TESTING/EIG/sbdt04.f(3)

NAME
TESTING/EIG/sbdt04.f

SYNOPSIS

  Functions/Subroutines
subroutine sbdt04 (uplo, n, d, e, s, ns, u, ldu, vt, ldvt, work, resid)
SBDT04

Function/Subroutine Documentation

  subroutine sbdt04 (character uplo, integer n, real, dimension( * ) d, real, dimension( * ) e, real, dimension( * ) s, integer ns, real, dimension( ldu, * ) u, integer ldu, real, dimension( ldvt, * ) vt, integer ldvt, real, dimension( * ) work, real resid)

SBDT04

Purpose:

     SBDT04 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
    UPLO

              UPLO is CHARACTER*1
              Specifies whether the matrix B is upper or lower bidiagonal.
              = 'U':  Upper bidiagonal
              = 'L':  Lower bidiagonal

    N

              N is INTEGER
              The order of the matrix B.

    D

              D is REAL array, dimension (N)
              The n diagonal elements of the bidiagonal matrix B.

    E

              E is REAL array, dimension (N-1)
              The (n-1) superdiagonal elements of the bidiagonal matrix B
              if UPLO = 'U', or the (n-1) subdiagonal elements of B if
              UPLO = 'L'.

    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 (2*N)

    RESID

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

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 129 of file sbdt04.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.