SBDT05(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

πŸŽ€ SBDT05(3) β€” Library Functions Manual πŸŽ€

🌸 NAME 🌸

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/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/sbdt05.f

✨ SYNOPSIS ✨

πŸ’« Functions/Subroutines πŸ’«

Here's the synopsis, literally:

subroutine SBDT05 (m, n, a, lda, s, ns, u, ldu, vt, ldvt, work, resid)
    SBDT05

πŸ¦‹ Function/Subroutine Documentation πŸ¦‹

subroutine SBDT05 (integer m, integer n, real, dimension( lda, * ) a,
    integer lda, real, dimension( * ) s, integer ns, real, dimension( ldu, *
    ) u, integer ldu, real, dimension( ldvt, * ) vt, integer ldvt, real,
    dimension( * ) work, real resid)
    SBDT05

πŸ’‘ Purpose πŸ’‘

So SBDT05 reconstructs a bidiagonal matrix B from its (partial) SVD:

S = U' * B * V

where U and V are orthogonal matrices and S is diagonal. Slay.

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. Periodt.

πŸŽ€ Parameters πŸŽ€

  • M β€” M is INTEGER. The number of rows of the matrices A and U.
  • N β€” N is INTEGER. The number of columns of the matrices A and VT.
  • A β€” A is REAL array, dimension (LDA,N). The m by n matrix A.
  • LDA β€” LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,M).
  • S β€” S is REAL array, dimension (NS). The singular values from the (partial) SVD of B, sorted in decreasing order.
  • NS β€” NS is INTEGER. The number of singular values/vectors from the (partial) SVD of B.
  • U β€” U is REAL array, dimension (LDU,NS). The n by ns orthogonal matrix U in S = U' * B * V.
  • LDU β€” LDU is INTEGER. The leading dimension of the array U. LDU >= max(1,N).
  • VT β€” VT is REAL array, dimension (LDVT,N). The n by ns orthogonal matrix V in S = U' * B * V.
  • LDVT β€” LDVT is INTEGER. The leading dimension of the array VT.
  • WORK β€” WORK is REAL array, dimension (M,N).
  • RESID β€” RESID is REAL. The test ratio: norm(S - U' * A * V) / ( n * norm(A) * EPS ).

πŸ’– Author πŸ’–

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Definition at line 125 of file sbdt05.f.


🌈 Author 🌈

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