program svd character*50 FileName1,FileName2,FileName3 FileName1='e:\data2\sst\sst1' FileName2='e:\data2\r160\r1601.dat' FileName3='e:\temp\svd.dat' call czqSVD(FileName1,FileName2,FileName3) end SUBROUTINE czqSVD(FileName1,FileName2,FileName3) ccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc c This program uses for SVD analysing c c This program is from zhangyizhi&chenyanshan c Parameter interpetion cccc MR=MIN(M1,M2) c X:左场,M1个格点,序列长度为N c Y:右场,M2个格点,序列长度为N ! RAB:典型场的相关系数 ! RXB,RYA:异性相关系数 ! RXA,RYB:同性相关系数 ! SIGMA:奇异值 ! UA,VA:为两变量的线性组合 C UL:左奇异场,VR:右奇异场 c for the first R( R<=min(NS,NZ)) diagonal elements(cekma) c ccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc parameter(M1=286,N=46,M2=160,NUM=8) parameter(MR=min(m1,m2),KA=MAX(M1,M2)+1) character*50 FileName1,FileName2,FileName3 dimension A(M1,M2),U(M1,M1),V(M2,M2),S(KA),E(KA),WORK(KA) dimension X(M1,N),Y(M2,N),UA(MR,N),VA(MR,N) dimension RAB(MR,MR),RXB(M1,MR),RYA(M2,MR) dimension RXA(M1,M2),RYB(M2,MR) dimension SIGMA(MR,MR),UL(M1,MR),VR(M2,MR) EPS=0.000001 c-----input data---------------------------------------- c-----input data---------------------------------------- open(1,file=FileName1) read(1,*)((X(I,J),J=1,N),I=1,M1) close(1) open(1,file=FileName2) read(1,*)((Y(I,J),J=1,N),I=1,M2) close(1) 100 FORMAT(30F4.0) 101 FORMAT(30F6.1) c-------------------------------------------------------- c-------------------------------------------------------- CCCC A=X*Y X(M1,N),Y(M2,N),A(M1,M2) !!!!!!!CYS子程序用来将原始资料进行标准化处理!!!!!!! CALL standard(X,Y,m1,m2,n) !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! CALL RXY(A,X,Y,M1,N,M2) CALL UAV(A,M1,M2,U,V,L,EPS,KA,S,E,WORK) CALL LSR(A,M1,M2,U,V,UL,VR,SIGMA,MR) !A=UL*SIGMA*INVERSE(VR) CALL TC(UA,VA,UL,VR,M1,MR,M2,X,Y,N) CALL R(RAB,UA,VA,MR,MR,N) CALL R(RXB,X,VA,M1,MR,N) CALL R(RYA,Y,UA,M2,MR,N) CALL R(RXA,X,UA,M1,MR,N) CALL R(RYB,Y,VA,M2,MR,N) CALL OUTER(SIGMA,RAB,RXB,RYA,RXA,RYB,ul, * vr,M1,M2,MR,NUM,FileName3) END SUBROUTINE R(RAB,UA,VA,MR1,MR2,N) dimension RAB(MR1,MR2),UA(MR1,N),VA(MR2,N) DO 3 I=1,MR1 DO 4 J=1,MR2 SUM1=0.0;SUM2=0.0;SUM3=0.0 AVE1=0.0;AVE2=0.0 DO K=1,N AVE1=AVE1+UA(I,K)/N AVE2=AVE2+VA(J,K)/N ENDDO DO 5 K=1,N SUM1=SUM1+(UA(I,K)-AVE1)*(VA(J,K)-AVE2) SUM2=SUM2+(UA(I,K)-AVE1)*(UA(I,K)-AVE1) SUM3=SUM3+(VA(J,K)-AVE2)*(VA(J,K)-AVE2) 5 CONTINUE RAB(I,J)=SUM1/SQRT(SUM2)/SQRT(SUM3) 4 CONTINUE 3 CONTINUE RETURN END SUBROUTINE OUTER(SIGMA,RAB,RXB,RYA,RXA,RYB, * ul,vr,M1,M2,MR,NUM,FileName3) character*50 FileName3 dimension SIGMA(MR,MR),RAB(MR,MR),RXB(M1,MR),RYA(M2,MR) dimension RXA(M1,MR),RYB(M2,MR),ul(m1,mr),vr(m2,mr) REAL SUM1,SUM2,PRE1,PRE2 OPEN(1,FILE=FileName3) SUM1=0.0 DO 10 I=1,MR 10 SUM1=SUM1+SIGMA(I,I)*SIGMA(I,I) write(1,100) SUM2=0.0 PER2=0.0 DO 20 I=1,NUM SUM2=SUM2+SIGMA(I,I)*SIGMA(I,I) PRE1=SIGMA(I,I)*SIGMA(I,I)/SUM1 PRE2=PRE2+PRE1 write(1,101) SIGMA(I,I)*SIGMA(I,I),SUM2,PRE1,PRE2 20 CONTINUE write(1,*) write(1,102) DO 30 I=1,NUM 30 write(1,103)I,RAB(I,I) write(1,*) write(1,104) 104 FORMAT(4X,' 异性相关系数 ') write(1,105) 105 FORMAT(4X,' X 对右特征场 ') write(1,106)((RXB(I,J),J=1,NUM),I=1,M1) write(1,107) 107 FORMAT(4X,' Y 对左特征场 ') write(1,106)((RYA(I,J),J=1,NUM),I=1,M2) write(1,108) 108 FORMAT(4X,' 同性相关系数 ') write(1,109) 109 FORMAT(4X,' X 对左特征场 ') write(1,106)((RXA(I,J),J=1,NUM),I=1,M1) write(1,110) 110 FORMAT(4X,' Y 对右特征场 ') write(1,106)((RYB(I,J),J=1,NUM),I=1,M2) write(1,112) write(1,111)(I,(ul(i,j),j=1,num),i=1,M1) write(1,113) write(1,111)(I,(vr(i,j),j=1,num),i=1,m2) 111 format(i4,8f8.3) 112 format(1x,'左特征场') 113 format(1x,'右特征场') CCC 106 FORMAT(8F8.3) CCC 100 FORMAT(4X,' 特征值 ',3X,'累积特征值 ', $ 3X,' 贡献百分率 ',3X,'累积贡献 ') 101 FORMAT(4X,F12.4,3X,F12.4,3X,F12.4,3X,F12.4) 102 FORMAT(4X,' 模态相关:') 103 FORMAT(1X,I3,F12.4) close(1) RETURN END SUBROUTINE TC(UA,VA,UL,VR,M1,MR,M2,X,Y,N) dimension UA(MR,N),VA(MR,N),UL(M1,MR),VR(M2,MR),X(M1,N),Y(M2,N) DO 2 I=1,MR DO 2 J=1,N UA(I,J)=0.0 DO 1 L=1,M1 UA(I,J)=UA(I,J)+UL(L,I)*X(L,J) 1 CONTINUE 2 CONTINUE DO 4 I=1,MR DO 4 J=1,N VA(I,J)=0.0 DO 3 L=1,M2 VA(I,J)=VA(I,J)+VR(L,I)*Y(L,J) 3 CONTINUE 4 CONTINUE RETURN END SUBROUTINE LSR(A,M1,M2,U,V,UL,VR,SIGMA,MR) dimension A(M1,M2),U(M1,M1),V(M2,M2),UL(M1,MR),VR(M2,MR) dimension SIGMA(MR,MR) DO 91 I=1,MR DO 91 J=1,MR SIGMA(I,J)=0.0 IF(I .EQ. J) SIGMA(I,J)=A(I,J) 91 CONTINUE DO 92 I=1,M1 DO 92 J=1,MR 92 UL(I,J)=U(I,J) DO 93 I=1,MR DO 93 J=1,M2 IF(V(I,J) .GT. 1000.) THEN WRITE(*,*) I,J ENDIF 93 VR(J,I)=V(I,J) RETURN END SUBROUTINE RXY(A,X,Y,M1,N,M2) dimension A(M1,M2),X(M1,N),Y(M2,N) DO 50 I=1,M1 DO 50 J=1,M2 A(I,J)=0.0 DO 10 L=1,N A(I,J)=A(I,J)+X(I,L)*Y(J,L) 10 CONTINUE 50 CONTINUE RETURN END SUBROUTINE MUL(A,B,M,N,K,C) dimension A(M,N),B(N,K),C(M,K) C DOUBLE PRECISION A,B,C DO 50 I=1,M DO 50 J=1,K C(I,J)=0.0 DO 10 L=1,N C(I,J)=C(I,J)+A(I,L)*B(L,J) 10 CONTINUE 50 CONTINUE RETURN END SUBROUTINE UAV(A,M,N,U,V,L,EPS,KA,S,E,WORK) dimension A(M,N),U(M,N),V(N,N),S(KA),E(KA),WORK(KA) C DOUBLE PRECISION A,U,V,S,E,D,WORK REAL DD,F,G,CS,SN,SHH,SK,EK,B,C,SM,SM1,EM1 IT=60 K=N IF(M-1 .LT. N) K=M-1 L=M IF(N-2 .LT. M) L=N-2 IF(L .LT. 0) L=0 LL=K IF(L .GT. K) LL=L IF(LL .GE. 1) THEN DO 150 KK=1,LL IF(KK .LE. K) THEN D=0.0 DO 10 I=KK,M 10 D=D+A(I,KK)*A(I,KK) S(KK)=SQRT(D) IF(S(KK) .NE. 0.0) THEN IF(A(KK,KK) .NE. 0.0) S(KK)=SIGN(S(KK),A(KK,KK)) DO 20 I=KK,M 20 A(I,KK)=A(I,KK)/S(KK) A(KK,KK)=1.0+A(KK,KK) ENDIF S(KK)=-S(KK) ENDIF IF(N .GE. KK+1) THEN DO 50 J=KK+1,N IF((KK .LE. K) .AND. (S(KK) .NE. 0.0)) THEN D=0.0 DO 30 I=KK,M 30 D=D+A(I,KK)*A(I,J) D=-D/A(KK,KK) DO 40 I=KK,M 40 A(I,J)=A(I,J)+D*A(I,KK) ENDIF E(J)=A(KK,J) 50 CONTINUE ENDIF IF(KK .LE. K) THEN DO 60 I=KK,M 60 U(I,KK)=A(I,KK) ENDIF IF(KK .LE. L) THEN D=0.0 DO 70 I=KK+1,N 70 D=D+E(I)*E(I) E(KK)=SQRT(D) IF(E(KK) .NE. 0.0) THEN IF(E(KK+1) .NE. 0.0) E(KK)=SIGN(E(KK),E(K+1)) DO 80 I=KK+1,N 80 E(I)=E(I)/E(KK) E(KK+1)=1.0+E(KK+1) ENDIF E(KK)=-E(KK) IF((KK+1 .LE. M) .AND. (E(KK) .NE. 0.0)) THEN DO 90 I=KK+1,M 90 WORK(I)=0.0 DO 110 J=KK+1,N DO 100 I=KK+1,M 100 WORK(I)=WORK(I)+E(J)*A(I,J) 110 CONTINUE DO 130 J=KK+1,N DO 120 I=KK+1,M 120 A(I,J)=A(I,J)-WORK(I)*E(J)/E(KK+1) 130 CONTINUE ENDIF DO 140 I=KK+1,N 140 V(I,KK)=E(I) ENDIF 150 CONTINUE ENDIF MM=N IF(M+1 .LT. N) MM=M+1 IF(K .LT. N) S(K+1)=A(K+1,K+1) IF(M .LT. MM) S(MM)=0.0 IF(L+1 .LT. MM) E(L+1)=A(L+1,MM) E(MM)=0.0 NN=M IF(M .GT. N) NN=N IF(NN .GE. K+1) THEN DO 190 J=K+1,NN DO 180 I=1,M 180 U(I,J)=0.0 U(J,J)=1.0 190 CONTINUE ENDIF IF(K .GE. 1) THEN DO 250 LL=1,K KK=K-LL+1 IF(S(KK) .NE. 0.0) THEN IF(NN .GE.KK+1) THEN DO 220 J=KK+1,NN D=0.0 DO 200 I=KK,M 200 D=D+U(I,KK)*U(I,J)/U(KK,KK) D=-D DO 210 I=KK,M 210 U(I,J)=U(I,J)+D*U(I,KK) 220 CONTINUE ENDIF DO 225 I=KK,M 225 U(I,KK)=-U(I,KK) U(KK,KK)=1.0+U(KK,KK) IF(KK-1 .GE. 1) THEN DO 230 I=1,KK-1 230 U(I,KK)=0.0 ENDIF ELSE DO 240 I=1,M 240 U(I,KK)=0.0 U(KK,KK)=1.0 ENDIF 250 CONTINUE ENDIF DO 300 LL=1,N KK=N-LL+1 IF((KK .LE. L) .AND. (E(KK) .NE. 0.0)) THEN DO 280 J=KK+1,N D=0.0 DO 260 I=KK+1,N 260 D=D+V(I,KK)*V(I,J)/V(KK+1,KK) D=-D DO 270 I=KK+1,N 270 V(I,J)=V(I,J)+D*V(I,KK) 280 CONTINUE ENDIF DO 290 I=1,N 290 V(I,KK)=0.0 V(KK,KK)=1.0 300 CONTINUE DO 305 I=1,M DO 305 J=1,N 305 A(I,J)=0.0 M1=MM IT=60 310 IF(MM .EQ. 0) THEN L=0 IF(M .GE. N) THEN I=N ELSE I=M ENDIF DO 315 J=1,I-1 A(J,J)=S(J) A(J,J+1)=E(J) 315 CONTINUE A(I,I)=S(I) IF(M .LT. N) A(I,I+1)=E(I) DO 314 I=1,N-1 DO 313 J=I+1,N D=V(I,J) V(I,J)=V(J,I) V(J,I)=D 313 CONTINUE 314 CONTINUE RETURN ENDIF IF(IT .EQ.0) THEN L=MM IF(M .GE. N) THEN I=N ELSE I=M ENDIF DO 316 J=1,I-1 A(J,J)=S(J) A(J,J+1)=E(J) 316 CONTINUE A(I,I)=S(I) IF(M .LT. N) A(I,I+1)=E(I) DO 318 I=1,N-1 DO 317 J=I+1,N D=V(I,J) V(I,J)=V(J,I) V(J,I)=D 317 CONTINUE 318 CONTINUE RETURN ENDIF KK=MM 320 KK=KK-1 IF(KK .NE. 0) THEN D=ABS(S(KK))+ABS(S(KK+1)) DD=ABS(E(KK)) IF(DD .GT. EPS*D) GOTO 320 E(KK)=0.0 ENDIF IF(KK .EQ. MM-1) THEN KK=KK+1 IF(S(KK) .LT. 0.0) THEN S(KK)=-S(KK) DO 330 I=1,N 330 V(I,KK)=-V(I,KK) ENDIF 335 IF(KK .NE. M1) THEN IF(S(KK) .LT. S(KK+1)) THEN D=S(KK) S(KK)=S(KK+1) S(KK+1)=D IF(KK .LT. N) THEN DO 340 I=1,N D=V(I,KK) V(I,KK)=V(I,KK+1) V(I,KK+1)=D 340 CONTINUE ENDIF IF(KK .LT. N) THEN DO 350 I=1,M D=U(I,KK) U(I,KK)=U(I,KK+1) U(I,KK+1)=D 350 CONTINUE ENDIF KK=KK+1 GOTO 335 ENDIF ENDIF IT=60 MM=MM-1 GOTO 310 ENDIF KS=MM+1 360 KS=KS-1 IF(KS .GT. KK) THEN D=0.0 IF(KS .NE. MM) D=D+ABS(E(KS)) IF(KS .NE. KK+1) D=D+ABS(E(KS-1)) DD=ABS(S(KS)) IF(DD .GT. EPS*D) GOTO 360 S(KS)=0.0 ENDIF IF(KS .EQ. KK) THEN KK=KK+1 D=ABS(S(MM)) IF(ABS(S(MM-1)) .GT. D) D=ABS(S(MM-1)) IF(ABS(E(MM-1)) .GT. D) D=ABS(E(MM-1)) IF(ABS(S(KK)) .GT. D) D=ABS(S(KK)) IF(ABS(E(KK)) .GT. D) D=ABS(E(KK)) SM=S(MM)/D SM1=S(MM-1)/D EM1=E(MM-1)/D SK=S(KK)/D EK=E(KK)/D B=((SM1+SM)*(SM1-SM)+EM1*EM1)/2.0 C=SM*EM1 C=C*C SHH=0.0 IF((B .NE. 0.0) .OR. (C .NE. 0.0)) THEN SHH=SQRT(B*B+C) IF(B .LT. 0.0) SHH=-SHH SHH=C/(B+SHH) ENDIF F=(SK+SM)*(SK-SM)-SHH G=SK*EK DO 400 I=KK,MM-1 CALL SSS(F,G,CS,SN) IF(I .NE. KK) E(I-1)=F F=CS*S(I)+SN*E(I) E(I)=CS*E(I)-SN*S(I) G=SN*S(I+1) S(I+1)=CS*S(I+1) IF((CS .NE. 1.0) .OR. (SN .NE. 0.0)) THEN DO 370 J=1,N D=CS*V(J,I)+SN*V(J,I+1) V(J,I+1)=-SN*V(J,I)+CS*V(J,I+1) V(J,I)=D 370 CONTINUE ENDIF CALL SSS(F,G,CS,SN) S(I)=F F=CS*E(I)+SN*S(I+1) S(I+1)=-SN*E(I)+CS*S(I+1) G=SN*E(I+1) E(I+1)=CS*E(I+1) IF(I .LT. M) THEN IF((CS .NE. 1.0) .OR. (SN .NE. 0.0)) THEN DO 380 J=1,M D=CS*U(J,I)+SN*U(J,I+1) U(J,I+1)=-SN*U(J,I)+CS*U(J,I+1) U(J,I)=D 380 CONTINUE ENDIF ENDIF 400 CONTINUE E(MM-1)=F IT=IT-1 GOTO 310 ENDIF IF(KS .EQ. MM) THEN KK=KK+1 F=E(MM-1) E(MM-1)=0.0 DO 420 LL=KK,MM-1 I=MM+KK-LL-1 G=S(I) CALL SSS(G,F,CS,SN) S(I)=G IF(I .NE. KK) THEN F=-SN*E(I-1) E(I-1)=CS*E(I-1) ENDIF IF((CS .NE. 1.0) .OR. (SN .NE. 0.0)) THEN DO 410 J=1,N D=CS*V(J,I)+SN*V(J,MM) V(J,MM)=-SN*V(J,I)+CS*V(J,MM) V(J,I)=D 410 CONTINUE ENDIF 420 CONTINUE GOTO 310 ENDIF KK=KS+1 F=E(KK-1) E(KK-1)=0.0 DO 450 I=KK,MM G=S(I) CALL SSS(G,F,CS,SN) S(I)=G F=-SN*E(I) E(I)=CS*E(I) IF((CS .NE. 1.0) .OR. (SN .NE. 0.0)) THEN DO 430 J=1,M D=CS*U(J,I)+SN*U(J,KK-1) U(J,KK-1)=-SN*U(J,I)+CS*U(J,KK-1) U(J,I)=D 430 CONTINUE ENDIF 450 CONTINUE GOTO 310 END SUBROUTINE SSS(F,G,CS,SN) REAL D,R IF((ABS(F)+ABS(G)) .EQ. 0.0) THEN CS=1.0 SN=0.0 D=0.0 ELSE D=SQRT(F*F+G*G) IF(ABS(F) .GT. ABS(G)) D=SIGN(D,F) IF(ABS(G) .GE. ABS(F)) D=SIGN(D,G) CS=F/D SN=G/D ENDIF R=1.0 IF(ABS(F) .GT. ABS(G)) THEN R=SN ELSE IF(CS.NE.0.0) R=1.0/CS ENDIF F=D G=R RETURN END SUBROUTINE standard(x,y,m1,m2,n) dimension x(m1,n),y(m2,n) dimension xm(m1),xd(m1),ym(m2),yd(m2) fnx=real(m1) fny=real(m2) fn=real(n) do 10 i=1,m1 xm(i)=0.0 do 12 k=1,n 12 xm(i)=xm(i)+x(i,k) xm(i)=xm(i)/fn xd(i)=0.0 do 13 k=1,n 13 xd(i)=xd(i)+(x(i,k)-xm(I))**2 xd(i)=sqrt(xd(i)/fn) 10 continue do 20 i=1,m2 ym(i)=0.0 do 22 k=1,n 22 ym(i)=ym(i)+y(i,k) ym(i)=ym(i)/fn yd(i)=0.0 do 23 k=1,n 23 yd(i)=yd(i)+(y(i,k)-ym(I))**2 yd(i)=sqrt(yd(i)/fn) 20 continue do 30 i=1,m1 do 30 k=1,n 30 x(i,k)=(x(i,k)-xm(I))/xd(I) do 32 i=1,m2 do 32 k=1,n 32 y(i,k)=(y(i,k)-ym(I))/yd(I) RETURN END