sbdt04.f3
Usage
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.