/* nag_dggsvp (f08vec) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 23, 2011.
*/
#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, nrows, p, pda, pdb, pdq, pdu, pdv;
Integer exit_status = 0;
/* Arrays */
double *a = 0, *b = 0, *q = 0, *u = 0, *v = 0;
/* Nag Types */
NagError fail;
Nag_OrderType order;
#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_dggsvp (f08vec) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%ld%ld%ld%*[^\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;
/* 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(p*m, 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_dggsvp (f08vec).
*/
nag_dggsvp(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_dggsvp (f08vec).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Print details of the generalizeed SVD */
irank = k + l;
printf("Numerical rank of (A**T B**T)**T (K+L)\n%5ld\n\n", irank);
nrows = MIN(m,irank);
fflush(stdout);
nag_gen_real_mat_print_comp(order, Nag_UpperMatrix, Nag_NonUnitDiag, nrows,
irank, &A(1, n - irank + 1), pda, "%13.4e",
"Matrix S", Nag_IntegerLabels, 0,
Nag_IntegerLabels, 0, 80, 0, 0, &fail);
if (fail.code != NE_NOERROR) goto FAIL;
printf("\n");
fflush(stdout);
nag_gen_real_mat_print_comp(order, Nag_UpperMatrix, Nag_NonUnitDiag, l, l,
&B(1, n - l + 1), pdb, "%13.4e",
"Upper triangular matrix T", Nag_IntegerLabels,
0, Nag_IntegerLabels, 0, 80, 0, 0, &fail);
if (fail.code != NE_NOERROR) goto FAIL;
printf("\n");
fflush(stdout);
nag_gen_real_mat_print_comp(order, Nag_GeneralMatrix, Nag_NonUnitDiag, m,
m, u, pdu, "%13.4e", "Orthogonal matrix U",
Nag_IntegerLabels, 0, Nag_IntegerLabels, 0,
80, 0, 0, &fail);
if (fail.code != NE_NOERROR) goto FAIL;
printf("\n");
fflush(stdout);
nag_gen_real_mat_print_comp(order, Nag_GeneralMatrix, Nag_NonUnitDiag, p, p,
v, pdv, "%13.4e", "Orthogonal matrix V",
Nag_IntegerLabels, 0, Nag_IntegerLabels, 0, 80,
0, 0, &fail);
if (fail.code != NE_NOERROR) goto FAIL;
printf("\n");
fflush(stdout);
nag_gen_real_mat_print_comp(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n,
q, pdq, "%13.4e", "Orthogonal matrix Q",
Nag_IntegerLabels, 0, Nag_IntegerLabels, 0, 80,
0, 0, &fail);
FAIL:
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_real_mat_print_comp (x04cbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
END:
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(q);
NAG_FREE(u);
NAG_FREE(v);
return exit_status;
}