/* nag_zggsvd (f08vnc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 9, 2009.
*/
#include <stdio.h>
#include <nag.h>
#include <nagf08.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagf07.h>
#include <nagx02.h>
int main(void)
{
/* Scalars */
double d, eps, rcond, serrbd;
Integer exit_status = 0, i, irank, j, k, l, m, n, p,
pda, pdb, pdq, pdu, pdv;
NagError fail;
Nag_OrderType order;
/* Arrays */
char *clabs = 0, *rlabs = 0;
Complex *a = 0, *b = 0, *q = 0, *u = 0, *v = 0;
double *alpha = 0, *beta = 0;
Integer *iwork = 0;
#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_zggsvd (f08vnc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%ld%ld%ld%*[^\n] ", &m, &n, &p);
if (m <= 10 && n <= 10 && p <= 10)
{
/* Allocate memory */
if (!(clabs = NAG_ALLOC(2, char)) ||
!(rlabs = NAG_ALLOC(2, char)) ||
!(a = NAG_ALLOC(m*n, Complex)) ||
!(b = NAG_ALLOC(p*n, Complex)) ||
!(q = NAG_ALLOC(n*n, Complex)) ||
!(u = NAG_ALLOC(m*m, Complex)) ||
!(v = NAG_ALLOC(p*p, Complex)) ||
!(alpha = NAG_ALLOC(n, double)) ||
!(beta = NAG_ALLOC(n, double)) ||
!(iwork = NAG_ALLOC(n, Integer)) )
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
#ifdef NAG_COLUMN_MAJOR
pda = m;
pdb = p;
pdq = n;
pdu = m;
pdv = p;
#else
pda = n;
pdb = n;
pdq = n;
pdu = m;
pdv = p;
#endif
}
else
{
printf("m and/or n too small\n");
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 , %lf )", &A(i, j).re, &A(i, j).im);
scanf("%*[^\n] ");
for (i = 1; i <= p; ++i)
for (j = 1; j <= n; ++j)
scanf(" ( %lf , %lf )", &B(i, j).re, &B(i, j).im);
scanf("%*[^\n] ");
/* nag_zggsvd (f08vnc)
* Compute the generalized singular value decomposition of (A, B)
* (A = U*D1*(0 R)*(Q**H), B = V*D2*(0 R)*(Q**H), m.ge.n)
*/
nag_zggsvd(order, Nag_AllU, Nag_ComputeV, Nag_ComputeQ, m, n, p, &k, &l, a,
pda, b, pdb, alpha, beta, u, pdu, v, pdv, q, pdq, iwork, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_zggsvd (f08vnc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Print solution */
irank = k + l;
printf("Number of infinite generalized singular values (K)\n");
printf("%5ld\n", k);
printf("Number of finite generalized singular values (L)\n");
printf("%5ld\n", l);
printf("Numerical rank of (A**H B**H)**H (K+L)\n");
printf("%5ld\n\n", irank);
printf("Finite generalized singular values\n");
for (j = k; j < irank; ++j)
{
d = alpha[j] / beta[j];
printf("%13.4e%s", d, (j+1)%8 == 0 || (j+1) == irank?"\n":" ");
}
printf("\n");
fflush(stdout);
nag_gen_complx_mat_print_comp(order, Nag_GeneralMatrix, Nag_NonUnitDiag,
m, m, u, pdu, Nag_BracketForm, "%13.4e",
"Orthogonal matrix U", Nag_IntegerLabels,
0, Nag_IntegerLabels, 0, 80, 0, 0, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_complx_mat_print_comp (x04dbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
fflush(stdout);
nag_gen_complx_mat_print_comp(order, Nag_GeneralMatrix, Nag_NonUnitDiag,
p, p, v, pdv, Nag_BracketForm, "%13.4e",
"Orthogonal matrix V", Nag_IntegerLabels,
0, Nag_IntegerLabels, 0, 80, 0, 0, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_complx_mat_print_comp (x04dbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
fflush(stdout);
nag_gen_complx_mat_print_comp(order, Nag_GeneralMatrix, Nag_NonUnitDiag,
n, n, q, pdq, Nag_BracketForm, "%13.4e",
"Orthogonal matrix Q", Nag_IntegerLabels,
0, Nag_IntegerLabels, 0, 80, 0, 0, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_complx_mat_print_comp (x04dbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
fflush(stdout);
nag_gen_complx_mat_print_comp(order, Nag_UpperMatrix, Nag_NonUnitDiag,
irank, irank, &A(1, n - irank + 1), pda,
Nag_BracketForm, "%13.4e",
"Non singular upper triangular matrix R",
Nag_IntegerLabels, 0, Nag_IntegerLabels, 0,
80, 0, 0, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_complx_mat_print_comp (x04dbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* nag_ztrcon (f07tuc)
* estimate the reciprocal condition number of R
*/
nag_ztrcon(order, Nag_InfNorm, Nag_Upper, Nag_NonUnitDiag, irank,
&A(1, n - irank + 1), pda, &rcond, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_ztrcon (f07tuc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("\nEstimate of reciprocal condition number for R\n");
printf("%11.1e\n\n", rcond);
/* So long as irank = n, get the machine precision, eps, and compute the
* approximate error bound for the computed generalized singular values
*/
if (irank == n)
{
eps = nag_machine_precision;
serrbd = eps / rcond;
printf("Error estimate for the generalized singular values\n");
printf("%11.1e\n", serrbd);
}
else
{
printf("(A**H B**H)**H is not of full rank\n");
}
END:
NAG_FREE(clabs);
NAG_FREE(rlabs);
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(q);
NAG_FREE(u);
NAG_FREE(v);
NAG_FREE(alpha);
NAG_FREE(beta);
NAG_FREE(iwork);
return exit_status;
}
#undef B
#undef A