TESTING/EIG/zbdt05.f(3) | Library Functions Manual | TESTING/EIG/zbdt05.f(3) |
NAME
TESTING/EIG/zbdt05.f
SYNOPSIS
Functions/Subroutines
subroutine zbdt05 (m, n, a, lda, s, ns, u, ldu, vt, ldvt,
work, resid)
ZBDT05
Function/Subroutine Documentation
subroutine zbdt05 (integer m, integer n, complex*16, dimension( lda, * ) a, integer lda, double precision, dimension( * ) s, integer ns, complex*16, dimension( * ) u, integer ldu, complex*16, dimension( ldvt, * ) vt, integer ldvt, complex*16, dimension( * ) work, double precision resid)
ZBDT05
Purpose:
ZBDT05 reconstructs a bidiagonal matrix B from its (partial) 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( S - U' * B * V ) / ( n * norm(B) * EPS ) where VT = V' and EPS is the machine precision.
Parameters
M
M is INTEGER The number of rows of the matrices A and U.
N
N is INTEGER The number of columns of the matrices A and VT.
A
A is COMPLEX*16 array, dimension (LDA,N) The m by n matrix A.
LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
S
S is DOUBLE PRECISION array, dimension (NS) The singular values from the (partial) SVD of B, sorted in decreasing order.
NS
NS is INTEGER The number of singular values/vectors from the (partial) SVD of B.
U
U is COMPLEX*16 array, dimension (LDU,NS) The n by ns orthogonal matrix U in S = U' * B * V.
LDU
LDU is INTEGER The leading dimension of the array U. LDU >= max(1,N)
VT
VT is COMPLEX*16 array, dimension (LDVT,N) The n by ns orthogonal matrix V in S = U' * B * V.
LDVT
LDVT is INTEGER The leading dimension of the array VT.
WORK
WORK is COMPLEX*16 array, dimension (M,N)
RESID
RESID is DOUBLE PRECISION The test ratio: norm(S - U' * A * V) / ( n * norm(A) * EPS )
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 123 of file zbdt05.f.
Author
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