首先,我知道Julia确实有一个svd
内在函数,但它并不完全符合我的需要。相反,来自Numerical Recipes的svdcmp
会这样做。
所以,子程序是这样的:
MODULE nrtype
INTEGER, PARAMETER :: I4B = SELECTED_INT_KIND(9)
INTEGER, PARAMETER :: I2B = SELECTED_INT_KIND(4)
INTEGER, PARAMETER :: I1B = SELECTED_INT_KIND(2)
INTEGER, PARAMETER :: SP = KIND(1.0)
INTEGER, PARAMETER :: DP = KIND(1.0D0)
INTEGER, PARAMETER :: SPC = KIND((1.0,1.0))
INTEGER, PARAMETER :: DPC = KIND((1.0D0,1.0D0))
INTEGER, PARAMETER :: LGT = KIND(.true.)
REAL(SP), PARAMETER :: PI=3.141592653589793238462643383279502884197_sp
REAL(SP), PARAMETER :: PIO2=1.57079632679489661923132169163975144209858_sp
REAL(SP), PARAMETER :: TWOPI=6.283185307179586476925286766559005768394_sp
REAL(SP), PARAMETER :: SQRT2=1.41421356237309504880168872420969807856967_sp
REAL(SP), PARAMETER :: EULER=0.5772156649015328606065120900824024310422_sp
REAL(DP), PARAMETER :: PI_D=3.141592653589793238462643383279502884197_dp
REAL(DP), PARAMETER :: PIO2_D=1.57079632679489661923132169163975144209858_dp
REAL(DP), PARAMETER :: TWOPI_D=6.283185307179586476925286766559005768394_dp
TYPE sprs2_sp
INTEGER(I4B) :: n,len
REAL(SP), DIMENSION(:), POINTER :: val
INTEGER(I4B), DIMENSION(:), POINTER :: irow
INTEGER(I4B), DIMENSION(:), POINTER :: jcol
END TYPE sprs2_sp
TYPE sprs2_dp
INTEGER(I4B) :: n,len
REAL(DP), DIMENSION(:), POINTER :: val
INTEGER(I4B), DIMENSION(:), POINTER :: irow
INTEGER(I4B), DIMENSION(:), POINTER :: jcol
END TYPE sprs2_dp
END MODULE nrtype
MODULE nrutil
USE nrtype
IMPLICIT NONE
INTEGER(I4B), PARAMETER :: NPAR_ARTH=16,NPAR2_ARTH=8
INTEGER(I4B), PARAMETER :: NPAR_GEOP=4,NPAR2_GEOP=2
INTEGER(I4B), PARAMETER :: NPAR_CUMSUM=16
INTEGER(I4B), PARAMETER :: NPAR_CUMPROD=8
INTEGER(I4B), PARAMETER :: NPAR_POLY=8
INTEGER(I4B), PARAMETER :: NPAR_POLYTERM=8
INTERFACE assert_eq
MODULE PROCEDURE assert_eq2,assert_eq3,assert_eq4,assert_eqn
END INTERFACE
INTERFACE outerprod
MODULE PROCEDURE outerprod_r,outerprod_d
END INTERFACE
CONTAINS
FUNCTION assert_eq2(n1,n2,string)
CHARACTER(LEN=*), INTENT(IN) :: string
INTEGER, INTENT(IN) :: n1,n2
INTEGER :: assert_eq2
if (n1 == n2) then
assert_eq2=n1
else
write (*,*) 'nrerror: an assert_eq failed with this tag:', &
string
STOP 'program terminated by assert_eq2'
end if
END FUNCTION assert_eq2
!BL
FUNCTION assert_eq3(n1,n2,n3,string)
CHARACTER(LEN=*), INTENT(IN) :: string
INTEGER, INTENT(IN) :: n1,n2,n3
INTEGER :: assert_eq3
if (n1 == n2 .and. n2 == n3) then
assert_eq3=n1
else
write (*,*) 'nrerror: an assert_eq failed with this tag:', &
string
STOP 'program terminated by assert_eq3'
end if
END FUNCTION assert_eq3
!BL
FUNCTION assert_eq4(n1,n2,n3,n4,string)
CHARACTER(LEN=*), INTENT(IN) :: string
INTEGER, INTENT(IN) :: n1,n2,n3,n4
INTEGER :: assert_eq4
if (n1 == n2 .and. n2 == n3 .and. n3 == n4) then
assert_eq4=n1
else
write (*,*) 'nrerror: an assert_eq failed with this tag:', &
string
STOP 'program terminated by assert_eq4'
end if
END FUNCTION assert_eq4
!BL
FUNCTION assert_eqn(nn,string)
CHARACTER(LEN=*), INTENT(IN) :: string
INTEGER, DIMENSION(:), INTENT(IN) :: nn
INTEGER :: assert_eqn
if (all(nn(2:) == nn(1))) then
assert_eqn=nn(1)
else
write (*,*) 'nrerror: an assert_eq failed with this tag:', &
string
STOP 'program terminated by assert_eqn'
end if
END FUNCTION assert_eqn
!BL
SUBROUTINE nrerror(string)
CHARACTER(LEN=*), INTENT(IN) :: string
write (*,*) 'nrerror: ',string
STOP 'program terminated by nrerror'
END SUBROUTINE nrerror
!BL
FUNCTION outerprod_r(a,b)
REAL(SP), DIMENSION(:), INTENT(IN) :: a,b
REAL(SP), DIMENSION(size(a),size(b)) :: outerprod_r
outerprod_r = spread(a,dim=2,ncopies=size(b)) * &
spread(b,dim=1,ncopies=size(a))
END FUNCTION outerprod_r
!BL
FUNCTION outerprod_d(a,b)
REAL(DP), DIMENSION(:), INTENT(IN) :: a,b
REAL(DP), DIMENSION(size(a),size(b)) :: outerprod_d
outerprod_d = spread(a,dim=2,ncopies=size(b)) * &
spread(b,dim=1,ncopies=size(a))
END FUNCTION outerprod_d
!BL
END MODULE nrutil
MODULE nr
INTERFACE pythag
FUNCTION pythag_dp(a,b)
USE nrtype
REAL(DP), INTENT(IN) :: a,b
REAL(DP) :: pythag_dp
END FUNCTION pythag_dp
!BL
FUNCTION pythag_sp(a,b)
USE nrtype
REAL(SP), INTENT(IN) :: a,b
REAL(SP) :: pythag_sp
END FUNCTION pythag_sp
END INTERFACE
END MODULE nr
SUBROUTINE svdcmp_dp(a,w,v)
USE nrtype; USE nrutil, ONLY : assert_eq,nrerror,outerprod
USE nr, ONLY : pythag
IMPLICIT NONE
REAL(DP), DIMENSION(:,:), INTENT(INOUT) :: a
REAL(DP), DIMENSION(:), INTENT(OUT) :: w
REAL(DP), DIMENSION(:,:), INTENT(OUT) :: v
INTEGER(I4B) :: i,its,j,k,l,m,n,nm
REAL(DP) :: anorm,c,f,g,h,s,scale,x,y,z
REAL(DP), DIMENSION(size(a,1)) :: tempm
REAL(DP), DIMENSION(size(a,2)) :: rv1,tempn
m=size(a,1)
write(*,*)"size(a,1)= ",size(a,1)
write(*,*)"size(a,2)= ",size(a,2)
write(*,*)"size(v,1)= ",size(v,1)
write(*,*)"size(v,2)= ",size(v,2)
write(*,*)"size(w) = ",size(w)
n=assert_eq(size(a,2),size(v,1),size(v,2),size(w),'svdcmp_dp')
g=0.0
scale=0.0
do i=1,n
l=i+1
rv1(i)=scale*g
g=0.0
scale=0.0
if (i <= m) then
scale=sum(abs(a(i:m,i)))
if (scale /= 0.0) then
a(i:m,i)=a(i:m,i)/scale
s=dot_product(a(i:m,i),a(i:m,i))
f=a(i,i)
g=-sign(sqrt(s),f)
h=f*g-s
a(i,i)=f-g
tempn(l:n)=matmul(a(i:m,i),a(i:m,l:n))/h
a(i:m,l:n)=a(i:m,l:n)+outerprod(a(i:m,i),tempn(l:n))
a(i:m,i)=scale*a(i:m,i)
end if
end if
w(i)=scale*g
g=0.0
scale=0.0
if ((i <= m) .and. (i /= n)) then
scale=sum(abs(a(i,l:n)))
if (scale /= 0.0) then
a(i,l:n)=a(i,l:n)/scale
s=dot_product(a(i,l:n),a(i,l:n))
f=a(i,l)
g=-sign(sqrt(s),f)
h=f*g-s
a(i,l)=f-g
rv1(l:n)=a(i,l:n)/h
tempm(l:m)=matmul(a(l:m,l:n),a(i,l:n))
a(l:m,l:n)=a(l:m,l:n)+outerprod(tempm(l:m),rv1(l:n))
a(i,l:n)=scale*a(i,l:n)
end if
end if
end do
anorm=maxval(abs(w)+abs(rv1))
do i=n,1,-1
if (i < n) then
if (g /= 0.0) then
v(l:n,i)=(a(i,l:n)/a(i,l))/g
tempn(l:n)=matmul(a(i,l:n),v(l:n,l:n))
v(l:n,l:n)=v(l:n,l:n)+outerprod(v(l:n,i),tempn(l:n))
end if
v(i,l:n)=0.0
v(l:n,i)=0.0
end if
v(i,i)=1.0
g=rv1(i)
l=i
end do
do i=min(m,n),1,-1
l=i+1
g=w(i)
a(i,l:n)=0.0
if (g /= 0.0) then
g=1.0_dp/g
tempn(l:n)=(matmul(a(l:m,i),a(l:m,l:n))/a(i,i))*g
a(i:m,l:n)=a(i:m,l:n)+outerprod(a(i:m,i),tempn(l:n))
a(i:m,i)=a(i:m,i)*g
else
a(i:m,i)=0.0
end if
a(i,i)=a(i,i)+1.0_dp
end do
do k=n,1,-1
do its=1,30
do l=k,1,-1
nm=l-1
if ((abs(rv1(l))+anorm) == anorm) exit
if ((abs(w(nm))+anorm) == anorm) then
c=0.0
s=1.0
do i=l,k
f=s*rv1(i)
rv1(i)=c*rv1(i)
if ((abs(f)+anorm) == anorm) exit
g=w(i)
h=pythag(f,g)
w(i)=h
h=1.0_dp/h
c= (g*h)
s=-(f*h)
tempm(1:m)=a(1:m,nm)
a(1:m,nm)=a(1:m,nm)*c+a(1:m,i)*s
a(1:m,i)=-tempm(1:m)*s+a(1:m,i)*c
end do
exit
end if
end do
z=w(k)
if (l == k) then
if (z < 0.0) then
w(k)=-z
v(1:n,k)=-v(1:n,k)
end if
exit
end if
if (its == 30) call nrerror('svdcmp_dp: no convergence in svdcmp')
x=w(l)
nm=k-1
y=w(nm)
g=rv1(nm)
h=rv1(k)
f=((y-z)*(y+z)+(g-h)*(g+h))/(2.0_dp*h*y)
g=pythag(f,1.0_dp)
f=((x-z)*(x+z)+h*((y/(f+sign(g,f)))-h))/x
c=1.0
s=1.0
do j=l,nm
i=j+1
g=rv1(i)
y=w(i)
h=s*g
g=c*g
z=pythag(f,h)
rv1(j)=z
c=f/z
s=h/z
f= (x*c)+(g*s)
g=-(x*s)+(g*c)
h=y*s
y=y*c
tempn(1:n)=v(1:n,j)
v(1:n,j)=v(1:n,j)*c+v(1:n,i)*s
v(1:n,i)=-tempn(1:n)*s+v(1:n,i)*c
z=pythag(f,h)
w(j)=z
if (z /= 0.0) then
z=1.0_dp/z
c=f*z
s=h*z
end if
f= (c*g)+(s*y)
x=-(s*g)+(c*y)
tempm(1:m)=a(1:m,j)
a(1:m,j)=a(1:m,j)*c+a(1:m,i)*s
a(1:m,i)=-tempm(1:m)*s+a(1:m,i)*c
end do
rv1(l)=0.0
rv1(k)=f
w(k)=x
end do
end do
END SUBROUTINE svdcmp_dp
请注意,我只包含我需要的模块部分(仅适用于此情况)。然后,我将其编译成共享库,如:
gfortran -shared -fPIC svdcmp_dp.f90 -o svdcmp_dp.so
到目前为止,这太好了。
我接下来要做的是朱莉娅:
julia> M=5
julia> a=rand(M,M) #just to see if it works
julia> v=zeros(M,M)
julia> w=zeros(M)
julia> t=ccall((:svdcmp_dp_, "./svdcmp_dp.so")
, Void
, ( Ref{Float64} # array a(mp,np)
, Ref{Float64} # array w
, Ref{Float64} # array v
)
,a,w,v)
我得到了:
julia> t=ccall((:svdcmp_dp_, "./svdcmp_dp.so")
, Void
, ( Ref{Float64} # array a(mp,np)
, Ref{Float64} # array w
, Ref{Float64} # array v
)
,a,w,v)
size(a,1)= 0
size(a,2)= 0
size(v,1)= 1
size(v,2)= 1
size(w) = 1
nrerror: an assert_eq failed with this tag:svdcmp_dp
STOP program terminated by assert_eq4
所以,实际上,我的调用是正常的,但显然,Fortran 90的size
内在函数并没有返回我期望的结果。我这样说是因为svdcmp_dp.f90
中的第一行调用了函数assert_eq4
并确定尺寸不兼容。这不应该发生,因为我选择[5 X 5],w [5],v [5,5],对吗?
我在F90中搜索了size
,并找到了这个:
说明
Determine the extent of ARRAY along a specified dimension DIM, or the total number of elements in ARRAY if DIM is absent.
Standard:
Fortran 95 and later, with KIND argument Fortran 2003 and later
Class:
Inquiry function
Syntax:
RESULT = SIZE(ARRAY[, DIM [, KIND]])
Arguments:
ARRAY Shall be an array of any type. If ARRAY is a pointer
it must be associated and allocatable arrays must be allocated.
DIM (Optional) shall be a scalar of type INTEGER and its value shall
be in the range from 1 to n, where n equals the rank of ARRAY.
KIND (Optional) An INTEGER initialization expression indicating the
kind parameter of the result.
所以,我猜这个问题与allocable
&amp;的a,v
属性有关。 w
。或pointer
问题(使用指针零经验!)
答案 0 :(得分:1)
我实际上通过替换声明解决了这个问题:
SUBROUTINE svdcmp_dp(a,w,v)
USE nrtype; USE nrutil, ONLY : assert_eq,nrerror,outerprod
USE nr, ONLY : pythag
IMPLICIT NONE
REAL(DP), DIMENSION(:,:), INTENT(INOUT) :: a
REAL(DP), DIMENSION(:), INTENT(OUT) :: w
REAL(DP), DIMENSION(:,:), INTENT(OUT) :: v
INTEGER(I4B) :: i,its,j,k,l,m,n,nm
REAL(DP) :: anorm,c,f,g,h,s,scale,x,y,z
REAL(DP), DIMENSION(size(a,1)) :: tempm
REAL(DP), DIMENSION(size(a,2)) :: rv1,tempn
m=size(a,1)
到:
SUBROUTINE svdcmp_dp(Ma,Na,a,w,v)
USE nrtype; USE nrutil, ONLY : assert_eq,nrerror,outerprod
USE nr, ONLY : pythag
IMPLICIT NONE
INTEGER(I4B) :: i,its,j,k,l,Ma,Na,m,n,nm
REAL(DP), DIMENSION(Ma,Na), INTENT(INOUT) :: a
REAL(DP), DIMENSION(Na), INTENT(INOUT) :: w
REAL(DP), DIMENSION(Na,Na), INTENT(INOUT) :: v
REAL(DP) :: anorm,c,f,g,h,s,scale,x,y,z
REAL(DP), DIMENSION(size(a,1)) :: tempm
REAL(DP), DIMENSION(size(a,2)) :: rv1,tempn
请注意,最后一个也包含了输入数组的维数!
PD: 此外,代码需要模块(它不完整):
MODULE nr
INTERFACE pythag
MODULE PROCEDURE pythag_dp, pythag_sp
END INTERFACE
CONTAINS
FUNCTION pythag_dp(a,b)
USE nrtype
IMPLICIT NONE
REAL(DP), INTENT(IN) :: a,b
REAL(DP) :: pythag_dp
REAL(DP) :: absa,absb
absa=abs(a)
absb=abs(b)
if (absa > absb) then
pythag_dp=absa*sqrt(1.0_dp+(absb/absa)**2)
else
if (absb == 0.0) then
pythag_dp=0.0
else
pythag_dp=absb*sqrt(1.0_dp+(absa/absb)**2)
end if
end if
END FUNCTION pythag_dp
!BL
FUNCTION pythag_sp(a,b)
USE nrtype
IMPLICIT NONE
REAL(SP), INTENT(IN) :: a,b
REAL(SP) :: pythag_sp
REAL(SP) :: absa,absb
absa=abs(a)
absb=abs(b)
if (absa > absb) then
pythag_sp=absa*sqrt(1.0_sp+(absb/absa)**2)
else
if (absb == 0.0) then
pythag_sp=0.0
else
pythag_sp=absb*sqrt(1.0_sp+(absa/absb)**2)
end if
end if
END FUNCTION pythag_sp
END MODULE nr
运行它(首先,编译为库):
julia> Na = 10;
julia> Ma = 10;
julia> w = zeros(Na);
julia> v = zeros(Na,Na);
julia> a = rand(Ma,Na);
julia> t = ccall((:svdcmp_dp_, "./svdcmp_dp.so")
, Void
, ( Ref{Int64} # dim Ma
, Ref{Int64} # dim Na
, Ref{Float64} # array a(Ma,Na)
, Ref{Float64} # array w(Na)
, Ref{Float64} # array v(Na,Na)
)
,Ma,Na,a,w,v)
size(a,1)= 10
size(a,2)= 10
size(v,1)= 10
size(v,2)= 10
size(w) = 10
julia> a
10×10 Array{Float64,2}:
-0.345725 -0.152634 -0.308378 0.16358 -0.0320809 … -0.47387 0.429124 -0.45121
-0.262689 0.337605 -0.0870571 0.409442 -0.160302 -0.0551756 0.16718 0.612903
-0.269915 0.410518 -0.0546271 -0.251295 -0.465747 0.328763 -0.109375 -0.476041
-0.33862 -0.238028 0.3538 -0.110374 0.294611 0.052966 0.44796 -0.0296113
-0.327258 -0.432601 -0.250865 0.478916 -0.0284979 0.0839667 -0.557761 -0.0956028
-0.265429 -0.199584 -0.178273 -0.300575 -0.578186 … -0.0561654 0.164844 0.35431
-0.333577 0.588873 -0.0587738 0.213815 0.349599 0.0573156 0.00210332 -0.0764212
-0.358586 -0.246824 0.211746 0.0193308 0.0844788 0.64333 0.105043 0.0645999
-0.340235 0.0145761 -0.344321 -0.602982 0.422866 -0.15449 -0.309766 0.220315
-0.301303 0.051581 0.712463 -0.0297202 -0.162096 -0.458565 -0.360566 -0.00623828
julia> w
10-element Array{Float64,1}:
4.71084
1.47765
1.06096
0.911895
0.123196
0.235218
0.418629
0.611456
0.722386
0.688394
julia> v
10×10 Array{Float64,2}:
-0.252394 0.128972 -0.0839656 0.6905 … 0.357651 0.0759095 -0.0858018 -0.111576
-0.222082 -0.202181 -0.0485353 -0.217066 0.11651 -0.223779 0.780065 -0.288588
-0.237793 0.109989 0.473947 0.155364 0.0821913 -0.61879 0.119753 0.33927
-0.343341 -0.439985 -0.459649 -0.233768 0.0948844 -0.155143 -0.233945 0.53929
-0.24665 0.0670331 -0.108927 0.119793 -0.520865 0.454486 0.375191 0.226854
-0.194316 0.301428 0.236947 -0.118114 … -0.579563 -0.183961 -0.19942 0.0545692
-0.349481 -0.61546 0.475366 0.227209 -0.0975147 0.274104 -0.0994582 -0.0834197
-0.457956 0.349558 0.263727 -0.506634 0.418154 0.378996 -0.113577 -0.0262257
-0.451763 0.0283005 -0.328583 -0.0121005 -0.219985 -0.276867 -0.269783 -0.604697
-0.27929 0.373724 -0.288427 0.246083 0.0529508 0.0369404 0.197368 0.265678
喝彩!