?? xsvdvar.cpp
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#include <iostream>
#include <iomanip>
#include "nr.h"
using namespace std;
// Driver for routine svdvar
int main(void)
{
const int MA=3;
const DP vtemp_d[MA*MA]=
{1.0,1.0,1.0,
2.0,2.0,2.0,
3.0,3.0,3.0};
const DP w_d[MA]={0.0,1.0,2.0};
const DP tru[MA][MA]=
{{1.25,2.5,3.75},
{2.5,5.0,7.5},
{3.75,7.5,11.25}};
int i,j;
Vec_DP w(w_d,MA);
Mat_DP cvm(MA,MA),v(vtemp_d,MA,MA);
cout << endl << "matrix v" << endl;
cout << fixed << setprecision(6);
for (i=0;i<MA;i++) {
for (j=0;j<MA;j++) cout << setw(12) << v[i][j];
cout << endl;
}
cout << endl << "vector w" << endl;
for (i=0;i<MA;i++) cout << setw(12) << w[i];
cout << endl;
NR::svdvar(v,w,cvm);
cout << endl << "covariance matrix from svdvar" << endl;
for (i=0;i<MA;i++) {
for (j=0;j<MA;j++) cout << setw(12) << cvm[i][j];
cout << endl;
}
cout << endl << "expected covariance matrix" << endl;
for (i=0;i<MA;i++) {
for (j=0;j<MA;j++) cout << setw(12) << tru[i][j];
cout << endl;
}
return 0;
}
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