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TESTING/EIG/sgsvts3.f(3) LAPACK TESTING/EIG/sgsvts3.f(3)

TESTING/EIG/sgsvts3.f


subroutine sgsvts3 (m, p, n, a, af, lda, b, bf, ldb, u, ldu, v, ldv, q, ldq, alpha, beta, r, ldr, iwork, work, lwork, rwork, result)
SGSVTS3

SGSVTS3

Purpose:


SGSVTS3 tests SGGSVD3, which computes the GSVD of an M-by-N matrix A
and a P-by-N matrix B:
U'*A*Q = D1*R and V'*B*Q = D2*R.

Parameters

M


M is INTEGER
The number of rows of the matrix A. M >= 0.

P


P is INTEGER
The number of rows of the matrix B. P >= 0.

N


N is INTEGER
The number of columns of the matrices A and B. N >= 0.

A


A is REAL array, dimension (LDA,M)
The M-by-N matrix A.

AF


AF is REAL array, dimension (LDA,N)
Details of the GSVD of A and B, as returned by SGGSVD3,
see SGGSVD3 for further details.

LDA


LDA is INTEGER
The leading dimension of the arrays A and AF.
LDA >= max( 1,M ).

B


B is REAL array, dimension (LDB,P)
On entry, the P-by-N matrix B.

BF


BF is REAL array, dimension (LDB,N)
Details of the GSVD of A and B, as returned by SGGSVD3,
see SGGSVD3 for further details.

LDB


LDB is INTEGER
The leading dimension of the arrays B and BF.
LDB >= max(1,P).

U


U is REAL array, dimension(LDU,M)
The M by M orthogonal matrix U.

LDU


LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,M).

V


V is REAL array, dimension(LDV,M)
The P by P orthogonal matrix V.

LDV


LDV is INTEGER
The leading dimension of the array V. LDV >= max(1,P).

Q


Q is REAL array, dimension(LDQ,N)
The N by N orthogonal matrix Q.

LDQ


LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N).

ALPHA


ALPHA is REAL array, dimension (N)

BETA


BETA is REAL array, dimension (N)
The generalized singular value pairs of A and B, the
``diagonal'' matrices D1 and D2 are constructed from
ALPHA and BETA, see subroutine SGGSVD3 for details.

R


R is REAL array, dimension(LDQ,N)
The upper triangular matrix R.

LDR


LDR is INTEGER
The leading dimension of the array R. LDR >= max(1,N).

IWORK


IWORK is INTEGER array, dimension (N)

WORK


WORK is REAL array, dimension (LWORK)

LWORK


LWORK is INTEGER
The dimension of the array WORK,
LWORK >= max(M,P,N)*max(M,P,N).

RWORK


RWORK is REAL array, dimension (max(M,P,N))

RESULT


RESULT is REAL array, dimension (6)
The test ratios:
RESULT(1) = norm( U'*A*Q - D1*R ) / ( MAX(M,N)*norm(A)*ULP)
RESULT(2) = norm( V'*B*Q - D2*R ) / ( MAX(P,N)*norm(B)*ULP)
RESULT(3) = norm( I - U'*U ) / ( M*ULP )
RESULT(4) = norm( I - V'*V ) / ( P*ULP )
RESULT(5) = norm( I - Q'*Q ) / ( N*ULP )
RESULT(6) = 0 if ALPHA is in decreasing order;
= ULPINV otherwise.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 207 of file sgsvts3.f.

Generated automatically by Doxygen for LAPACK from the source code.

Sun Jan 12 2025 15:13:33 Version 3.12.1

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