• Antelope Release 5.5 Mac OS X 10.8.5 2015-04-21

 

NAME

matrix utilities - miscellaneous matrix utilities

SYNOPSIS

#include "stock.h"
#include "perf.h"
int dpinv_solver(int m, int n, double *U,int ldu,
	double *s,double *Vt,int ldv,
        double *b, double *x,double rscv);
int model_space_null_project(double *Vt, int ldvt, int nsv, int n,
	double *x, double *xp);
int model_space_range_project(double *Vt, int ldvt, int nsv, int n,
	double *x, double *xp);
int data_space_null_project(double *U, int ldu, int nsv, int m,
	double *x, double *xp);

SUPPORT


Contributed code: NO BRTT support.
THIS PIECE OF SOFTWARE WAS CONTRIBUTED BY THE ANTELOPE USER COMMUNITY. BRTT DISCLAIMS ALL OWNERSHIP, LIABILITY, AND SUPPORT FOR THIS PIECE OF SOFTWARE.

FOR HELP WITH THIS PIECE OF SOFTWARE, PLEASE CONTACT THE CONTRIBUTING AUTHOR.

DESCRIPTION

This is a collection of matrix routines intimately connected to the LAPACK singular value decomposition routine called dgesvd(3). The argument names above are identical to those in the current documentation for lapack as implemented in sunperf. See man dgesvd(3), the Sun Performance Library documentation, or books on LAPACK for more background. Note that all matrices are stored in FORTRAN order which C treats as vectors broken into blocks (columns) of length ldu, ldvt, etc. (Think of the ld as standing for "leading dimension of...". dpinv_solver is a pseudoinverse solver using left singular values stored in U and right singular vectors stored in Vt (assumes LAPACK convention of dgesvd that this is the transpose of V). rsvc defines the relative cutoff for singular values set as rsvc*max(s) where s is the vector of singular values. This function returns the number of singular values used in the solution based on this cutoff. model_space_null_projector and model_space_range_projector are complementary projectors using nsv singular values and the right singular vectors Vt. data_space_null_projector is similar but is constructed from the left singular vectors in the data space.

LIBRARY

$(STOCKLIBS) -lperf

AUTHOR

Gary L. Pavlis
Indiana Univesity
pavlis@indiana.edu

Antelope User Group Contributed Software
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