Program f10cafe
! F10CAF Example Program
! Mark 28.3 Release. NAG Copyright 2022.
! .. Use Statements ..
Use nag_library, Only: dgesvd, f10caf, g05kff, nag_wp, x02ajf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: lseed = 1, nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: rtol_abs, rtol_rel
Integer :: genid, i, ifail, info, k, lda, ldu, &
ldvt, lstate, lwork, m, n, r, subid
Character (1) :: jobu, jobvt
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), a_copy(:,:), s(:), u(:,:), &
vt(:,:), work(:)
Real (Kind=nag_wp) :: dummy(1)
Integer :: seed(lseed)
Integer, Allocatable :: state(:)
! .. Intrinsic Procedures ..
Intrinsic :: min, nint
! .. Executable Statements ..
Write (nout,*) 'F10CAF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
lda = m
ldu = m
ldvt = n
Allocate (a(lda,n),a_copy(m,n),s(n),u(ldu,m))
! Read the m by n matrix A from data file
Read (nin,*)(a(i,1:n),i=1,m)
! Read in the base generator information and seed
Read (nin,*) genid, subid, seed(1)
! Read in arguments to randmoised SVD routine (f10caf) - jobu, jobvt, k
Read (nin,*) jobu, jobvt, k
Write (nout,*) ' The matrix A'
Write (nout,99999)(a(i,1:n),i=1,m)
99999 Format (6(3X,F5.2))
a_copy(1:m,1:n) = a(1:m,1:n)
! Evaluate SVD using deterministic algorithm
Allocate (vt(n,n))
! Use routine workspace query to get optimal workspace.
lwork = -1
! The NAG name equivalent of dgesvd is f08kbf
Call dgesvd('A','S',m,n,a,lda,s,u,ldu,vt,ldvt,dummy,lwork,info)
! Make sure that there is enough workspace
lwork = nint(dummy(1))
Allocate (work(lwork))
! Compute the singular values and left and right singular vectors
! of A.
! The NAG name equivalent of dgesvd is f08kbf
Call dgesvd('A','S',m,n,a,lda,s,u,ldu,vt,ldvt,work,lwork,info)
If (info/=0) Then
Write (nout,99998) 'Failure in DGESVD. INFO =', info
99998 Format (1X,A,I4)
Go To 100
End If
! Print the significant singular values of A
Write (nout,*)
Write (nout,*) 'Singular values from deterministic SVD (dgesvd):'
Write (nout,99997) s(1:min(m,n))
99997 Format (6(1X,F9.4))
! Initialise random number generator (state argument)
! Initial call to initializer to get size of STATE array
lstate = 0
Allocate (state(lstate))
ifail = 0
Call g05kff(genid,subid,seed,lseed,state,lstate,ifail)
! Reallocate STATE
Deallocate (state)
Allocate (state(lstate))
! Initialize the generator to a repeatable sequence
ifail = 0
Call g05kff(genid,subid,seed,lseed,state,lstate,ifail)
! Perform randomised SVD
rtol_abs = x02ajf()**0.875_nag_wp
rtol_rel = rtol_abs
ifail = 0
Call f10caf(jobu,jobvt,m,n,a_copy,lda,k,rtol_abs,rtol_rel,state,s,u,ldu, &
vt,ldvt,r,ifail)
Write (nout,*)
Write (nout,99996) 'Rank estimate from randomized SVD (f10caf) = ', r
Write (nout,*)
Write (nout,*) 'Singular values from randomized SVD'
Write (nout,99997) s(1:r)
99996 Format (1X,A,I0)
100 Continue
End Program f10cafe