SBDT05(3)
π SBDT05(3) β Library Functions Manual π
πΈ NAME πΈ
Okay bestie, this page is about this file, no cap:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/sbdt05.f
β¨ SYNOPSIS β¨
π« Functions/Subroutines π«
Here's the synopsis, literally:
subroutine SBDT05 (m, n, a, lda, s, ns, u, ldu, vt, ldvt, work, resid)
SBDT05
π¦ Function/Subroutine Documentation π¦
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
π‘ Purpose π‘
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.
π Parameters π
MβM is INTEGER. The number of rows of the matricesAandU.NβN is INTEGER. The number of columns of the matricesAandVT.AβA is REAL array, dimension (LDA,N). The m by n matrixA.LDAβLDA is INTEGER. The leading dimension of the arrayA.LDA >= max(1,M).SβS is REAL array, dimension (NS). The singular values from the (partial) SVD ofB, sorted in decreasing order.NSβNS is INTEGER. The number of singular values/vectors from the (partial) SVD ofB.UβU is REAL array, dimension (LDU,NS). The n by ns orthogonal matrixUinS = U' * B * V.LDUβLDU is INTEGER. The leading dimension of the arrayU.LDU >= max(1,N).VTβVT is REAL array, dimension (LDVT,N). The n by ns orthogonal matrixVinS = U' * B * V.LDVTβLDVT is INTEGER. The leading dimension of the arrayVT.WORKβWORK is REAL array, dimension (M,N).RESIDβRESID is REAL. The test ratio:norm(S - U' * A * V) / ( n * norm(A) * EPS ).
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 125 of file sbdt05.f.
π Author π
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