 LAPACK 3.11.0 LAPACK: Linear Algebra PACKage
Searching...
No Matches

## ◆ dbdt05()

 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
 [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.``` [in] LDA ``` 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 )```

Definition at line 125 of file dbdt05.f.

127*
128* -- LAPACK test routine --
129* -- LAPACK is a software package provided by Univ. of Tennessee, --
130* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
131*
132* .. Scalar Arguments ..
133 INTEGER LDA, LDU, LDVT, M, N, NS
134 DOUBLE PRECISION RESID
135* ..
136* .. Array Arguments ..
137 DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ),
138 \$ VT( LDVT, * ), WORK( * )
139* ..
140*
141* ======================================================================
142*
143* .. Parameters ..
144 DOUBLE PRECISION ZERO, ONE
145 parameter( zero = 0.0d+0, one = 1.0d+0 )
146* ..
147* .. Local Scalars ..
148 INTEGER I, J
149 DOUBLE PRECISION ANORM, EPS
150* ..
151* .. External Functions ..
152 LOGICAL LSAME
153 INTEGER IDAMAX
154 DOUBLE PRECISION DASUM, DLAMCH, DLANGE
155 EXTERNAL lsame, idamax, dasum, dlamch, dlange
156* ..
157* .. External Subroutines ..
158 EXTERNAL dgemm
159* ..
160* .. Intrinsic Functions ..
161 INTRINSIC abs, dble, max, min
162* ..
163* .. Executable Statements ..
164*
165* Quick return if possible.
166*
167 resid = zero
168 IF( min( m, n ).LE.0 .OR. ns.LE.0 )
169 \$ RETURN
170*
171 eps = dlamch( 'Precision' )
172 anorm = dlange( 'M', m, n, a, lda, work )
173*
174* Compute U' * A * V.
175*
176 CALL dgemm( 'N', 'T', m, ns, n, one, a, lda, vt,
177 \$ ldvt, zero, work( 1+ns*ns ), m )
178 CALL dgemm( 'T', 'N', ns, ns, m, -one, u, ldu, work( 1+ns*ns ),
179 \$ m, zero, work, ns )
180*
181* norm(S - U' * B * V)
182*
183 j = 0
184 DO 10 i = 1, ns
185 work( j+i ) = work( j+i ) + s( i )
186 resid = max( resid, dasum( ns, work( j+1 ), 1 ) )
187 j = j + ns
188 10 CONTINUE
189*
190 IF( anorm.LE.zero ) THEN
191 IF( resid.NE.zero )
192 \$ resid = one / eps
193 ELSE
194 IF( anorm.GE.resid ) THEN
195 resid = ( resid / anorm ) / ( dble( n )*eps )
196 ELSE
197 IF( anorm.LT.one ) THEN
198 resid = ( min( resid, dble( n )*anorm ) / anorm ) /
199 \$ ( dble( n )*eps )
200 ELSE
201 resid = min( resid / anorm, dble( n ) ) /
202 \$ ( dble( n )*eps )
203 END IF
204 END IF
205 END IF
206*
207 RETURN
208*
209* End of DBDT05
210*
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
integer function idamax(N, DX, INCX)
IDAMAX
Definition: idamax.f:71
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
double precision function dasum(N, DX, INCX)
DASUM
Definition: dasum.f:71
subroutine dgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
DGEMM
Definition: dgemm.f:187
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:114
Here is the call graph for this function:
Here is the caller graph for this function: