.help svdsol Jun99 "Slalib Package" .nf 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 Copyright (C) 1995 Association of Universities for Research in Astronomy Inc. .fi .endhelp