SVD分解(奇异值分解)的C语言实现

#include <stdio.h>
#include <stdlib.h>
#include <math.h>

double determinant(double matrix[20][20],int order);
double laplace_expansion(double matrix[20][20], int r, int c,int order);


int max_row_order(int n, double A[n][n])
{
    double m = 0;
    int mro = 0;
    for (int i = 0; i < n; i++)
    {
        for (int j = 0; j < n; j++)
        {
            if (j == i)
            {
                continue;
            }
            
            if (fabs(A[i][j]) > m)
            {
                m = fabs(A[i][j]);
                mro = i;
            }  
        }                 
    }
    int p = mro;
    return p;
}

int max_column_order(int n, double A[n][n])
{
    double m = 0;
    int mco = 0;
    for (int i = 0; i < n; i++)
    {
        for (int j = 0; j < n; j++)
        {
            if (j == i)
            {
                continue;
            }
            
            if (fabs(A[i][j]) > m)
            {
                m = fabs(A[i][j]);
                mco = j;
            }  
        }                 
    }
    int q = mco;
    return q;
}

double t_slove(int n, double A[n][n], int p, int q)
{
    double s = (A[q][q] - A[p][p])/(2*A[p][q]);
    double t;
    if (s == 0)
    {
        t = 1;
    }
    else
    {
        double x1 = -s + sqrt(s*s+1);
        double x2 = -s - sqrt(s*s+1);
        if (fabs(x1) > fabs(x2))
        {
            t = x2;
        }
        else
        {
            t = x1;
        }
    }
    return t;
}

double calculate_nondiagonal(int n, double A[n][n])
{
    double sum = 0;
    for (int i = 0; i < n; i++)
    {
        for (int j = 0; j < n; j++)
        {
            if (j == i)
            {
                continue;
            }
            sum = sum + A[i][j] * A[i][j];
        }                 
    }
    return sum;
}

void print_matrix(int row, int col, double matrix[row][col])
{
    for(int i = 0;i < row;i ++)
    {
        for(int j = 0;j < col;j ++)
        {
            printf("%.12lf\t",matrix[i][j]);
        }    
        printf("\n");
    }
    printf("----------------------------------------------");
    printf("\n");
}

double calculate_mode(int row, double x[row][1])
{
    double mode2 = 0;
    for (int i = 0; i < row; i++)
    {
        mode2 = mode2 + x[i][0]*x[i][0];
    }
    double mode = sqrt(mode2);
    return mode;
}

double * GaussEliminationWithPartialPivoting1(int n, double A[n-1][n-1], double b[n-1])
{
    double *result;
    int size = n-1;
    result = (double *)malloc(size*sizeof(double));     
    for (int i = 0; i < n-1; i++)
    {
        result[i] = 0;
    }

    for (int i = 0; i < n-1; i++)
    {
        int k = i;
        for (int j = i+1; j < n-1; j++)
        {
            if (fabs(A[k][i]) < fabs(A[j][i]))
            {
                k = j;
            }
        }
        for (int m = 0; m < n-1; m++)
        {
            double c;
            c = A[i][m];
            A[i][m] = A[k][m];
            A[k][m] = c;
        }
        double d;
        d = b[i];
        b[i] = b[k];
        b[k] = d;

        for (int j = i+1; j < n-1; j++)
        {
            double v = -A[j][i]/A[i][i];
            for (int k = 0; k < n-1; k++)
            {
                A[j][k] = v*A[i][k] + A[j][k];
            }
            b[j] = v*b[i] + b[j];
        }  
    }
    
SVD奇异值分解)是一种矩阵分解方法,可以将矩阵分解为三个矩阵的乘积。在C语言中,可以使用以下代码实现SVD奇异值分解: ```c #include <stdio.h> #include <stdlib.h> #include <math.h> #define TOLERANCE 1.0e-10 // 精度 void svd(int m, int n, double **a, double **u, double *w, double **v) { int flag, i, its, j, jj, k, l, nm; double c, f, h, s, x, y, z; double anorm = 0.0, g = 0.0, scale = 0.0; double *rv1; if (m < n) { fprintf(stderr, "SVD failed: m < n\n"); return; } rv1 = (double *) malloc(n * sizeof(double)); for (i = 0; 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 - 1) { 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 = MAX(anorm, (fabs(w[i]) + fabs(rv1[i]))); } for (i = n - 1; i >= 0; i--) { if (i < n - 1) { if (g) { for (j = l; j < n; j++) { 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 = MIN(m, n) - 1; i >= 0; i--) { 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 - 1; k >= 0; k--) { for (its = 1; its <= 30; its++) { flag = 1; for (l = k; l >= 0; l--) { nm = l - 1; if (fabs(rv1[l]) + anorm == anorm) { flag = 0; break; } if (fabs(w[nm]) + anorm == anorm) { break; } } if (flag) { c = 0.0; s = 1.0; for (i = l; i <= k; i++) { f = s * rv1[i]; if (fabs(f) + anorm != anorm) { g = w[i]; h = sqrt(f * f + g * g); w[i] = h; h = 1.0 / h; c = g * h; s = (-f * h); for (j = 0; 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) { if (z < 0.0) { w[k] = -z; for (j = 0; j < n; j++) { v[j][k] = (-v[j][k]); } } break; } if (its == 30) { fprintf(stderr, "SVD failed: no convergence after %d iterations\n", its); return; } x = w[l]; 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 = sqrt(f * f + 1.0); f = ((x - z) * (x + z) + h * ((y / (f + SIGN(g, f))) - h)) / x; c = s = 1.0; for (j = l; j <= nm; j++) { i = j + 1; g = rv1[i]; y = w[i]; h = s * g; g = c * g; z = sqrt(f * f + h * 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 = 0; 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 = sqrt(f * f + h * h); w[j] = z; if (z) { z = 1.0 / z; c = f * z; s = h * z; } f = (c * g) + (s * y); x = (c * y) - (s * g); for (jj = 0; 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(rv1); } ``` 其中,m和n分别是矩阵A的行数和列数,a是一个m行n列的矩阵,u是一个m行m列的矩阵,v是一个n行n列的矩阵,w是一个长度为n的一维数组,用于存储奇异值。 需要注意的是,这段代码是从Numerical Recipes in C中摘取的,但是有一些宏定义(如SIGN、MAX、MIN)需要自己定义或者修改。此外,代码中还需要使用一些基本的数学函数,如fabs(求绝对值)、sqrt(求平方根)等,需要添加头文件<math.h>。
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