clc
clear
h=rand(8,8)+i*rand(8,8);
[U,S,V]=svd(h);
tol=0.010;
[m n] = size (S) ;
Q = U ;
R = zeros (m, n) ;
P = V ;
d = diag (S) ;
l = min (m, n) ;
for p = l : -1 : 1
if ( d (p) >= tol )
break ;
end
end
if ( p < 1 )
return ;
end
if ( p < 2 )
R (1, 1) = d (1) ;
return ;
end
z = zeros (p-1, 1) ;
large = 2 ; % largest diagonal element
small = p ; % smallest diagonal element
perm = [1 : p] ; % perm (i) = location in d of i-th largest entry
invperm = [ 1 : p ] ; % maps diagonal entries to perm
sigma_bar = (prod (d (1:p)))^(1/p) ;
for k = 1 : p-1
flag = 0 ;
if ( d (k) >= sigma_bar )
i = perm (small) ;
small = small - 1 ;
if ( d (i) >= sigma_bar )
flag = 1 ;
end
else
i = perm (large) ;
large = large + 1 ;
if ( d (i) <= sigma_bar )
flag = 1 ;
end
end
k1 = k + 1 ;
if ( i ~= k1 ) % Apply permutation Pi of paper
t = d (k1) ; % Interchange d (i) and d (k1)
d (k1) = d (i) ;
d (i) = t ;
j = invperm (k1) ; % Update perm arrays
perm (j) = i ;
invperm (i) = j ;
I = [ k1 i ] ;
J = [ i k1 ] ;
Q (:, I) = Q (:, J) ; % interchange columns i and k+1
P (:, I) = P (:, J) ;
end
delta1 = d (k) ;
delta2 = d (k1) ;
t = delta1 + delta2 ;
if ( flag )
c = 1 ;
s = 0 ;
else
f = (delta1 - sigma_bar)/(delta1 - delta2) ;
s = sqrt (f*(delta1+sigma_bar)/t) ;
c = sqrt(1-s^2) ;
end
d (k1) = delta1*delta2/sigma_bar ; % = y in paper
z (k) = s*c*(delta2 - delta1)*t/sigma_bar ; % = x in paper
R (k, k) = sigma_bar ;
if ( k > 1 )
R (1:k-1, k) = z (1:k-1)*c ; % new column of R
z (1:k-1) = -z (1:k-1)*s ; % new column of Z
end
G1 = [ c -s
s c ] ;
J = [ k k1 ] ;
P (:, J) = P (:, J)*G1 ; % apply G1 to P
G2 = (1/sigma_bar)*[ c*delta1 -s*delta2
s*delta2 c*delta1 ] ;
Q (:, J) = Q (:, J)*G2 ; % apply G2 to Q
end
R (p, p) = sigma_bar ;
R (1:p-1, p) = z ;
dif=h-Q*R*P'