SVD分解C实现

int svd(int m,int n,int withu,int withv,double eps,double tol,
double *a, double *q, double *u, double *v, double *vt)
{

int i,j,k,l,l1,iter,retval;
double c,f,g,h,s,x,y,z;
double *e;

e = (double *)calloc(n,sizeof(double));

retval = 0;
/* Copy 'a' to 'u' */
for (i=0;i<m;i++) {
for (j=0;j<n;j++)
u[i*n + j] = a[i*n + j];
}

/* Householder's reduction to bidiagonal form. */
g = x = 0.0;

for (i=0;i<n;i++) {

e[i] = g;
s = 0.0;
l = i+1;

for (j=i;j<m;j++)
s += (u[j*n+i]*u[j*n+i]);

if (s < tol)
g = 0.0;

else {

f = u[i*n+i];

g = (f < 0) ? sqrt(s) : -sqrt(s);

h = f * g - s;

u[i*n+i] = f - g;

for (j=l;j<n;j++) {

s = 0.0;

for (k=i;k<m;k++)
s += (u[k*n+i] * u[k*n+j]);

f = s / h;

for (k=i;k<m;k++)
u[k*n+j] += (f * u[k*n+i]);

}
/* end j */
}
/* end s */
q[i] = g;

s = 0.0;

for (j=l;j<n;j++)
s += (u[i*n+j] * u[i*n+j]);

if (s < tol)
g = 0.0;

else {

f = u[i*n+i+1];

g = (f < 0) ? sqrt(s) : -sqrt(s);

h = f * g - s;

u[i*n+i+1] = f - g;

for (j=l;j<n;j++)
e[j] = u[i*n+j]/h;

for (j=l;j<m;j++) {

s = 0.0;