 LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
 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 )
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
 [in] M ``` M is INTEGER The number of rows of the matrices A and U.``` [in] N ``` N is INTEGER The number of columns of the matrices A and VT.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) The m by n matrix A. \param[in] LDA \verbatim LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).``` [in] S ``` S is DOUBLE PRECISION array, dimension (NS) The singular values from the (partial) SVD of B, sorted in decreasing order.``` [in] NS ``` NS is INTEGER The number of singular values/vectors from the (partial) SVD of B.``` [in] U ``` U is DOUBLE PRECISION array, dimension (LDU,NS) The n by ns orthogonal matrix U in S = U' * B * V.``` [in] LDU ``` LDU is INTEGER The leading dimension of the array U. LDU >= max(1,N)``` [in] VT ``` VT is DOUBLE PRECISION array, dimension (LDVT,N) The n by ns orthogonal matrix V in S = U' * B * V.``` [in] LDVT ``` LDVT is INTEGER The leading dimension of the array VT.``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (M,N)` [out] RESID ``` RESID is DOUBLE PRECISION The test ratio: norm(S - U' * A * V) / ( n * norm(A) * EPS )```
Date
November 2011

Definition at line 126 of file dbdt05.f.

126 *
127 * -- LAPACK test routine (version 3.4.0) --
128 * -- LAPACK is a software package provided by Univ. of Tennessee, --
129 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
130 * November 2011
131 *
132 * .. Scalar Arguments ..
133  CHARACTER uplo
134  INTEGER lda, ldu, ldvt, m, n, ns
135  DOUBLE PRECISION resid
136 * ..
137 * .. Array Arguments ..
138  DOUBLE PRECISION a( lda, * ), s( * ), u( ldu, * ),
139  \$ vt( ldvt, * ), work( * )
140 * ..
141 *
142 * ======================================================================
143 *
144 * .. Parameters ..
145  DOUBLE PRECISION zero, one
146  parameter ( zero = 0.0d+0, one = 1.0d+0 )
147 * ..
148 * .. Local Scalars ..
149  INTEGER i, j
150  DOUBLE PRECISION anorm, eps
151 * ..
152 * .. External Functions ..
153  LOGICAL lsame
154  INTEGER idamax
155  DOUBLE PRECISION dasum, dlamch, dlange
156  EXTERNAL lsame, idamax, dasum, dlamch, dlange
157 * ..
158 * .. External Subroutines ..
159  EXTERNAL dgemm
160 * ..
161 * .. Intrinsic Functions ..
162  INTRINSIC abs, dble, max, min
163 * ..
164 * .. Executable Statements ..
165 *
166 * Quick return if possible.
167 *
168  resid = zero
169  IF( min( m, n ).LE.0 .OR. ns.LE.0 )
170  \$ RETURN
171 *
172  eps = dlamch( 'Precision' )
173  anorm = dlange( 'M', m, n, a, lda, work )
174 *
175 * Compute U' * A * V.
176 *
177  CALL dgemm( 'N', 'T', m, ns, n, one, a, lda, vt,
178  \$ ldvt, zero, work( 1+ns*ns ), m )
179  CALL dgemm( 'T', 'N', ns, ns, m, -one, u, ldu, work( 1+ns*ns ),
180  \$ m, zero, work, ns )
181 *
182 * norm(S - U' * B * V)
183 *
184  j = 0
185  DO 10 i = 1, ns
186  work( j+i ) = work( j+i ) + s( i )
187  resid = max( resid, dasum( ns, work( j+1 ), 1 ) )
188  j = j + ns
189  10 CONTINUE
190 *
191  IF( anorm.LE.zero ) THEN
192  IF( resid.NE.zero )
193  \$ resid = one / eps
194  ELSE
195  IF( anorm.GE.resid ) THEN
196  resid = ( resid / anorm ) / ( dble( n )*eps )
197  ELSE
198  IF( anorm.LT.one ) THEN
199  resid = ( min( resid, dble( n )*anorm ) / anorm ) /
200  \$ ( dble( n )*eps )
201  ELSE
202  resid = min( resid / anorm, dble( n ) ) /
203  \$ ( dble( n )*eps )
204  END IF
205  END IF
206  END IF
207 *
208  RETURN
209 *
210 * End of DBDT05
211 *
integer function idamax(N, DX, INCX)
IDAMAX
Definition: idamax.f:53
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:65
subroutine dgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
DGEMM
Definition: dgemm.f:189
double precision function dlange(NORM, M, N, A, LDA, WORK)
DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: dlange.f:116
double precision function dasum(N, DX, INCX)
DASUM
Definition: dasum.f:53
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:55

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