TESTING/EIG/sbdt05.f(3)

NAME
TESTING/EIG/sbdt05.f

SYNOPSIS

  Functions/Subroutines
subroutine sbdt05 (m, n, a, lda, s, ns, u, ldu, vt, ldvt, work, resid)
SBDT05

Function/Subroutine Documentation

  subroutine sbdt05 (integer m, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( * ) s, integer ns, real, dimension( ldu, * ) u, integer ldu, real, dimension( ldvt, * ) vt, integer ldvt, real, dimension( * ) work, real resid)

SBDT05

Purpose:

    !>
    !> SBDT05 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL array, dimension (M,N)
    !>

    RESID

    !>          RESID is REAL
    !>          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 125 of file sbdt05.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.