你知道任何使用 LAPACK 计算 SVD 的例子吗?
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该例程dgesdd
计算双精度矩阵的 SVD。你只需要一个如何使用它的例子吗?您是否尝试过阅读文档?
使用 C LAPACK 绑定的示例(请注意,我刚刚写了这个,并没有实际测试过。还要注意,clapack 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
为其他内容):
#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);
}
于 2011-02-18T23:19:54.907 回答