2.1.17.6.9 ocmath_svd_complex

Description

Singular-value decomposition for matrix of complex. A=U*S*V', A is m by n, U is m by m, S is a vector to store diagnal elements of matrix of size min(m,n),V is n by n, it's the same as Matlab. This is an OriginPro only function.

Syntax

int ocmath_svd_complex( int m, int n, d_complex * pSource, d_complex * pU, double * pS, d_complex * pV )

Parameters

m

[input] row number of matrix A

n

[input] column number of matrix A

pSource

[input] pointer to the original matrix A

pU

[output] pointer to matrix U, of size m by m

pS

[output] pointer to the singular-value vector, of size min(m,n)

pV

[output] pointer to matrix V, of size n by n

Return

= OE_NOERROR: success

= OE_INVALID_SIZE: m < 1 or n < 1

= OE_NULL_POINTER: pointers pSource, pU, pS or pV is NULL

= NE_CONVERGENCE: <value> off-diagonals did not converge. The arrays d and e contain the diagonal and off-diagonal elements, respectively, of a bidiagonal matrix orthogonally equivalent to B.

= NE_ALLOC_FAIL: Memory allocation failed.

= NE_BAD_PARAM: On entry, parameter hvaluei had an illegal value.

= NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please consult NAG for assistance.

Examples

EX1

void ocmath_svd_complex_ex1()
{
    matrix<complex>    matSource={
        {2+3i,5+7i,11+13i},
        {17+19i,23+29i,31+37i}
    };
    matrix<complex> matU;
    matrix    matS;
    matrix<complex>    matV;
    int nNumCols = matSource.GetNumCols();
    int nNumRows = matSource.GetNumRows();
    int nMinSize = nNumCols > nNumRows ? nNumRows : nNumCols;
    matU.SetSize(nNumRows, nNumRows);
    matS.SetSize(nMinSize, nMinSize);
    matV.SetSize(nNumCols, nNumCols);
    vector    vecS;
    vecS.SetSize(nMinSize);
    ocmath_svd_complex(nNumRows, nNumCols, matSource, matU, vecS, matV);
    matS.SetDiagonal(vecS, 0);
}

Remark

See Also

Header to Include

origin.h

Reference

nag_zgebrd(f08ksc)nag_zgebrd(f08ksc), nag_zungbr(f08ktc)nag_zgebrd(f08ksc)nag_zgebrd(f08ksc), nag_zungbr(f08ktc), nag_zbdsqr(f08msc)nag_zgebrd(f08ksc)nag_zgebrd(f08ksc), nag_zungbr(f08ktc)nag_zgebrd(f08ksc)nag_zgebrd(f08ksc), nag_zungbr(f08ktc), nag_zbdsqr(f08msc), Nag Manual