ocmath_svd

Description

Singular-value decomposition for matrix of double. A=U*S*V', A is m by n, U is m by m, S is a vector to store diagnal elements of matrix of size min(m,n), V is n by n, it's the same as Matlab

Syntax

int ocmath_svd( int m, int n, double * pSource, double * pU, double * pS, double * pV )

Parameters

m

[input] row number of matrix A

n

[input] column number of matrix A

pSource

[input] pointer to the original matrix A

pU

[output] pointer to matrix U, of size m by m

pS

[output] pointer to the singular-value vector, of size min(m,n)

pV

[output] pointer to matrix V, of size n by n

Return

= OE_NOERROR: success

= OE_INVALID_SIZE: m < 1 or n < 1

= OE_NULL_POINTER: pointers pSource, pU, pS or pV is NULL

= NE_CONVERGENCE: <value> off-diagonals did not converge. The arrays d and e contain the diagonal and off-diagonal elements, respectively, of a bidiagonal matrix orthogonally equivalent to B.

= NE_ALLOC_FAIL: Memory allocation failed.

= NE_BAD_PARAM: On entry, parameter hvaluei had an illegal value.

= NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please consult NAG for assistance.

Examples

EX1

void ocmath_svd_ex1()
{
    matrix    matSource={{2,3,5,7},{11,13,17,19},{23,29,31,37}};
    matrix  matU;
    matrix    matS;
    matrix    matV;
    int nNumCols = matSource.GetNumCols();
    int nNumRows = matSource.GetNumRows();
    int nMinSize = nNumCols > nNumRows ? nNumRows : nNumCols;
    matU.SetSize(nNumRows, nNumRows);
    matS.SetSize(nMinSize, nMinSize);
    matV.SetSize(nNumCols, nNumCols);
    vector    vecS;
    vecS.SetSize(nMinSize);
    ocmath_svd(nNumRows, nNumCols, matSource, matU, vecS, matV);
    matS.SetDiagonal(vecS, 0);
}

Remark

See Also

header to Include

origin.h

Reference

nag_dgebrd(f08kec)nag_dgebrd(f08kec), nag_dorgbr(f08kfc)nag_dgebrd(f08kec)nag_dgebrd(f08kec), nag_dorgbr(f08kfc), nag_dbdsqr(f08mec)nag_dgebrd(f08kec)nag_dgebrd(f08kec), nag_dorgbr(f08kfc)nag_dgebrd(f08kec)nag_dgebrd(f08kec), nag_dorgbr(f08kfc), nag_dbdsqr(f08mec), Nag Manual