运行前只需要改一下M,N参数和输入矩阵A的值就行啦。
#include <stdio.h>
#include <stdlib.h>#include <math.h>
#define NR_END 1
#define FREE_ARG char*
#define SIGN(a,b) ((b) >= 0.0 ? fabs(a) : -fabs(a))
static double dmaxarg1,dmaxarg2;
#define DMAX(a,b) (dmaxarg1=(a),dmaxarg2=(b),(dmaxarg1) > (dmaxarg2) ? (dmaxarg1) : (dmaxarg2))
static int iminarg1,iminarg2;
#define IMIN(a,b) (iminarg1=(a),iminarg2=(b),(iminarg1) < (iminarg2) ? (iminarg1) : (iminarg2))
#define M 3
#define N 3 // 输入的矩阵规模
#if (M>N) // 取M、N中的较大数
#define MN M
#else
#define MN N
#endif
double **dmatrix(int, int, int, int);
double *dvector(int, int);
void svdcmp(double **, int, int, double *, double **);
void print_r(double **a, int m, int n) {
int i, j;
for (i = 1; i <= m; i++) {
for (j = 1; j <= n; j++) {
printf("%le ", a[i][j]);
}
printf("\n");
}
}
double **dmatrix(int nrl, int nrh, int ncl, int nch)
/* allocate a double matrix with subscript range m[nrl..nrh][ncl..nch] */
{
int i,nrow=nrh-nrl+1,ncol=nch-ncl+1;
double **m;
/* allocate pointers to rows */
m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
m += NR_END;
m -= nrl;
/* allocate rows and set pointers to them */
m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
m[nrl] += NR_END;
m[nrl] -= ncl;
for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;
/* return pointer to array of pointers to rows */
return m;
}
double *dvector(int nl, int nh)
/* allocate a double vector with subscript range v[nl..nh] */
{
double *v;
v=(double *)malloc((size_t) ((nh-nl+1+NR_END)*sizeof(double)));
return v-nl+NR_END;
}
void free_dvector(double *v, int nl, int nh)
/* free a double vector allocated with dvector() */
{
free((FREE_ARG) (v+nl-NR_END));
}
double pythag(double a, double b)
/* compute (a2 + b2)^1/2 without destructive underflow or overflow */
{
double absa,absb;
absa=fabs(a);
absb=fabs(b);
if (absa > absb) return absa*sqrt(1.0+(absb/absa)*(absb/absa));
else return (absb == 0.0 ? 0.0 : absb*sqrt(1.0+(absa/absb)*(absa/absb)));
}
/******************************************************************************/
void svdcmp(double **a, int m, int n, double w[], double **v)
/*******************************************************************************
Given a matrix a[1..m][1..n], this routine computes its singular value
decomposition, A = U.W.VT. The matrix U replaces a on output. The diagonal
matrix of singular values W is output as a vector w[1..n]. The matrix V (not
the transpose VT) is output as v[1..n][1..n].
*******************************************************************************/
{
int flag,i,its,j,jj,k,l,nm;
double anorm,c,f,g,h,s,scale,x,y,z,*rv1;
rv1=dvector(1,n);
g=scale=anorm=0.0; /* Householder reduction to bidiagonal form */
for (i=1;i<=n;i++) {
l=i+1;
rv1[i]=scale*g;
g=s=scale=0.0;
if (i <= m) {
for (k=i;k<=m;k++) scale += fabs(a[k][i]);
if (scale) {
for (k=i;k<=m;k++) {
a[k][i] /= scale;
s += a[k][i]*a[k][i];
}
f=a[i][i];
g = -SIGN(sqrt(s),f);
h=f*g-s;
a[i][i]=f-g;
for (j=l;j<=n;j++) {
for (s=0.0,k=i;k<=m;k++) s += a[k][i]*a[k][j];
f=s/h;
for (k=i;k<=m;k++) a[k][j] += f*a[k][i];
}
for (k=i;k<=m;k++) a[k][i] *= scale;
}
}
w[i]=scale *g;
g=s=scale=0.0;
if (i <= m && i != n) {
for (k=l;k<=n;k++) scale += fabs(a[i][k]);
if (scale) {
for (k=l;k<=n;k++) {
a[i][k] /= scale;
s += a[i][k]*a[i][k];
}
f=a[i][l];
g = -SIGN(sqrt(s),f);
h=f*g-s;
a[i][l]=f-g;
for (k=l;k<=n;k++) rv1[k]=a[i][k]/h;
for (j=l;j<=m;j++) {
for (s=0.0,k=l;k<=n;k++) s += a[j][k]*a[i][k];
for (k=l;k<=n;k++) a[j][k] += s*rv1[k];
}
for (k=l;k<=n;k++) a[i][k] *= scale;
}
}
anorm = DMAX(anorm,(fabs(w[i])+fabs(rv1[i])));
}
for (i=n;i>=1;i--) { /* Accumulation of right-hand transformations. */
if (i < n) {
if (g) {
for (j=l;j<=n;j++) /* Double division to avoid possible underflow. */
v[j][i]=(a[i][j]/a[i][l])/g;
for (j=l;j<=n;j++) {
for (s=0.0,k=l;k<=n;k++) s += a[i][k]*v[k][j];
for (k=l;k<=n;k++) v[k][j] += s*v[k][i];
}
}
for (j=l;j<=n;j++) v[i][j]=v[j][i]=0.0;
}
v[i][i]=1.0;
g=rv1[i];
l=i;
}
for (i=IMIN(m,n);i>=1;i--) { /* Accumulation of left-hand transformations. */
l=i+1;
g=w[i];
for (j=l;j<=n;j++) a[i][j]=0.0;
if (g) {
g=1.0/g;
for (j=l;j<=n;j++) {
for (s=0.0,k=l;k<=m;k++) s += a[k][i]*a[k][j];
f=(s/a[i][i])*g;
for (k=i;k<=m;k++) a[k][j] += f*a[k][i];
}
for (j=i;j<=m;j++) a[j][i] *= g;
} else for (j=i;j<=m;j++) a[j][i]=0.0;
++a[i][i];
}
for (k=n;k>=1;k--) { /* Diagonalization of the bidiagonal form. */
for (its=1;its<=30;its++) {
flag=1;
for (l=k;l>=1;l--) { /* Test for splitting. */
nm=l-1; /* Note that rv1[1] is always zero. */
if ((double)(fabs(rv1[l])+anorm) == anorm) {
flag=0;
break;
}
if ((double)(fabs(w[nm])+anorm) == anorm) break;
}
if (flag) {
c=0.0; /* Cancellation of rv1[l], if l > 1. */
s=1.0;
for (i=l;i<=k;i++) {
f=s*rv1[i];
rv1[i]=c*rv1[i];
if ((double)(fabs(f)+anorm) == anorm) break;
g=w[i];
h=pythag(f,g);
w[i]=h;
h=1.0/h;
c=g*h;
s = -f*h;
for (j=1;j<=m;j++) {
y=a[j][nm];
z=a[j][i];
a[j][nm]=y*c+z*s;
a[j][i]=z*c-y*s;
}
}
}
z=w[k];
if (l == k) { /* Convergence. */
if (z < 0.0) { /* Singular value is made nonnegative. */
w[k] = -z;
for (j=1;j<=n;j++) v[j][k] = -v[j][k];
}
break;
}
if (its == 30) printf("no convergence in 30 svdcmp iterations\n");
x=w[l]; /* Shift from bottom 2-by-2 minor. */
nm=k-1;
y=w[nm];
g=rv1[nm];
h=rv1[k];
f=((y-z)*(y+z)+(g-h)*(g+h))/(2.0*h*y);
g=pythag(f,1.0);
f=((x-z)*(x+z)+h*((y/(f+SIGN(g,f)))-h))/x;
c=s=1.0; /* Next QR transformation: */
for (j=l;j<=nm;j++) {
i=j+1;
g=rv1[i];
y=w[i];
h=s*g;
g=c*g;
z=pythag(f,h);
rv1[j]=z;
c=f/z;
s=h/z;
f=x*c+g*s;
g = g*c-x*s;
h=y*s;
y *= c;
for (jj=1;jj<=n;jj++) {
x=v[jj][j];
z=v[jj][i];
v[jj][j]=x*c+z*s;
v[jj][i]=z*c-x*s;
}
z=pythag(f,h);
w[j]=z; /* Rotation can be arbitrary if z = 0. */
if (z) {
z=1.0/z;
c=f*z;
s=h*z;
}
f=c*g+s*y;
x=c*y-s*g;
for (jj=1;jj<=m;jj++) {
y=a[jj][j];
z=a[jj][i];
a[jj][j]=y*c+z*s;
a[jj][i]=z*c-y*s;
}
}
rv1[l]=0.0;
rv1[k]=f;
w[k]=x;
}
}
free_dvector(rv1,1,n);
}
int main() {
/*
* 使用 ** 来声明,然后用dmatrix来申请空间
* 这样在函数引用矩阵时,就不用声明矩阵大小了
*/
double **a;
double *w;
double **u,**v;
int i,j,k;
double t;
double t1[MN],t2[MN];
/* 矩阵均以M,N中的最大值来申请空间,避免越界 */
a = dmatrix(1, MN, 1, MN);
u = dmatrix(1, MN, 1, MN);
w = dvector(1, MN);
v = dmatrix(1, MN, 1, MN);
a[1][1] = 2.0;
a[1][2] = 2.0;
a[1][3] = 2.0;
a[2][1] = 3.0;
a[2][2] = 3.0;
a[2][3] = 3.0;
a[3][1] = 4.0;
a[3][2] = 4.0;
a[3][3] = 4.0;
/* 备选验证数据 */
// a[1][1] = 1.0;
// a[1][2] = 2.0;
// a[1][3] = 3.0;
// a[2][1] = 4.0;
// a[2][2] = 5.0;
// a[2][3] = 6.0;
// a[3][1] = 7.0;
// a[3][2] = 8.0;
// a[3][3] = 9.0;
printf("=== a ===\n");
print_r(a, M, N);
/*
* 执行svdcmp后,结果U会存储在传入的矩阵a中,
* 所以先复制矩阵a存入u中,然后在svdcmp中传入u,
* 这样输出就保存在u中,矩阵a也不会变了
*/
for (i = 1; i <= M; i++) {
for (j = 1; j <= N; j++)
u[i][j] = a[i][j];
}
// svdcmp(u, M, N, w, v);
/*
* 这边理应传入的是上面的参数
* 但当 M>N时,结果不正确,U最右边的几列会全为0
* 应该是Householder那边计算的问题,因为Householder外循环参数为N?
*
* 使用下面这个参数,经过验证可以得到正确的结果...
*
* 矩阵初始化时,元素默认赋值0,那就是说,0元素不影响Housesholder计算?后续的迭代也不影响?
* 比如 2X2矩阵A[1,2; 2,3] 计算结果是2x2矩阵U
* 那把矩阵改成3X3矩阵A[1,2,0; 2,3,0; 0,0,0],即多出来的元素用0填充
* 然后经householder计算和迭代计算后,结果U虽然是3X3矩阵,但我们还是只取2X2矩阵,两者结果是一样的?
*
* 用Matlab验证了下,还真的是一样的... 0元素不影响计算结果
* 改成3x3矩阵后,U的第三列是有值的,但可以忽略掉,取前面的2x2矩阵,这样结果是一致的。
*/
svdcmp(u, MN, MN, w, v);
/* Sort the singular values in descending order */
for (i = 1; i <= N; i++) {
for (j = i+1; j <= N; j++) {
if (w[i] < w[j]) { /* 对特异值排序 */
t = w[i];
w[i] = w[j];
w[j] = t;
/* 同时也要把矩阵U,V的列位置交换 */
/* 矩阵U */
for (k = 1; k <= M; k++) {
t1[k] = u[k][i];
}
for (k = 1; k <= M; k++) {
u[k][i] = u[k][j];
}
for (k = 1; k <= M; k++) {
u[k][j] = t1[k];
}
/* 矩阵V */
for (k = 1; k <= N; k++) {
t2[k] = v[k][i];
}
for (k = 1; k <= N; k++) {
v[k][i] = v[k][j];
}
for (k = 1; k <= N; k++) {
v[k][j] = t2[k];
}
}
}
}
/* U为MxM矩阵 */
printf("=== U ===\n");
print_r(u, M, M);
/* 奇异值有M个,存为W矩阵,后面会用到 */
double **W;
W = dmatrix(1, MN, 1, MN);
printf("=== W ===\n");
for (i = 1; i<= M; i++) {
for (j =1; j <= N; j++) {
if (i==j) {
W[i][j] = w[i];
} else {
W[i][j] = 0.0;
}
}
}
print_r(W, M, N);
/* V为NxN矩阵 */
printf("=== V ===\n");
print_r(v, N, N);
/* 验证结果,即计算U*W*V’看是否等于a */
printf("=== U*W*V' ===\n");
double **temp;
double sum;
temp = dmatrix(1, MN, 1, MN);
/* 先算 U*W */
for(i = 1; i <= M; i++){
for(j = 1; j <= M; j++){
sum = 0;
for(k = 1; k <= N; k++){
sum += u[i][k] * W[k][j];
}
temp[i][j] = sum;
}
}
/* 再算 temp*V */
/* 先对v进行矩阵转置,存为V */
double ** V;
V = dmatrix(1, MN, 1, MN);
for(i = 1; i <= N; i++) {
for(j = 1; j <= N; j++) {
V[i][j] = v[j][i];
}
}
for(i = 1; i <= M; i++){
for(j = 1; j <= N; j++){
sum = 0;
for(k = 1; k <= N; k++){
sum += temp[i][k] * V[k][j];
}
printf("%le ", sum);
}
printf("\n");
}
for (i = 1; i <= N; i++) {
printf("Sigular value %d = %le\n",i,w[i]);
printf(" vector = %le %le %le\n",u[1][i],u[2][i],u[3][i]);
}
system("pause");
return 0;
}