TESTING/EIG/dgsvts3.f(3)

NAME
TESTING/EIG/dgsvts3.f

SYNOPSIS

  Functions/Subroutines
subroutine dgsvts3 (m, p, n, a, af, lda, b, bf, ldb, u, ldu, v, ldv, q, ldq, alpha, beta, r, ldr, iwork, work, lwork, rwork, result)
DGSVTS3

Function/Subroutine Documentation

  subroutine dgsvts3 (integer m, integer p, integer n, double precision, dimension( lda, * ) a, double precision, dimension( lda, * ) af, integer lda, double precision, dimension( ldb, * ) b, double precision, dimension( ldb, * ) bf, integer ldb, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( ldv, * ) v, integer ldv, double precision, dimension( ldq, * ) q, integer ldq, double precision, dimension( * ) alpha, double precision, dimension( * ) beta, double precision, dimension( ldr, * ) r, integer ldr, integer, dimension( * ) iwork, double precision, dimension( lwork ) work, integer lwork, double precision, dimension( * ) rwork, double precision, dimension( 6 ) result)

DGSVTS3

Purpose:

    !>
    !> DGSVTS3 tests DGGSVD3, which computes the GSVD of an M-by-N matrix A
    !> and a P-by-N matrix B:
    !>              U'*A*Q = D1*R and V'*B*Q = D2*R.
    !>

Parameters
    M

    !>          M is INTEGER
    !>          The number of rows of the matrix A.  M >= 0.
    !>

    P

    !>          P is INTEGER
    !>          The number of rows of the matrix B.  P >= 0.
    !>

    N

    !>          N is INTEGER
    !>          The number of columns of the matrices A and B.  N >= 0.
    !>

    A

    !>          A is DOUBLE PRECISION array, dimension (LDA,M)
    !>          The M-by-N matrix A.
    !>

    AF

    !>          AF is DOUBLE PRECISION array, dimension (LDA,N)
    !>          Details of the GSVD of A and B, as returned by DGGSVD3,
    !>          see DGGSVD3 for further details.
    !>

    LDA

    !>          LDA is INTEGER
    !>          The leading dimension of the arrays A and AF.
    !>          LDA >= max( 1,M ).
    !>

    B

    !>          B is DOUBLE PRECISION array, dimension (LDB,P)
    !>          On entry, the P-by-N matrix B.
    !>

    BF

    !>          BF is DOUBLE PRECISION array, dimension (LDB,N)
    !>          Details of the GSVD of A and B, as returned by DGGSVD3,
    !>          see DGGSVD3 for further details.
    !>

    LDB

    !>          LDB is INTEGER
    !>          The leading dimension of the arrays B and BF.
    !>          LDB >= max(1,P).
    !>

    U

    !>          U is DOUBLE PRECISION array, dimension(LDU,M)
    !>          The M by M orthogonal matrix U.
    !>

    LDU

    !>          LDU is INTEGER
    !>          The leading dimension of the array U. LDU >= max(1,M).
    !>

    V

    !>          V is DOUBLE PRECISION array, dimension(LDV,M)
    !>          The P by P orthogonal matrix V.
    !>

    LDV

    !>          LDV is INTEGER
    !>          The leading dimension of the array V. LDV >= max(1,P).
    !>

    Q

    !>          Q is DOUBLE PRECISION array, dimension(LDQ,N)
    !>          The N by N orthogonal matrix Q.
    !>

    LDQ

    !>          LDQ is INTEGER
    !>          The leading dimension of the array Q. LDQ >= max(1,N).
    !>

    ALPHA

    !>          ALPHA is DOUBLE PRECISION array, dimension (N)
    !>

    BETA

    !>          BETA is DOUBLE PRECISION array, dimension (N)
    !>
    !>          The generalized singular value pairs of A and B, the
    !>          ``diagonal'' matrices D1 and D2 are constructed from
    !>          ALPHA and BETA, see subroutine DGGSVD3 for details.
    !>

    R

    !>          R is DOUBLE PRECISION array, dimension(LDQ,N)
    !>          The upper triangular matrix R.
    !>

    LDR

    !>          LDR is INTEGER
    !>          The leading dimension of the array R. LDR >= max(1,N).
    !>

    IWORK

    !>          IWORK is INTEGER array, dimension (N)
    !>

    WORK

    !>          WORK is DOUBLE PRECISION array, dimension (LWORK)
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The dimension of the array WORK,
    !>          LWORK >= max(M,P,N)*max(M,P,N).
    !>

    RWORK

    !>          RWORK is DOUBLE PRECISION array, dimension (max(M,P,N))
    !>

    RESULT

    !>          RESULT is DOUBLE PRECISION array, dimension (6)
    !>          The test ratios:
    !>          RESULT(1) = norm( U'*A*Q - D1*R ) / ( MAX(M,N)*norm(A)*ULP)
    !>          RESULT(2) = norm( V'*B*Q - D2*R ) / ( MAX(P,N)*norm(B)*ULP)
    !>          RESULT(3) = norm( I - U'*U ) / ( M*ULP )
    !>          RESULT(4) = norm( I - V'*V ) / ( P*ULP )
    !>          RESULT(5) = norm( I - Q'*Q ) / ( N*ULP )
    !>          RESULT(6) = 0        if ALPHA is in decreasing order;
    !>                    = ULPINV   otherwise.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 207 of file dgsvts3.f.

Author

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