TESTING/EIG/dbdt05.f(3)

NAME
TESTING/EIG/dbdt05.f

SYNOPSIS

  Functions/Subroutines
subroutine dbdt05 (m, n, a, lda, s, ns, u, ldu, vt, ldvt, work, resid)
DBDT05

Function/Subroutine Documentation

  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
    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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (M,N)

    RESID

              RESID is DOUBLE PRECISION
              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 dbdt05.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.