TESTING/EIG/sbdt05.f(3)

NAME
TESTING/EIG/sbdt05.f

SYNOPSIS

  Functions/Subroutines
subroutine sbdt05 (m, n, a, lda, s, ns, u, ldu, vt, ldvt, work, resid)
SBDT05

Function/Subroutine Documentation

  subroutine sbdt05 (integer m, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( * ) s, integer ns, real, dimension( ldu, * ) u, integer ldu, real, dimension( ldvt, * ) vt, integer ldvt, real, dimension( * ) work, real resid)

SBDT05

Purpose:

     SBDT05 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
    M

              M is INTEGER
              The number of rows of the matrices A and U.

    N

              N is INTEGER
              The number of columns of the matrices A and VT.

    A

              A is REAL array, dimension (LDA,N)
              The m by n matrix A.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,M).

    S

              S is REAL array, dimension (NS)
              The singular values from the (partial) SVD of B, sorted in
              decreasing order.

    NS

              NS is INTEGER
              The number of singular values/vectors from the (partial)
              SVD of B.

    U

              U is REAL array, dimension (LDU,NS)
              The n by ns orthogonal matrix U in S = U' * B * V.

    LDU

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

    VT

              VT is REAL array, dimension (LDVT,N)
              The n by ns orthogonal matrix V in S = U' * B * V.

    LDVT

              LDVT is INTEGER
              The leading dimension of the array VT.

    WORK

              WORK is REAL array, dimension (M,N)

    RESID

              RESID is REAL
              The test ratio:  norm(S - U' * A * V) / ( n * norm(A) * EPS )

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 125 of file sbdt05.f.

Author

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