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From: ajayshah@alhena.usc.edu (Ajay Shah)
Newsgroups: sci.math.num-analysis,comp.lang.fortran
Subject: SVD Troubles
Message-ID: <33898@usc.edu>
Date: 26 Jun 91 13:14:40 GMT
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I get different results in doing a SVD using Numerical Recipes
and using Linpack.

The diagonal elements of W using LINPACK:

    8546.9933049439    499.76058704715    237.98494198145    176.87448423245
    168.17932502747    164.22538937388    155.90921231184    154.22581082297
    1.1581996038494D-06    7.5680111867615D-07

Using Numerical Recipes:

    8546.9933049439    499.76058704715    237.98494198145    176.87448423245
    168.17932502747    154.22581082297    155.90921231184    164.22538937388
    7.5680116056573D-07    1.1581996113596D-06

The program using Linpack :

	program main
	implicit undefined (a-z)

	character*200 infname
	double precision A(10, MATSIZE), ACopy(10, MATSIZE), cond_num
	double precision V(10, MATSIZE)
	integer iargc, N, row, col, i, info
	double precision W(10), U(MATSIZE, MATSIZE)
	double precision E(10), JUNK(MATSIZE)

	if (iargc() .ne. 1) then
		write(6, *) 'Usage: test inputfilename'
		stop
	endif

	call getarg(1, infname)
	open(unit=12, file=infname, form='formatted')
	read(12, *) N
	do row = 1, N
		read(12, *) (A(row, col), col = 1, N)
		do col = 1, N
			ACopy(row, col) = A(row, col)
		end do
	end do

	call DSVDC(A, 10, 10, 10, W, E, U, 10, V, 10, JUNK, 11, info)
	write(6, *) (W(i), i = 1, 10)

	stop
	end

The program using Numerical Recipes:

Just replace the "call DSVDC" by this line:

	call svdcmp(A, 10, 10, 10, 10, W, V)

The matrix:

 6.636747497519518e+02  5.008953942699227e+02  4.991617147615034e+02  4.948647902994671e+02  5.188879374177632e+02  4.980781537241928e+02  1.016966089668349e+03  5.078873159404829e+02  5.134782219220833e+02  1.021365541078674e+03 
 5.008953942699227e+02  6.723039431493032e+02  5.109286501458118e+02  4.952147347142381e+02  5.221728614843887e+02  5.056299650521632e+02  1.027802823571663e+03  5.095200723085509e+02  5.130013465427219e+02  1.022521418424905e+03 
 4.991617147615034e+02  5.109286501458118e+02  6.673655592833904e+02  4.887271277871769e+02  5.158123899764032e+02  4.945279396016267e+02  1.010340327918646e+03  4.991340394292638e+02  5.091609623446893e+02  1.008295002892672e+03 
 4.948647902994671e+02  4.952147347142381e+02  4.887271277871769e+02  6.506183351017976e+02  5.015532147443155e+02  4.950677723007248e+02  9.966209867528814e+02  4.928878141644745e+02  4.949013404400230e+02  9.877891572079971e+02 
 5.188879374177632e+02  5.221728614843887e+02  5.158123899764032e+02  5.015532147443155e+02  6.901277989031132e+02  5.138790599255799e+02  1.204006852804248e+03  5.132902485212762e+02  5.224282790935458e+02  1.035718529371021e+03 
 4.980781537241928e+02  5.056299650521632e+02  4.945279396016267e+02  4.950677723007248e+02  5.138790599255799e+02  6.626712063819948e+02  1.176550270146403e+03  4.981592662382463e+02  5.078192064621735e+02  1.005978474314339e+03 
 1.016966089668349e+03  1.027802823571663e+03  1.010340327918646e+03  9.966209867528814e+02  1.204006852804248e+03  1.176550270146403e+03  2.380557118887831e+03  1.011449517950008e+03  1.030247484954856e+03  2.041697003701003e+03 
 5.078873159404829e+02  5.095200723085509e+02  4.991340394292638e+02  4.928878141644745e+02  5.132902485212762e+02  4.981592662382463e+02  1.011449517950008e+03  6.652074363115371e+02  5.104872775080257e+02  1.175694707787698e+03 
 5.134782219220833e+02  5.130013465427219e+02  5.091609623446893e+02  4.949013404400230e+02  5.224282790935458e+02  5.078192064621735e+02  1.030247484954856e+03  5.104872775080257e+02  6.827224609884938e+02  1.193209741323968e+03 
 1.021365541078674e+03  1.022521418424905e+03  1.008295002892672e+03  9.877891572079971e+02  1.035718529371021e+03  1.005978474314339e+03  2.041697003701003e+03  1.175694707787698e+03  1.193209741323968e+03  2.368904446580258e+03 

-------------------------                            ------------------------- 
Ajay Shah, ajayshah@usc.edu                              ajayshah%rcc%rand.org
Apt: (213) 734-3930                     RAND Corporation: (213) 393-0411 x7281

-- 
_______________________________________________________________________________
Ajay Shah, (213)734-3930, ajayshah@usc.edu
                             The more things change, the more they stay insane.
_______________________________________________________________________________