TESTING/EIG/dbdt04.f(3)

NAME
TESTING/EIG/dbdt04.f

SYNOPSIS

  Functions/Subroutines
subroutine dbdt04 (uplo, n, d, e, s, ns, u, ldu, vt, ldvt, work, resid)
DBDT04

Function/Subroutine Documentation

  subroutine dbdt04 (character uplo, integer n, double precision, dimension( * ) d, double precision, dimension( * ) e, 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)

DBDT04

Purpose:

     DBDT04 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 DOUBLE PRECISION array, dimension (N)
              The n diagonal elements of the bidiagonal matrix B.

    E

              E is DOUBLE PRECISION 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 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 (2*N)

    RESID

              RESID is DOUBLE PRECISION
              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 dbdt04.f.

Author

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