/* nag_dggsvp3 (f08vgc) Example Program.
*
* Copyright 2017 Numerical Algorithms Group.
*
* Mark 26.1, 2017.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagf08.h>
#include <nagf16.h>
#include <nagx02.h>
#include <nagx04.h>
int main(void)
{
/* Scalars */
double eps, norm, tola, tolb;
Integer i, irank, j, k, l, m, n, ncycle, p, pda, pdb, pdq,
pdu, pdv;
Integer printq, printr, printu, printv;
Integer exit_status = 0;
/* Arrays */
double *a = 0, *b = 0, *q = 0, *u = 0, *v = 0, *alpha = 0, *beta = 0;
/* Nag Types */
NagError fail;
Nag_OrderType order;
Nag_DiagType diag = Nag_NonUnitDiag;
Nag_MatrixType genmat = Nag_GeneralMatrix, upmat = Nag_UpperMatrix;
Nag_LabelType intlab = Nag_IntegerLabels;
#ifdef NAG_COLUMN_MAJOR
#define A(I, J) a[(J-1)*pda + I - 1]
#define B(I, J) b[(J-1)*pdb + I - 1]
order = Nag_ColMajor;
#else
#define A(I, J) a[(I-1)*pda + J - 1]
#define B(I, J) b[(I-1)*pdb + J - 1]
order = Nag_RowMajor;
#endif
INIT_FAIL(fail);
printf("nag_dggsvp3 (f08vgc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n]", &m, &n, &p);
if (n < 0 || m < 0 || p < 0) {
printf("Invalid n, m or p\n");
exit_status = 1;
goto END;
}
#ifdef NAG_COLUMN_MAJOR
pda = m;
pdb = p;
pdv = p;
#else
pda = n;
pdb = n;
pdv = m;
#endif
pdq = n;
pdu = m;
/* Read in 0s or 1s to determine whether matrices U, V, Q or R are to be
* printed.
*/
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n]",
&printu, &printv, &printq, &printr);
/* Allocate memory */
if (!(a = NAG_ALLOC(m * n, double)) ||
!(b = NAG_ALLOC(p * n, double)) ||
!(q = NAG_ALLOC(n * n, double)) ||
!(u = NAG_ALLOC(m * m, double)) ||
!(v = NAG_ALLOC(n * n, double)) ||
!(alpha = NAG_ALLOC(n, double)) ||
!(beta = NAG_ALLOC(n, double))
)
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read the m by n matrix A and p by n matrix B from data file */
for (i = 1; i <= m; ++i)
for (j = 1; j <= n; ++j)
scanf("%lf", &A(i, j));
scanf("%*[^\n]");
for (i = 1; i <= p; ++i)
for (j = 1; j <= n; ++j)
scanf("%lf", &B(i, j));
scanf("%*[^\n]");
/* get norms of A and B using nag_dge_norm (f16rac). */
nag_dge_norm(order, Nag_OneNorm, m, n, a, pda, &norm, &fail);
nag_dge_norm(order, Nag_OneNorm, p, n, b, pdb, &norm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dge_norm (f16rac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Get the machine precision, using nag_machine_precision (x02ajc) */
eps = nag_machine_precision;
tola = MAX(m, n) * norm * eps;
tolb = MAX(p, n) * norm * eps;
/* Compute the factorization of (A, B) (A = U*S*(Q^T), B = V*T*(Q^T))
* using nag_dggsvp3 (f08vgc).
*/
nag_dggsvp3(order, Nag_AllU, Nag_ComputeV, Nag_ComputeQ, m, p, n, a, pda, b,
pdb, tola, tolb, &k, &l, u, pdu, v, pdv, q, pdq, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dggsvp3 (f08vgc).\n%s\n", fail.message);
exit_status = 2;
goto END;
}
/* Compute the generalized singular value decomposition of preprocessed (A,B)
* (A = U*D1*(0 R)*(Q^T), B = V*D2*(0 R)*(Q^T))
* using nag_dtgsja (f08yec). */
nag_dtgsja(order, Nag_AllU, Nag_ComputeV, Nag_ComputeQ, m, p, n, k, l, a,
pda, b, pdb, tola, tolb, alpha, beta, u, pdu, v, pdv, q, pdq,
&ncycle, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dtgsja (f08yec).\n%s\n", fail.message);
exit_status = 3;
goto END;
}
/* Print the generalized singular value pairs alpha, beta */
irank = MIN(k + l, m);
printf("Number of infinite generalized singular values (k): %5" NAG_IFMT
"\n", k);
printf("Number of finite generalized singular values (l): %5" NAG_IFMT
"\n", l);
printf("Effective Numerical rank of ( A^T B^T)^T (k+l): %5" NAG_IFMT
"\n", irank);
printf("\nFinite generalized singular values:\n");
for (j = k; j < irank; ++j)
printf("%45s%12.4e\n", "", alpha[j] / beta[j]);
printf("\nNumber of cycles of the Kogbetliantz method: %12" NAG_IFMT "\n\n",
ncycle);
if (printu) {
fflush(stdout);
nag_gen_real_mat_print_comp(order, genmat, diag, m, m, u, pdu, "%13.4e",
"Orthogonal matrix U", intlab, NULL, intlab,
NULL, 80, 0, NULL, &fail);
if (fail.code != NE_NOERROR)
goto PRINTERR;
printf("\n");
}
if (printv) {
fflush(stdout);
nag_gen_real_mat_print_comp(order, genmat, diag, p, p, v, pdv, "%13.4e",
"Orthogonal matrix V", intlab, NULL, intlab,
NULL, 80, 0, NULL, &fail);
if (fail.code != NE_NOERROR)
goto PRINTERR;
printf("\n");
}
if (printq) {
fflush(stdout);
nag_gen_real_mat_print_comp(order, genmat, diag, n, n, q, pdq, "%13.4e",
"Orthogonal matrix Q", intlab, NULL, intlab,
NULL, 80, 0, NULL, &fail);
if (fail.code != NE_NOERROR)
goto PRINTERR;
printf("\n");
}
if (printr) {
fflush(stdout);
nag_gen_real_mat_print_comp(order, upmat, diag, irank, irank,
&A(1, n - irank + 1), pda, "%13.4e",
"Nonsingular upper triangular matrix R",
intlab, NULL, intlab, NULL, 80, 0, NULL,
&fail);
}
PRINTERR:
if (fail.code != NE_NOERROR) {
printf("Error from nag_gen_real_mat_print_comp (x04cbc).\n%s\n",
fail.message);
exit_status = 4;
}
END:
NAG_FREE(a);
NAG_FREE(alpha);
NAG_FREE(b);
NAG_FREE(beta);
NAG_FREE(q);
NAG_FREE(u);
NAG_FREE(v);
return exit_status;
}