xsvdvar.c

< C语言数值算法程序大全>>配套程序

/* Driver for routine svdvar */

#include <stdio.h>
#define NRANSI
#include "nr.h"
#include "nrutil.h"

#define NP 6
#define MA 3

int main(void)
{
	int i,j;
	float **cvm,**v;
	static float vtemp[NP][NP]=
		{1.0,1.0,1.0,1.0,1.0,1.0,
		2.0,2.0,2.0,2.0,2.0,2.0,
		3.0,3.0,3.0,3.0,3.0,3.0,
		4.0,4.0,4.0,4.0,4.0,4.0,
		5.0,5.0,5.0,5.0,5.0,5.0,
		6.0,6.0,6.0,6.0,6.0,6.0};
	static float w[NP+1]=
		{0.0,0.0,1.0,2.0,3.0,4.0,5.0};
	static float tru[MA][MA]=
		{1.25,2.5,3.75,
		2.5,5.0,7.5,
		3.75,7.5,11.25};

	cvm=matrix(1,MA,1,MA);
	v=convert_matrix(&vtemp[0][0],1,NP,1,NP);
	printf("\nmatrix v\n");
	for (i=1;i<=NP;i++) {
		for (j=1;j<=NP;j++) printf("%12.6f",v[i][j]);
		printf("\n");
	}
	printf("\nvector w\n");
	for (i=1;i<=NP;i++) printf("%12.6f",w[i]);
	printf("\n");
	svdvar(v,MA,w,cvm);
	printf("\ncovariance matrix from svdvar\n");
	for (i=1;i<=MA;i++) {
		for (j=1;j<=MA;j++) printf("%12.6f",cvm[i][j]);
		printf("\n");
	}
	printf("\nexpected covariance matrix\n");
	for (i=1;i<=MA;i++) {
		for (j=1;j<=MA;j++) printf("%12.6f",tru[i-1][j-1]);
		printf("\n");
	}
	free_convert_matrix(v,1,NP,1,NP);
	free_matrix(cvm,1,MA,1,MA);
	return 0;
}
#undef NRANSI