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dgesvd
2006 Apr 26
0
Generalized SVD
Hi,
I need to computed the GSVD of two matrices. For doing so I used in my C
code the lapack routine dggsvd. But when I source my file gsvd.R I have
the following error:
Error in eval.with.vis(expr, envir, enclos) :
BLAS/LAPACK routine 'DGGSVD' gave error code -1
Is there a problem with the parameters passed through the gsvd.R script?
Is there a problem within the C script?
I will r...
2007 Sep 20
1
problem with generalized singular value decomposition using LAPACK
...need to work with matrices 4 times larger than the ones I tried.
I would be grateful if anyone can help on these issues
Best,
Altuna
# function
GSVD<-function(A,B)
{
# A=U*E1*Q'
# B=V*E2*Q'
dyn.load("/usr/local/lib/R/lib/libRlapack.so")
#is.loaded("dggsvd") # returns TRUE
z <- .Fortran("dggsvd",
as.character('N'),
as.character('N'),
as.character('Q'),
as.integer(nrow(A)),
as.integer(ncol(A)),
as.integer(nrow(B)),
integer(1),
integer(1),...