LAPACK  3.10.1
LAPACK: Linear Algebra PACKage
dbdt03.f
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1 *> \brief \b DBDT03
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 * Definition:
9 * ===========
10 *
11 * SUBROUTINE DBDT03( UPLO, N, KD, D, E, U, LDU, S, VT, LDVT, WORK,
12 * RESID )
13 *
14 * .. Scalar Arguments ..
15 * CHARACTER UPLO
16 * INTEGER KD, LDU, LDVT, N
17 * DOUBLE PRECISION RESID
18 * ..
19 * .. Array Arguments ..
20 * DOUBLE PRECISION D( * ), E( * ), S( * ), U( LDU, * ),
21 * $ VT( LDVT, * ), WORK( * )
22 * ..
23 *
24 *
25 *> \par Purpose:
26 * =============
27 *>
28 *> \verbatim
29 *>
30 *> DBDT03 reconstructs a bidiagonal matrix B from its SVD:
31 *> S = U' * B * V
32 *> where U and V are orthogonal matrices and S is diagonal.
33 *>
34 *> The test ratio to test the singular value decomposition is
35 *> RESID = norm( B - U * S * VT ) / ( n * norm(B) * EPS )
36 *> where VT = V' and EPS is the machine precision.
37 *> \endverbatim
38 *
39 * Arguments:
40 * ==========
41 *
42 *> \param[in] UPLO
43 *> \verbatim
44 *> UPLO is CHARACTER*1
45 *> Specifies whether the matrix B is upper or lower bidiagonal.
46 *> = 'U': Upper bidiagonal
47 *> = 'L': Lower bidiagonal
48 *> \endverbatim
49 *>
50 *> \param[in] N
51 *> \verbatim
52 *> N is INTEGER
53 *> The order of the matrix B.
54 *> \endverbatim
55 *>
56 *> \param[in] KD
57 *> \verbatim
58 *> KD is INTEGER
59 *> The bandwidth of the bidiagonal matrix B. If KD = 1, the
60 *> matrix B is bidiagonal, and if KD = 0, B is diagonal and E is
61 *> not referenced. If KD is greater than 1, it is assumed to be
62 *> 1, and if KD is less than 0, it is assumed to be 0.
63 *> \endverbatim
64 *>
65 *> \param[in] D
66 *> \verbatim
67 *> D is DOUBLE PRECISION array, dimension (N)
68 *> The n diagonal elements of the bidiagonal matrix B.
69 *> \endverbatim
70 *>
71 *> \param[in] E
72 *> \verbatim
73 *> E is DOUBLE PRECISION array, dimension (N-1)
74 *> The (n-1) superdiagonal elements of the bidiagonal matrix B
75 *> if UPLO = 'U', or the (n-1) subdiagonal elements of B if
76 *> UPLO = 'L'.
77 *> \endverbatim
78 *>
79 *> \param[in] U
80 *> \verbatim
81 *> U is DOUBLE PRECISION array, dimension (LDU,N)
82 *> The n by n orthogonal matrix U in the reduction B = U'*A*P.
83 *> \endverbatim
84 *>
85 *> \param[in] LDU
86 *> \verbatim
87 *> LDU is INTEGER
88 *> The leading dimension of the array U. LDU >= max(1,N)
89 *> \endverbatim
90 *>
91 *> \param[in] S
92 *> \verbatim
93 *> S is DOUBLE PRECISION array, dimension (N)
94 *> The singular values from the SVD of B, sorted in decreasing
95 *> order.
96 *> \endverbatim
97 *>
98 *> \param[in] VT
99 *> \verbatim
100 *> VT is DOUBLE PRECISION array, dimension (LDVT,N)
101 *> The n by n orthogonal matrix V' in the reduction
102 *> B = U * S * V'.
103 *> \endverbatim
104 *>
105 *> \param[in] LDVT
106 *> \verbatim
107 *> LDVT is INTEGER
108 *> The leading dimension of the array VT.
109 *> \endverbatim
110 *>
111 *> \param[out] WORK
112 *> \verbatim
113 *> WORK is DOUBLE PRECISION array, dimension (2*N)
114 *> \endverbatim
115 *>
116 *> \param[out] RESID
117 *> \verbatim
118 *> RESID is DOUBLE PRECISION
119 *> The test ratio: norm(B - U * S * V') / ( n * norm(A) * EPS )
120 *> \endverbatim
121 *
122 * Authors:
123 * ========
124 *
125 *> \author Univ. of Tennessee
126 *> \author Univ. of California Berkeley
127 *> \author Univ. of Colorado Denver
128 *> \author NAG Ltd.
129 *
130 *> \ingroup double_eig
131 *
132 * =====================================================================
133  SUBROUTINE dbdt03( UPLO, N, KD, D, E, U, LDU, S, VT, LDVT, WORK,
134  $ RESID )
135 *
136 * -- LAPACK test routine --
137 * -- LAPACK is a software package provided by Univ. of Tennessee, --
138 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
139 *
140 * .. Scalar Arguments ..
141  CHARACTER UPLO
142  INTEGER KD, LDU, LDVT, N
143  DOUBLE PRECISION RESID
144 * ..
145 * .. Array Arguments ..
146  DOUBLE PRECISION D( * ), E( * ), S( * ), U( LDU, * ),
147  $ vt( ldvt, * ), work( * )
148 * ..
149 *
150 * ======================================================================
151 *
152 * .. Parameters ..
153  DOUBLE PRECISION ZERO, ONE
154  parameter( zero = 0.0d+0, one = 1.0d+0 )
155 * ..
156 * .. Local Scalars ..
157  INTEGER I, J
158  DOUBLE PRECISION BNORM, EPS
159 * ..
160 * .. External Functions ..
161  LOGICAL LSAME
162  INTEGER IDAMAX
163  DOUBLE PRECISION DASUM, DLAMCH
164  EXTERNAL lsame, idamax, dasum, dlamch
165 * ..
166 * .. External Subroutines ..
167  EXTERNAL dgemv
168 * ..
169 * .. Intrinsic Functions ..
170  INTRINSIC abs, dble, max, min
171 * ..
172 * .. Executable Statements ..
173 *
174 * Quick return if possible
175 *
176  resid = zero
177  IF( n.LE.0 )
178  $ RETURN
179 *
180 * Compute B - U * S * V' one column at a time.
181 *
182  bnorm = zero
183  IF( kd.GE.1 ) THEN
184 *
185 * B is bidiagonal.
186 *
187  IF( lsame( uplo, 'U' ) ) THEN
188 *
189 * B is upper bidiagonal.
190 *
191  DO 20 j = 1, n
192  DO 10 i = 1, n
193  work( n+i ) = s( i )*vt( i, j )
194  10 CONTINUE
195  CALL dgemv( 'No transpose', n, n, -one, u, ldu,
196  $ work( n+1 ), 1, zero, work, 1 )
197  work( j ) = work( j ) + d( j )
198  IF( j.GT.1 ) THEN
199  work( j-1 ) = work( j-1 ) + e( j-1 )
200  bnorm = max( bnorm, abs( d( j ) )+abs( e( j-1 ) ) )
201  ELSE
202  bnorm = max( bnorm, abs( d( j ) ) )
203  END IF
204  resid = max( resid, dasum( n, work, 1 ) )
205  20 CONTINUE
206  ELSE
207 *
208 * B is lower bidiagonal.
209 *
210  DO 40 j = 1, n
211  DO 30 i = 1, n
212  work( n+i ) = s( i )*vt( i, j )
213  30 CONTINUE
214  CALL dgemv( 'No transpose', n, n, -one, u, ldu,
215  $ work( n+1 ), 1, zero, work, 1 )
216  work( j ) = work( j ) + d( j )
217  IF( j.LT.n ) THEN
218  work( j+1 ) = work( j+1 ) + e( j )
219  bnorm = max( bnorm, abs( d( j ) )+abs( e( j ) ) )
220  ELSE
221  bnorm = max( bnorm, abs( d( j ) ) )
222  END IF
223  resid = max( resid, dasum( n, work, 1 ) )
224  40 CONTINUE
225  END IF
226  ELSE
227 *
228 * B is diagonal.
229 *
230  DO 60 j = 1, n
231  DO 50 i = 1, n
232  work( n+i ) = s( i )*vt( i, j )
233  50 CONTINUE
234  CALL dgemv( 'No transpose', n, n, -one, u, ldu, work( n+1 ),
235  $ 1, zero, work, 1 )
236  work( j ) = work( j ) + d( j )
237  resid = max( resid, dasum( n, work, 1 ) )
238  60 CONTINUE
239  j = idamax( n, d, 1 )
240  bnorm = abs( d( j ) )
241  END IF
242 *
243 * Compute norm(B - U * S * V') / ( n * norm(B) * EPS )
244 *
245  eps = dlamch( 'Precision' )
246 *
247  IF( bnorm.LE.zero ) THEN
248  IF( resid.NE.zero )
249  $ resid = one / eps
250  ELSE
251  IF( bnorm.GE.resid ) THEN
252  resid = ( resid / bnorm ) / ( dble( n )*eps )
253  ELSE
254  IF( bnorm.LT.one ) THEN
255  resid = ( min( resid, dble( n )*bnorm ) / bnorm ) /
256  $ ( dble( n )*eps )
257  ELSE
258  resid = min( resid / bnorm, dble( n ) ) /
259  $ ( dble( n )*eps )
260  END IF
261  END IF
262  END IF
263 *
264  RETURN
265 *
266 * End of DBDT03
267 *
268  END
subroutine dgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DGEMV
Definition: dgemv.f:156
subroutine dbdt03(UPLO, N, KD, D, E, U, LDU, S, VT, LDVT, WORK, RESID)
DBDT03
Definition: dbdt03.f:135