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authorJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
committerJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
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treebdda434976bc09c864f2e4fa6f16ba1952b1e555 /math/slalib/svdsol.f
downloadiraf-linux-fa080de7afc95aa1c19a6e6fc0e0708ced2eadc4.tar.gz
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+ SUBROUTINE slSVDS (M, N, MP, NP, B, U, W, V, WORK, X)
+*+
+* - - - - - - -
+* S V D S
+* - - - - - - -
+*
+* From a given vector and the SVD of a matrix (as obtained from
+* the SVD routine), obtain the solution vector (double precision)
+*
+* This routine solves the equation:
+*
+* A . x = b
+*
+* where:
+*
+* A is a given M (rows) x N (columns) matrix, where M.GE.N
+* x is the N-vector we wish to find
+* b is a given M-vector
+*
+* by means of the Singular Value Decomposition method (SVD). In
+* this method, the matrix A is first factorised (for example by
+* the routine slSVD) into the following components:
+*
+* A = U x W x VT
+*
+* where:
+*
+* A is the M (rows) x N (columns) matrix
+* U is an M x N column-orthogonal matrix
+* W is an N x N diagonal matrix with W(I,I).GE.0
+* VT is the transpose of an NxN orthogonal matrix
+*
+* Note that M and N, above, are the LOGICAL dimensions of the
+* matrices and vectors concerned, which can be located in
+* arrays of larger PHYSICAL dimensions MP and NP.
+*
+* The solution is found from the expression:
+*
+* x = V . [diag(1/Wj)] . (transpose(U) . b)
+*
+* Notes:
+*
+* 1) If matrix A is square, and if the diagonal matrix W is not
+* adjusted, the method is equivalent to conventional solution
+* of simultaneous equations.
+*
+* 2) If M>N, the result is a least-squares fit.
+*
+* 3) If the solution is poorly determined, this shows up in the
+* SVD factorisation as very small or zero Wj values. Where
+* a Wj value is small but non-zero it can be set to zero to
+* avoid ill effects. The present routine detects such zero
+* Wj values and produces a sensible solution, with highly
+* correlated terms kept under control rather than being allowed
+* to elope to infinity, and with meaningful values for the
+* other terms.
+*
+* Given:
+* M,N i numbers of rows and columns in matrix A
+* MP,NP i physical dimensions of array containing matrix A
+* B d(M) known vector b
+* U d(MP,NP) array containing MxN matrix U
+* W d(N) NxN diagonal matrix W (diagonal elements only)
+* V d(NP,NP) array containing NxN orthogonal matrix V
+*
+* Returned:
+* WORK d(N) workspace
+* X d(N) unknown vector x
+*
+* Reference:
+* Numerical Recipes, section 2.9.
+*
+* P.T.Wallace Starlink 29 October 1993
+*
+* Copyright (C) 1995 Rutherford Appleton Laboratory
+*
+* License:
+* This program is free software; you can redistribute it and/or modify
+* it under the terms of the GNU General Public License as published by
+* the Free Software Foundation; either version 2 of the License, or
+* (at your option) any later version.
+*
+* This program is distributed in the hope that it will be useful,
+* but WITHOUT ANY WARRANTY; without even the implied warranty of
+* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+* GNU General Public License for more details.
+*
+* You should have received a copy of the GNU General Public License
+* along with this program (see SLA_CONDITIONS); if not, write to the
+* Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
+* Boston, MA 02110-1301 USA
+*
+* Copyright (C) 1995 Association of Universities for Research in Astronomy Inc.
+*-
+
+ IMPLICIT NONE
+
+ INTEGER M,N,MP,NP
+ DOUBLE PRECISION B(M),U(MP,NP),W(N),V(NP,NP),WORK(N),X(N)
+
+ INTEGER J,I,JJ
+ DOUBLE PRECISION S
+
+
+
+* Calculate [diag(1/Wj)] . transpose(U) . b (or zero for zero Wj)
+ DO J=1,N
+ S=0D0
+ IF (W(J).NE.0D0) THEN
+ DO I=1,M
+ S=S+U(I,J)*B(I)
+ END DO
+ S=S/W(J)
+ END IF
+ WORK(J)=S
+ END DO
+
+* Multiply by matrix V to get result
+ DO J=1,N
+ S=0D0
+ DO JJ=1,N
+ S=S+V(J,JJ)*WORK(JJ)
+ END DO
+ X(J)=S
+ END DO
+
+ END