(l,j) 40 continue 50 continue if (.not.wantu .or. l .gt. nct) go to 70 c c place the transformation in u for subsequent back c multiplication. c do 60 i = l, n u(i,l) = x(i,l) 60 continue 70 continue if (l .gt. nrt) go to 150 c c compute the l-th row transformation and place the c l-th super-diagonal in e(l). c e(l) = dnrm2(p-l,e(lp1),1) if (e(l) .eq. 0.0d0) go to 80 if (e(lp1) .ne. 0.0d0) e(l) = dsign(e(l),e(lp1)) call dscal(p-l,1.0d0/e(l),e(lp1),1) e(lp1) = 1.0d0 + e(lp1) 80 continue e(l) = -e(l) if (lp1 .gt. n .or. e(l) .eq. 0.0d0) go to 120 c c apply the transformation. c do 90 i = lp1, n work(i) = 0.0d0 90 continue do 100 j = lp1, p call daxpy(n-l,e(j),x(lp1,j),1,work(lp1),1) 100 continue do 110 j = lp1, p call daxpy(n-l,-e(j)/e(lp1),work(lp1),1,x(lp1,j),1) 110 continue 120 continue if (.not.wantv) go to 140 c c place the transformation in v for subsequent c back multiplication. c do 130 i = lp1, p v(i,l) = e(i) 130 continue 140 continue 150 continue 160 continue 170 continue c c set up the final bidiagonal matrix or order m. c m = min0(p,n+1) nctp1 = nct + 1 nrtp1 = nrt + 1 if (nct .lt. p) s(nctp1) = x(nctp1,nctp1) if (n .lt. m) s(m) = 0.0d0 if (nrtp1 .lt. m) e(nrtp1) = x(nrtp1,m) e(m) = 0.0d0 c c if required, generate u. c if (.not.wantu) go to 300 if (ncu .lt. nctp1) go to 200 do 190 j = nctp1, ncu do 180 i = 1, n u(i,j) = 0.0d0 180 continue u(j,j) = 1.0d0 190 continue 200 continue if (nct .lt. 1) go to 290 do 280 ll = 1, nct l = nct - ll + 1 if (s(l) .eq. 0.0d0) go to 250 lp1 = l + 1 if (ncu .lt. lp1) go to 220 do 210 j = lp1, ncu t = -ddot(n-l+1,u(l,l),1,u(l,j),1)/u(l,l) call daxpy(n-l+1,t,u(l,l),1,u(l,j),1) 210 continue 220 continue call dscal(n-l+1,-1.0d0,u(l,l),1) u(l,l) = 1.0d0 + u(l,l) lm1 = l - 1 if (lm1 .lt. 1) go to 240 do 230 i = 1, lm1 u(i,l) = 0.0d0 230 continue 240 continue go to 270 250 continue do 260 i = 1, n u(i,l) = 0.0d0 260 continue u(l,l) = 1.0d0 270 continue 280 continue 290 continue 300 continue c c if it is required, generate v. c if (.not.wantv) go to 350 do 340 ll = 1, p l = p - ll + 1 lp1 = l + 1 if (l .gt. nrt) go to 320 if (e(l) .eq. 0.0d0) go to 320 do 310 j = lp1, p t = -ddot(p-l,v(lp1,l),1,v(lp1,j),1)/v(lp1,l) call daxpy(p-l,t,v(lp1,l),1,v(lp1,j),1) 310 continue 320 continue do 330 i = 1, p v(i,l) = 0.0d0 330 continue v(l,l) = 1.0d0 340 continue 350 continue c c main iteration loop for the singular values. c mm = m iter = 0 360 continue c c quit if all the singular values have been found. c c ...exit if (m .eq. 0) go to 620 c c if too many iterations have been performed, set c flag and return. c if (iter .lt. maxit) go to 370 info = m c ......exit go to 620 370 continue c c this section of the program inspects for c negligible elements in the s and e arrays. on c completion the variables kase and l are set as follows. c c kase = 1 if s(m) and e(l-1) are negligible and l.lt.m c kase = 2 if s(l) is negligible and l.lt.m c kase = 3 if e(l-1) is negligible, l.lt.m, and c s(l), ..., s(m) are not negligible (qr step). c kase = 4 if e(m-1) is negligible (convergence). c do 390 ll = 1, m l = m - ll c ...exit if (l .eq. 0) go to 400 test = dabs(s(l)) + dabs(s(l+1)) ztest = test + dabs(e(l)) if (ztest .ne. test) go to 380 e(l) = 0.0d0 c ......exit go to 400 380 continue 390 continue 400 continue if (l .ne. m - 1) go to 410 kase = 4 go to 480 410 continue lp1 = l + 1 mp1 = m + 1 do 430 lls = lp1, mp1 ls = m - lls + lp1 c ...exit if (ls .eq. l) go to 440 test = 0.0d0 if (ls .ne. m) test = test + dabs(e(ls)) if (ls .ne. l + 1) test = test + dabs(e(ls-1)) ztest = test + dabs(s(ls)) if (ztest .ne. test) go to 420 s(ls) = 0.0d0 c ......exit go to 440 420 continue 430 continue 440 continue if (ls .ne. l) go to 450 kase = 3 go to 470 450 continue if (ls .ne. m) go to 460 kase = 1 go to 470 460 continue kase = 2 l = ls 470 continue 480 continue l = l + 1 c c perform the task indicated by kase. c go to (490,520,540,570), kase c c deflate negligible s(m). c 490 continue mm1 = m - 1 f = e(m-1) e(m-1) = 0.0d0 do 510 kk = l, mm1 k = mm1 - kk + l t1 = s(k) call drotg(t1,f,cs,sn) s(k) = t1 if (k .eq. l) go to 500 f = -sn*e(k-1) e(k-1) = cs*e(k-1) 500 continue if (wantv) call drot(p,v(1,k),1,v(1,m),1,cs,sn) 510 continue go to 610 c c split at negligible s(l). c 520 continue f = e(l-1) e(l-1) = 0.0d0 do 530 k = l, m t1 = s(k) call drotg(t1,f,cs,sn) s(k) = t1 f = -sn*e(k) e(k) = cs*e(k) if (wantu) call drot(n,u(1,k),1,u(1,l-1),1,cs,sn) 530 continue go to 610 c c perform one qr step. c 540 continue c c calculate the shift. c scale = dmax1(dabs(s(m)),dabs(s(m-1)),dabs(e(m-1)), * dabs(s(l)),dabs(e(l))) sm = s(m)/scale smm1 = s(m-1)/scale emm1 = e(m-1)/scale sl = s(l)/scale el = e(l)/scale b = ((smm1 + sm)*(smm1 - sm) + emm1**2)/2.0d0 c = (sm*emm1)**2 shift = 0.0d0 if (b .eq. 0.0d0 .and. c .eq. 0.0d0) go to 550 shift = dsqrt(b**2+c) if (b .lt. 0.0d0) shift = -shift shift = c/(b + shift) 550 continue f = (sl + sm)*(sl - sm) + shift g = sl*el c c chase zeros. c mm1 = m - 1 do 560 k = l, mm1 call drotg(f,g,cs,sn) if (k .ne. l) e(k-1) = f f = cs*s(k) + sn*e(k) e(k) = cs*e(k) - sn*s(k) g = sn*s(k+1) s(k+1) = cs*s(k+1) if (wantv) call drot(p,v(1,k),1,v(1,k+1),1,cs,sn) call drotg(f,g,cs,sn) s(k) = f f = cs*e(k) + sn*s(k+1) s(k+1) = -sn*e(k) + cs*s(k+1) g = sn*e(k+1) e(k+1) = cs*e(k+1) if (wantu .and. k .lt. n) * call drot(n,u(1,k),1,u(1,k+1),1,cs,sn) 560 continue e(m-1) = f iter = iter + 1 go to 610 c c convergence. c 570 continue c c make the singular value positive. c if (s(l) .ge. 0.0d0) go to 580 s(l) = -s(l) if (wantv) call dscal(p,-1.0d0,v(1,l),1) 580 continue c c order the singular value. c 590 if (l .eq. mm) go to 600 c ...exit if (s(l) .ge. s(l+1)) go to 600 t = s(l) s(l) = s(l+1) s(l+1) = t if (wantv .and. l .lt. p) * call dswap(p,v(1,l),1,v(1,l+1),1) if (wantu .and. l .lt. n) * call dswap(n,u(1,l),1,u(1,l+1),1) l = l + 1 go to 590 600 continue iter = 0 m = m - 1 610 continue go to 360 620 continue return end subroutine dswap ( n, dx, incx, dy, incy ) c*********************************************************************72 c cc DSWAP interchanges two vectors. c c Discussion: c c This routine uses double precision real arithmetic. c c Modified: c c 07 July 2007 c c Author: c c Jack Dongarra c c Reference: c c Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh, c Basic Linear Algebra Subprograms for FORTRAN usage, c ACM Transactions on Mathematical Software, c Volume 5, Number 3, pages 308-323, 1979. c c Parameters: c c Input, integer N, the number of entries in the vectors. c c Input/output, double precision X(*), one of the vectors to swap. c c Input, integer INCX, the increment between successive entries of X. c c Input/output, double precision Y(*), one of the vectors to swap. c c Input, integer INCY, the increment between successive elements of Y. c implicit none double precision dx(*) double precision dy(*),dtemp integer i,incx,incy,ix,iy,m,n if(n.le.0)return if(incx.eq.1.and.incy.eq.1)go to 20 c c code for unequal increments or equal increments not equal to 1 c ix = 1 iy = 1 if(incx.lt.0)ix = (-n+1)*incx + 1 if(incy.lt.0)iy = (-n+1)*incy + 1 do i = 1,n dtemp = dx(ix) dx(ix) = dy(iy) dy(iy) = dtemp ix = ix + incx iy = iy + incy end do return c c code for both increments equal to 1 c c c clean-up loop c 20 m = mod(n,3) if( m .eq. 0 ) go to 40 do i = 1,m dtemp = dx(i) dx(i) = dy(i) dy(i) = dtemp end do if( n .lt. 3 ) return 40 continue do i = m+1, n, 3 dtemp = dx(i) dx(i) = dy(i) dy(i) = dtemp dtemp = dx(i + 1) dx(i + 1) = dy(i + 1) dy(i + 1) = dtemp dtemp = dx(i + 2) dx(i + 2) = dy(i + 2) dy(i + 2) = dtemp end do return end subroutine phi1 ( n, r, r0, v ) c*********************************************************************72 c cc PHI1 evaluates the multiquadric radial basis function. c c Licensing: c c This code is distributed under the MIT license. c c Modified: c c 30 June 2012 c c Author: c c John Burkardt c c Reference: c c William Press, Brian Flannery, Saul Teukolsky, William Vetterling, c Numerical Recipes in FORTRAN: The Art of Scientific Computing, c Third Edition, c Cambridge University Press, 2007, c ISBN13: 978-0-521-88068-8, c LC: QA297.N866. c c Parameters: c c Input, integer N, the number of points. c c Input, double precision R(N), the radial separation. c 0 < R. c c Input, double precision R0, a scale factor. c c Output, double precision V(N), the value of the radial basis function. c implicit none integer n integer i double precision r(n) double precision r0 double precision v(n) do i = 1, n v(i) = sqrt ( r(i)**2 + r0**2 ) end do return end subroutine phi2 ( n, r, r0, v ) c*********************************************************************72 c cc PHI2 evaluates the inverse multiquadric radial basis function. c c Licensing: c c This code is distributed under the MIT license. c c Modified: c c 30 June 2012 c c Author: c c John Burkardt c c Reference: c c William Press, Brian Flannery, Saul Teukolsky, William Vetterling, c Numerical Recipes in FORTRAN: The Art of Scientific Computing, c Third Edition, c Cambridge University Press, 2007, c ISBN13: 978-0-521-88068-8, c LC: QA297.N866. c c Parameters: c c Input, integer N, the number of points. c c Input, double precision R(N), the radial separation. c 0 < R. c c Input, double precision R0, a scale factor. c c Output, double precision V(N), the value of the radial basis function. c implicit none integer n integer i double precision r(n) double precision r0 double precision v(n) do i = 1, n v(i) = 1.0D+00 / sqrt ( r(i)**2 + r0**2 ) end do return end subroutine phi3 ( n, r, r0, v ) c*********************************************************************72 c cc PHI3 evaluates the thin-plate spline radial basis function. c c Discussion: c c Note that PHI3(R,R0) is negative if R < R0. Thus, for this basis function, c it may be desirable to choose a value of R0 smaller than any possible R. c c Licensing: c c This code is distributed under the MIT license. c c Modified: c c 30 June 2012 c c Author: c c John Burkardt c c Reference: c c William Press, Brian Flannery, Saul Teukolsky, William Vetterling, c Numerical Recipes in FORTRAN: The Art of Scientific Computing, c Third Edition, c Cambridge University Press, 2007, c ISBN13: 978-0-521-88068-8, c LC: QA297.N866. c c Parameters: c c Input, integer N, the number of points. c c Input, double precision R(N), the radial separation. c 0 < R. c c Input, double precision R0, a scale factor. c c Output, double precision V(N), the value of the radial basis function. c implicit none integer n integer i double precision r(n) double precision r0 double precision v(n) do i = 1, n if ( r(i) .le. 0.0D+00 ) then v(i) = 0.0D+00 else v(i) = r(i)**2 * log ( r(i) / r0 ) end if end do return end subroutine phi4 ( n, r, r0, v ) c*********************************************************************72 c cc PHI4 evaluates the gaussian radial basis function. c c Licensing: c c This code is distributed under the MIT license. c c Modified: c c 30 June 2012 c c Author: c c John Burkardt c c Reference: c c William Press, Brian Flannery, Saul Teukolsky, William Vetterling, c Numerical Recipes in FORTRAN: The Art of Scientific Computing, c Third Edition, c Cambridge University Press, 2007, c ISBN13: 978-0-521-88068-8, c LC: QA297.N866. c c Parameters: c c Input, integer N, the number of points. c c Input, double precision R(N), the radial separation. c 0 < R. c c Input, double precision R0, a scale factor. c c Output, double precision V(N), the value of the radial basis function. c implicit none integer n integer i double precision r(n) double precision r0 double precision v(n) do i = 1, n v(i) = exp ( - 0.5D+00 * r(i)**2 / r0**2 ) end do return end subroutine r8mat_solve_svd ( m, n, a, b, x ) c*********************************************************************72 c cc R8MAT_SOLVE_SVD solves a linear system A*x=b using the SVD. c c Discussion: c c When the system is determined, the solution is the solution in the c ordinary sense, and A*x = b. c c When the system is overdetermined, the solution minimizes the c L2 norm of the residual ||A*x-b||. c c When the system is underdetermined, ||A*x-b|| should be zero, and c the solution is the solution of minimum L2 norm, ||x||. c c Licensing: c c This code is distributed under the MIT license. c c Modified: c c 30 June 2012 c c Author: c c John Burkardt c c Parameters: c c Input, integer M, N, the number of rows and columns c in the matrix A. c c Input, double precision A(M,N), the matrix. c c Input, double precision B(M), the right hand side. c c Output, double precision X(N), the solution. c implicit none integer m integer n double precision a(m,n) double precision a_copy(m,n) double precision a_pseudo(n,m) double precision b(m) double precision e(max(m+1,n)) integer i integer info integer j integer k integer l integer lda integer ldu integer ldv integer job double precision s(m,n) double precision sp(n,m) double precision sdiag(max(m+1,n)) double precision u(m,m) double precision v(n,n) double precision work(m) double precision x(n) c c Compute the SVD decomposition. c job = 11 lda = m ldu = m ldv = n do j = 1, n do i = 1, m a_copy(i,j) = a(i,j) end do end do call dsvdc ( a_copy, lda, m, n, sdiag, e, u, ldu, v, ldv, work, & job, info ) if ( info .ne. 0 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'R8MAT_SOLVE_SVD - Failure!' write ( *, '(a)' ) ' The SVD could not be calculated.' write ( *, '(a)' ) ' LINPACK routine DSVDC returned a nonzero' write ( *, '(a,i8)' ) ' value of the error flag, INFO = ', info return end if do j = 1, n do i = 1, m s(i,j) = 0.0D+00 end do end do do i = 1, min ( m, n ) s(i,i) = sdiag(i) end do c c Compute the pseudo inverse. c do j = 1, m do i = 1, n sp(i,j) = 0.0D+00 end do end do do i = 1, min ( m, n ) if ( s(i,i) .ne. 0.0D+00 ) then sp(i,i) = 1.0D+00 / s(i,i) end if end do do j = 1, m do i = 1, n a_pseudo(i,j) = 0.0D+00 do k = 1, n do l = 1, m a_pseudo(i,j) = a_pseudo(i,j) + v(i,k) * sp(k,l) * u(j,l) end do end do end do end do c c Compute x = A_pseudo * b c do i = 1, n x(i) = 0.0D+00 do j = 1, m x(i) = x(i) + a_pseudo(i,j) * b(j) end do end do return end subroutine rbf_interp_nd ( m, nd, xd, r0, phi, w, ni, xi, fi ) c*********************************************************************72 c cc RBF_INTERP_ND evaluates a radial basis function interpolant. c c Licensing: c c This code is distributed under the MIT license. c c Modified: c c 30 June 2012 c c Author: c c John Burkardt c c Reference: c c William Press, Brian Flannery, Saul Teukolsky, William Vetterling, c Numerical Recipes in FORTRAN: The Art of Scientific Computing, c Third Edition, c Cambridge University Press, 2007, c ISBN13: 978-0-521-88068-8, c LC: QA297.N866. c c Parameters: c c Input, integer M, the spatial dimension. c c Input, integer ND, the number of data points. c c Input, double precision XD(M,ND), the data points. c c Input, double precision R0, a scale factor. R0 should be larger than the typical c separation between points, but smaller than the maximum separation. c The value of R0 has a significant effect on the resulting interpolant. c c Input, subroutine PHI ( N, R, R0, V ), a subroutine to evaluate the radial c basis functions. c c Input, double precision W(ND), the weights, as computed by RBF_WEIGHTS. c c Input, integer NI, the number of interpolation points. c c Input, double precision XI(M,NI), the interpolation points. c c Output, double precision FI(NI), the interpolated values. c implicit none integer m integer nd integer ni double precision fi(ni) integer i integer j external phi double precision r(nd) double precision r0 double precision v(nd) double precision w(nd) double precision xd(m,nd) double precision xi(m,ni) do i = 1, ni do j = 1, nd r(j) = sqrt ( sum ( ( xi(1:m,i) - xd(1:m,j) )**2 ) ) end do call phi ( nd, r, r0, v ) fi(i) = dot_product ( v, w ) end do return end subroutine rbf_weight ( m, nd, xd, r0, phi, fd, w ) c*********************************************************************72 c cc RBF_WEIGHT computes weights for radial basis function interpolation. c c Discussion: c c We assume that there are N (nonsingular) equations in N unknowns. c c However, it should be clear that, if we are willing to do some kind c of least squares calculation, we could allow for singularity, c inconsistency, or underdetermine systems. This could be associated c with data points that are very close or repeated, a smaller number c of data points than function values, or some other ill-conditioning c of the system arising from a peculiarity in the point spacing. c c Licensing: c c This code is distributed under the MIT license. c c Modified: c c 30 June 2012 c c Author: c c John Burkardt c c Reference: c c William Press, Brian Flannery, Saul Teukolsky, William Vetterling, c Numerical Recipes in FORTRAN: The Art of Scientific Computing, c Third Edition, c Cambridge University Press, 2007, c ISBN13: 978-0-521-88068-8, c LC: QA297.N866. c c Parameters: c c Input, integer M, the spatial dimension. c c Input, integer ND, the number of data points. c c Input, double precision XD(M,ND), the data points. c c Input, double precision R0, a scale factor. R0 should be larger than the typical c separation between points, but smaller than the maximum separation. c The value of R0 has a significant effect on the resulting interpolant. c c Input, subroutine PHI ( N, R, R0, V ), a subroutine to evaluate the radial c basis functions. c c Input, double precision FD(ND), the function values at the data points. c c Output, double precision W(ND), the weights. c implicit none integer m integer nd double precision a(nd,nd) double precision fd(nd) integer i integer j external phi double precision r(nd) double precision r0 double precision v(nd) double precision w(nd) double precision xd(m,nd) do i = 1, nd do j = 1, nd r(j) = sqrt ( sum ( ( xd(1:m,i) - xd(1:m,j) )**2 ) ) end do call phi ( nd, r, r0, v ) do j = 1, nd a(i,j) = v(j) end do end do c c Solve for the weights. c call r8mat_solve_svd ( nd, nd, a, fd, w ) return end