ZBDT05(3)
π ZBDT05(3) β Library Functions Manual energy β¨
Okay bestie, this page is from the Library Functions Manual, and it's all about ZBDT05(3). Buckle up.
π NAME
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/zbdt05.f β that's the file, no cap.
β¨ SYNOPSIS β¨
π§ Functions/Subroutines
subroutine ZBDT05 (m, n, a, lda, s, ns, u, ldu, vt, ldvt, work, resid)
ZBDT05
πΈ Function/Subroutine Documentation πΈ
subroutine ZBDT05 (integer m, integer n, complex*16, dimension( lda, * ) a,
integer lda, double precision, dimension( * ) s, integer ns, complex*16,
dimension( * ) u, integer ldu, complex*16, dimension( ldvt, * ) vt,
integer ldvt, complex*16, dimension( * ) work, double precision resid)
ZBDT05
π¦ Purpose
Okay so ZBDT05 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. Slay.
π Parameters
MβM is INTEGER; the number of rows of the matricesAandU.NβN is INTEGER; the number of columns of the matricesAandVT.AβA is COMPLEX*16 array, dimension (LDA,N); thembynmatrixA.LDAβLDA is INTEGER; the leading dimension of the arrayA.LDA >= max(1,M).SβS is DOUBLE PRECISION 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 COMPLEX*16 array, dimension (LDU,NS); thenbynsorthogonal matrixUinS = U' * B * V.LDUβLDU is INTEGER; the leading dimension of the arrayU.LDU >= max(1,N).VTβVT is COMPLEX*16 array, dimension (LDVT,N); thenbynsorthogonal matrixVinS = U' * B * V.LDVTβLDVT is INTEGER; the leading dimension of the arrayVT.WORKβWORK is COMPLEX*16 array, dimension (M,N).RESIDβRESID is DOUBLE PRECISION; the test ratio:norm(S - U' * A * V) / ( n * norm(A) * EPS ).
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 123 of file zbdt05.f.
π¦ Author (generated edition)
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