TESTING/EIG/dbdt05.f(3)

NAME
TESTING/EIG/dbdt05.f

SYNOPSIS

  Functions/Subroutines
subroutine dbdt05 (m, n, a, lda, s, ns, u, ldu, vt, ldvt, work, resid)
DBDT05

Function/Subroutine Documentation

  subroutine dbdt05 (integer m, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( * ) s, integer ns, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( ldvt, * ) vt, integer ldvt, double precision, dimension( * ) work, double precision resid)

DBDT05

Purpose:

    !>
    !> DBDT05 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 125 of file dbdt05.f.

Author

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