dgsvts3.f3
Usage
Functions/Subroutines
subroutine dgsvts3 (m, p, n, a, af, lda, b, bf, ldb, u, ldu, v, ldv, q, ldq, alpha, beta, r, ldr, iwork, work, lwork, rwork, result)
DGSVTS3
Function/Subroutine Documentation
subroutine dgsvts3 (integer m, integer p, integer n, double precision, dimension( lda, * ) a, double precision, dimension( lda, * ) af, integer lda, double precision, dimension( ldb, * ) b, double precision, dimension( ldb, * ) bf, integer ldb, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( ldv, * ) v, integer ldv, double precision, dimension( ldq, * ) q, integer ldq, double precision, dimension( * ) alpha, double precision, dimension( * ) beta, double precision, dimension( ldr, * ) r, integer ldr, integer, dimension( * ) iwork, double precision, dimension( lwork ) work, integer lwork, double precision, dimension( * ) rwork, double precision, dimension( 6 ) result)
DGSVTS3
Purpose:
!> !> DGSVTS3 tests DGGSVD3, which computes the GSVD of an M-by-N matrix A !> and a P-by-N matrix B: !> U'*A*Q = D1*R and V'*B*Q = D2*R. !>
Parameters
M
!> M is INTEGER !> The number of rows of the matrix A. M >= 0. !>
P
!> P is INTEGER !> The number of rows of the matrix B. P >= 0. !>
N
!> N is INTEGER !> The number of columns of the matrices A and B. N >= 0. !>
A
!> A is DOUBLE PRECISION array, dimension (LDA,M) !> The M-by-N matrix A. !>
AF
!> AF is DOUBLE PRECISION array, dimension (LDA,N) !> Details of the GSVD of A and B, as returned by DGGSVD3, !> see DGGSVD3 for further details. !>
LDA
!> LDA is INTEGER !> The leading dimension of the arrays A and AF. !> LDA >= max( 1,M ). !>
B
!> B is DOUBLE PRECISION array, dimension (LDB,P) !> On entry, the P-by-N matrix B. !>
BF
!> BF is DOUBLE PRECISION array, dimension (LDB,N) !> Details of the GSVD of A and B, as returned by DGGSVD3, !> see DGGSVD3 for further details. !>
LDB
!> LDB is INTEGER !> The leading dimension of the arrays B and BF. !> LDB >= max(1,P). !>
U
!> U is DOUBLE PRECISION array, dimension(LDU,M) !> The M by M orthogonal matrix U. !>
LDU
!> LDU is INTEGER !> The leading dimension of the array U. LDU >= max(1,M). !>
V
!> V is DOUBLE PRECISION array, dimension(LDV,M) !> The P by P orthogonal matrix V. !>
LDV
!> LDV is INTEGER !> The leading dimension of the array V. LDV >= max(1,P). !>
Q
!> Q is DOUBLE PRECISION array, dimension(LDQ,N) !> The N by N orthogonal matrix Q. !>
LDQ
!> LDQ is INTEGER !> The leading dimension of the array Q. LDQ >= max(1,N). !>
ALPHA
!> ALPHA is DOUBLE PRECISION array, dimension (N) !>
BETA
!> BETA is DOUBLE PRECISION array, dimension (N) !> !> The generalized singular value pairs of A and B, the !> ``diagonal'' matrices D1 and D2 are constructed from !> ALPHA and BETA, see subroutine DGGSVD3 for details. !>
R
!> R is DOUBLE PRECISION array, dimension(LDQ,N) !> The upper triangular matrix R. !>
LDR
!> LDR is INTEGER !> The leading dimension of the array R. LDR >= max(1,N). !>
IWORK
!> IWORK is INTEGER array, dimension (N) !>
WORK
!> WORK is DOUBLE PRECISION array, dimension (LWORK) !>
LWORK
!> LWORK is INTEGER !> The dimension of the array WORK, !> LWORK >= max(M,P,N)*max(M,P,N). !>
RWORK
!> RWORK is DOUBLE PRECISION array, dimension (max(M,P,N)) !>
RESULT
!> RESULT is DOUBLE PRECISION array, dimension (6) !> The test ratios: !> RESULT(1) = norm( U'*A*Q - D1*R ) / ( MAX(M,N)*norm(A)*ULP) !> RESULT(2) = norm( V'*B*Q - D2*R ) / ( MAX(P,N)*norm(B)*ULP) !> RESULT(3) = norm( I - U'*U ) / ( M*ULP ) !> RESULT(4) = norm( I - V'*V ) / ( P*ULP ) !> RESULT(5) = norm( I - Q'*Q ) / ( N*ULP ) !> RESULT(6) = 0 if ALPHA is in decreasing order; !> = ULPINV otherwise. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 207 of file dgsvts3.f.