TESTING/EIG/cbdt03.f(3)
πΈ TESTING/EIG/cbdt03.f(3) πΈ
Bestie, this is the TESTING/EIG/cbdt03.f(3) page from the Library Functions Manual β and yes, we're about to make Fortran bidiagonal SVD testing sound cute. π
π NAME π
TESTING/EIG/cbdt03.f β that's literally the whole name, no cap.
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine cbdt03 (uplo, n, kd, d, e, u, ldu, s, vt, ldvt, work, resid)
CBDT03
π¦ Function/Subroutine Documentation π¦
subroutine cbdt03 (character uplo, integer n, integer kd, real, dimension( *
) d, real, dimension( * ) e, complex, dimension( ldu, * ) u, integer
ldu, real, dimension( * ) s, complex, dimension( ldvt, * ) vt, integer
ldvt, complex, dimension( * ) work, real resid)
CBDT03 is the main character here. π
π Purpose
Okay so CBDT03 reconstructs a bidiagonal matrix B from its SVD:
S = U' * B * V
where U and V are orthogonal matrices and S is diagonal. Slay.
The test ratio used to test the singular value decomposition is:
RESID = norm( B - U * S * VT ) / ( n * norm(B) * EPS )
where VT = V' and EPS is the machine precision. Math but make it fashion. β¨
π Parameters
UPLOβCHARACTER*1. Specifies whether the matrixBis upper or lower bidiagonal.= 'U': Upper bidiagonal= 'L': Lower bidiagonal
NβINTEGER. The order of the matrixB.KDβINTEGER. The bandwidth of the bidiagonal matrixB. IfKD = 1, the matrixBis bidiagonal, and ifKD = 0,Bis diagonal andEis not referenced. IfKDis greater than1, it is assumed to be1, and ifKDis less than0, it is assumed to be0.DβREAL array, dimension (N). Thendiagonal elements of the bidiagonal matrixB.EβREAL array, dimension (N-1). The(n-1)superdiagonal elements of the bidiagonal matrixBifUPLO = 'U', or the(n-1)subdiagonal elements ofBifUPLO = 'L'.UβCOMPLEX array, dimension (LDU,N). Thenbynorthogonal matrixUin the reductionB = U'*A*P.LDUβINTEGER. The leading dimension of the arrayU.LDU >= max(1,N).SβREAL array, dimension (N). The singular values from the SVD ofB, sorted in decreasing order.VTβCOMPLEX array, dimension (LDVT,N). Thenbynorthogonal matrixV'in the reductionB = U * S * V'.LDVTβINTEGER. The leading dimension of the arrayVT.WORKβCOMPLEX array, dimension (2*N).RESIDβREAL. The test ratio:norm(B - U * S * V') / ( n * norm(A) * EPS ).
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 133 of file cbdt03.f.
π«Ά Author π«Ά
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