cond_number_via_svd()

bool cond_number_via_svd	(	int	size,
		complex *	A,
		double &	cond )

Definition at line 1269 of file NAG.cpp.

{
  bool ret = true;
  char doit = 'A';  // other options are 'S' and 'O' for singular vectors only
  int rows = size;
  int cols = size;
  int info;
  int min = (rows <= cols) ? rows : cols;
 
  if (min == 0)
    {
      ERROR("expected a matrix with positive dimensions");
      return false;
    }
 
  int max = (rows >= cols) ? rows : cols;
  int wsize = 4 * min + 2 * max;
  double* workspace = newarray_atomic(double, 2 * wsize);
  double* rwork = newarray_atomic(double, 5 * max);
 
  double* copyA = (double*)A;
  double* u = newarray_atomic(double, 2 * rows * rows);
  double* vt = newarray_atomic(double, 2 * cols * cols);
  double* sigma = newarray_atomic(double, 2 * min);
 
  zgesvd_(&doit,
          &doit,
          &rows,
          &cols,
          copyA,
          &rows,
          sigma,
          u,
          &rows,
          vt,
          &cols,
          workspace,
          &wsize,
          rwork,
          &info);
 
  if (info < 0)
    {
      ERROR("argument passed to zgesvd had an illegal value");
      ret = false;
    }
  else if (info > 0)
    {
      ERROR("zgesvd did not converge");
      ret = false;
    }
  else
    {
      cond = sigma[0] / sigma[size - 1];
      // print_complex_matrix(size,copyA);
      // printf("(s_large=%lf, s_small=%lf)\n", sigma[0], sigma[size-1]);
    }
 
  freemem(workspace);
  freemem(rwork);
  // freemem(copyA);
  freemem(u);
  freemem(vt);
  freemem(sigma);
 
  return ret;
}

References ERROR, freemem(), max, newarray_atomic, and zgesvd_().

Referenced by PathTracker::track().