Tests for the ScaLAPACK BRD routines

The BRD test program generates random nonsymmetric test matrices with values in the interval [-1,1], calls the ScaLAPACK routines to reduce the test matrix to upper or lower bidiagonal form, and computes a reduction residual error check to verify that each operation has performed correctly.

Specifically, each test matrix is subjected to the following tests:

• Reduce the matrix $A$ to upper or lower bidiagonal form $B$ using PxGEBRD
  • $Q^{T} \ast A \ast P = B$.
• and compute the ratio
  • FRESID $= \vert\vert Q \ast B \ast P^{T} - A \vert\vert / ( n \vert\vert A \vert\vert \varepsilon )$