TESTING/EIG/dbdt03.f(3)
π NAME π
okay bestie, this is the manual page for TESTING/EIG/dbdt03.f(3) from the Library Functions Manual β and the star of the show is TESTING/EIG/dbdt03.f itself. π
β¨
π¦ SYNOPSIS π¦
π§ Functions/Subroutines π§
subroutine dbdt03 (uplo, n, kd, d, e, u, ldu, s, vt, ldvt, work, resid)
DBDT03
π Function/Subroutine Documentation π
subroutine dbdt03 (character uplo, integer n, integer kd, double precision, dimension( * ) d, double precision, dimension( * ) e, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( * ) s, double precision, dimension( ldvt, * ) vt, integer ldvt, double precision, dimension( * ) work, double precision resid)
DBDT03 β thatβs the label, no cap. π«Ά
πΈ Purpose πΈ
DBDT03 reconstructs a bidiagonal matrix B from its SVD:
S = U' * B * V
where U and V are orthogonal matrices and S is diagonal. β¨
The test ratio 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. π
π Parameters π
UPLOβCHARACTER*1. Specifies whether the matrixBis upper or lower bidiagonal.'U'β upper bidiagonal'L'β lower bidiagonal
NβINTEGER. The order of the matrixB. πKDβINTEGER. 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. πDβDOUBLE PRECISION array, dimension (N). Thendiagonal elements of the bidiagonal matrixB. πEβDOUBLE PRECISION array, dimension (N-1). The(n-1)superdiagonal elements of the bidiagonal matrixBifUPLO = 'U', or the(n-1)subdiagonal elements ofBifUPLO = 'L'. πUβDOUBLE PRECISION array, dimension (LDU,N). Thenbynorthogonal matrixUin the reductionB = U'*A*P. π¦LDUβINTEGER. The leading dimension of the arrayU.LDU >= max(1,N). π―SβDOUBLE PRECISION array, dimension (N). The singular values from the SVD ofB, sorted in decreasing order. π₯VTβDOUBLE PRECISION array, dimension (LDVT,N). Thenbynorthogonal matrixV'in the reductionB = U * S * V'. πLDVTβINTEGER. The leading dimension of the arrayVT. πWORKβDOUBLE PRECISION array, dimension (2*N). π§°RESIDβDOUBLE PRECISION. The test ratio:norm(B - U * S * V') / ( n * norm(A) * EPS ). ππ
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 133 of file dbdt03.f. π
π§ Author π§
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