Program f08kdfe
! F08KDF Example Program Text
! Mark 25 Release. NAG Copyright 2014.
! .. Use Statements ..
Use nag_library, Only: ddisna, dgesdd, nag_wp, x02ajf, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nb = 64, nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: eps, serrbd
Integer :: i, ifail, info, lda, ldu, lwork, m, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), rcondu(:), rcondv(:), s(:), &
u(:,:), uerrbd(:), verrbd(:), work(:)
Real (Kind=nag_wp) :: dummy(1,1)
Integer, Allocatable :: iwork(:)
! .. Intrinsic Procedures ..
Intrinsic :: max, min, nint
! .. Executable Statements ..
Write (nout,*) 'F08KDF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
lda = m
ldu = m
Allocate (a(lda,n),rcondu(m),rcondv(m),s(m),u(ldu,m),uerrbd(m), &
verrbd(m),iwork(8*min(m,n)))
! Use routine workspace query to get optimal workspace.
lwork = -1
! The NAG name equivalent of dgesdd is f08kdf
Call dgesdd('Overwrite A by tranpose(V)',m,n,a,lda,s,u,ldu,dummy,1, &
dummy,lwork,iwork,info)
! Make sure that there is enough workspace for blocksize nb.
lwork = max((5*m+9)*m+n+nb*(m+n),nint(dummy(1,1)))
Allocate (work(lwork))
! Read the m by n matrix A from data file
Read (nin,*)(a(i,1:n),i=1,m)
! Compute the singular values and left and right singular vectors
! of A (A = U*S*(V**T), m.le.n)
! The NAG name equivalent of dgesdd is f08kdf
Call dgesdd('Overwrite A by tranpose(V)',m,n,a,lda,s,u,ldu,dummy,1,work, &
lwork,iwork,info)
If (info==0) Then
! Print solution
Write (nout,*) 'Singular values'
Write (nout,99999) s(1:m)
Flush (nout)
! ifail: behaviour on error exit
! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft
ifail = 0
Call x04caf('General',' ',m,m,u,ldu,'Left singular vectors',ifail)
Write (nout,*)
Flush (nout)
Call x04caf('General',' ',m,n,a,lda,'Right singular vectors by row '// &
'(first m rows of V**T)',ifail)
! Get the machine precision, EPS and compute the approximate
! error bound for the computed singular values. Note that for
! the 2-norm, S(1) = norm(A)
eps = x02ajf()
serrbd = eps*s(1)
! Call DDISNA (F08FLF) to estimate reciprocal condition
! numbers for the singular vectors
Call ddisna('Left',m,n,s,rcondu,info)
Call ddisna('Right',m,n,s,rcondv,info)
! Compute the error estimates for the singular vectors
Do i = 1, m
uerrbd(i) = serrbd/rcondu(i)
verrbd(i) = serrbd/rcondv(i)
End Do
! Print the approximate error bounds for the singular values
! and vectors
Write (nout,*)
Write (nout,*) 'Error estimate for the singular values'
Write (nout,99998) serrbd
Write (nout,*)
Write (nout,*) 'Error estimates for the left singular vectors'
Write (nout,99998) uerrbd(1:m)
Write (nout,*)
Write (nout,*) 'Error estimates for the right singular vectors'
Write (nout,99998) verrbd(1:m)
Else
Write (nout,99997) 'Failure in DGESDD. INFO =', info
End If
99999 Format (3X,(8F8.4))
99998 Format (4X,1P,6E11.1)
99997 Format (1X,A,I4)
End Program f08kdfe