TESTING/EIG/zbdt03.f(3) | Library Functions Manual | TESTING/EIG/zbdt03.f(3) |
NAME
TESTING/EIG/zbdt03.f
SYNOPSIS
Functions/Subroutines
subroutine zbdt03 (uplo, n, kd, d, e, u, ldu, s, vt, ldvt,
work, resid)
ZBDT03
Function/Subroutine Documentation
subroutine zbdt03 (character uplo, integer n, integer kd, double precision, dimension( * ) d, double precision, dimension( * ) e, complex*16, dimension( ldu, * ) u, integer ldu, double precision, dimension( * ) s, complex*16, dimension( ldvt, * ) vt, integer ldvt, complex*16, dimension( * ) work, double precision resid)
ZBDT03
Purpose:
ZBDT03 reconstructs a bidiagonal matrix B from its SVD: S = U' * B * V where U and V are orthogonal matrices and S is diagonal. The test ratio to test the singular value decomposition is RESID = norm( B - U * S * VT ) / ( n * norm(B) * EPS ) where VT = V' and EPS is the machine precision.
Parameters
UPLO
UPLO is CHARACTER*1 Specifies whether the matrix B is upper or lower bidiagonal. = 'U': Upper bidiagonal = 'L': Lower bidiagonal
N
N is INTEGER The order of the matrix B.
KD
KD is INTEGER The bandwidth of the bidiagonal matrix B. If KD = 1, the matrix B is bidiagonal, and if KD = 0, B is diagonal and E is not referenced. If KD is greater than 1, it is assumed to be 1, and if KD is less than 0, it is assumed to be 0.
D
D is DOUBLE PRECISION array, dimension (N) The n diagonal elements of the bidiagonal matrix B.
E
E is DOUBLE PRECISION array, dimension (N-1) The (n-1) superdiagonal elements of the bidiagonal matrix B if UPLO = 'U', or the (n-1) subdiagonal elements of B if UPLO = 'L'.
U
U is COMPLEX*16 array, dimension (LDU,N) The n by n orthogonal matrix U in the reduction B = U'*A*P.
LDU
LDU is INTEGER The leading dimension of the array U. LDU >= max(1,N)
S
S is DOUBLE PRECISION array, dimension (N) The singular values from the SVD of B, sorted in decreasing order.
VT
VT is COMPLEX*16 array, dimension (LDVT,N) The n by n orthogonal matrix V' in the reduction B = U * S * V'.
LDVT
LDVT is INTEGER The leading dimension of the array VT.
WORK
WORK is COMPLEX*16 array, dimension (2*N)
RESID
RESID is DOUBLE PRECISION The test ratio: norm(B - U * S * V') / ( n * norm(A) * EPS )
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 133 of file zbdt03.f.
Author
Generated automatically by Doxygen for LAPACK from the source code.
Version 3.12.0 | LAPACK |