libdspl-2.0/dspl/src/math_matrix/matrix_svd.c

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1.8 KiB
C

/*
* Copyright (c) 2015-2024 Sergey Bakhurin
* Digital Signal Processing Library [http://dsplib.org]
*
* This file is part of libdspl-2.0.
*
* is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* DSPL is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with Foobar. If not, see <http://www.gnu.org/licenses/>.
*/
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <float.h>
#include "dspl.h"
#include "blas.h"
#ifdef DOXYGEN_ENGLISH
#endif
#ifdef DOXYGEN_RUSSIAN
#endif
int DSPL_API matrix_svd(double* a, int n, int m,
double* u, double* s, double* vt, int* info)
{
char jobz = 'A';
double* work = NULL;
int* iwork = NULL;
int lwork, mn, mx, err;
int pi;
if(!a || !u || !s || !vt)
return ERROR_PTR;
if(n < 1 || m < 1)
return ERROR_SIZE;
if(n > m)
{
mn = m;
mx = n;
}
else
{
mn = n;
mx = m;
}
err = RES_OK;
lwork = 4 * mn * mn + 6 * mn + mx;
work = (double*) malloc(lwork*sizeof(double));
iwork = (int*) malloc(8*mn*sizeof(int));
dgesdd_(&jobz, &n, &m, a, &n, s, u, &n, vt, &m, work, &lwork, iwork, &pi);
if(info)
*info = pi;
if(pi)
err = ERROR_LAPACK;
if(work)
free(work);
if(iwork)
free(iwork);
return err;
}