LAPACK SVD(奇异值分解)

问题描述

您知道使用LAPACK计算SVD的任何示例吗?

Do yo know any example to use LAPACK To calculate SVD?

推荐答案

例程 计算双精度矩阵的SVD.您只需要一个使用示例吗?您是否尝试过阅读文档?

The routine dgesdd computes the SVD for a double precision matrix. Do you just need an example of how to use it? Have you tried reading the documentation?

使用C LAPACK绑定的示例(请注意，我刚刚编写了此代码，并且尚未进行实际测试.还请注意，clapack的参数的确切类型在平台之间有所不同，因此您可能需要更改int其他):

An example using the C LAPACK bindings (note that I wrote this just now, and haven't actually tested it. Also note that the exact types for arguments to clapack vary somewhat between platforms so you may need to change int to something else):

#include <clapack.h>

void SingularValueDecomposition(int m,     // number of rows in matrix
                                int n,     // number of columns in matrix
                                int lda,   // leading dimension of matrix
                                double *a) // pointer to top-left corner
{
    // Setup a buffer to hold the singular values:
    int numberOfSingularValues = m < n ? m : n;
    double *s = malloc(numberOfSingularValues * sizeof s[0]);

    // Setup buffers to hold the matrices U and Vt:
    double *u = malloc(m*m * sizeof u[0]);
    double *vt = malloc(n*n * sizeof vt[0]);

    // Workspace and status variables:
    double workSize;
    double *work = &workSize;
    int lwork = -1;
    int *iwork = malloc(8 * numberOfSingularValues * sizeof iwork[0]);
    int info = 0;

    // Call dgesdd_ with lwork = -1 to query optimal workspace size:
    dgesdd_("A", &m, &n, a, &lda, s, u, &m, vt, &n, work, &lwork, iwork, &info);
    if (info) // handle error conditions here

    // Optimal workspace size is returned in work[0].
    lwork = workSize;
    work = malloc(lwork * sizeof work[0]);

    // Call dgesdd_ to do the actual computation:
    dgesdd_("A", &m, &n, a, &lda, s, u, &m, vt, &n, work, &lwork, iwork, &info);
    if (info) // handle error conditions here

    // Cleanup workspace:
    free(work);
    free(iwork);

    // do something useful with U, S, Vt ...

    // and then clean them up too:
    free(s);
    free(u);
    free(vt);
}

这篇关于LAPACK SVD(奇异值分解)的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持！