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LAPACK
3.7.0
LAPACK: Linear Algebra PACKage
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subroutine dgsvts3 | ( | integer | M, |
integer | P, | ||
integer | N, | ||
double precision, dimension( lda, * ) | A, | ||
double precision, dimension( lda, * ) | AF, | ||
integer | LDA, | ||
double precision, dimension( ldb, * ) | B, | ||
double precision, dimension( ldb, * ) | BF, | ||
integer | LDB, | ||
double precision, dimension( ldu, * ) | U, | ||
integer | LDU, | ||
double precision, dimension( ldv, * ) | V, | ||
integer | LDV, | ||
double precision, dimension( ldq, * ) | Q, | ||
integer | LDQ, | ||
double precision, dimension( * ) | ALPHA, | ||
double precision, dimension( * ) | BETA, | ||
double precision, dimension( ldr, * ) | R, | ||
integer | LDR, | ||
integer, dimension( * ) | IWORK, | ||
double precision, dimension( lwork ) | WORK, | ||
integer | LWORK, | ||
double precision, dimension( * ) | RWORK, | ||
double precision, dimension( 6 ) | RESULT | ||
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DGSVTS3
DGSVTS3 tests DGGSVD3, 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.
[in] | M | M is INTEGER The number of rows of the matrix A. M >= 0. |
[in] | P | P is INTEGER The number of rows of the matrix B. P >= 0. |
[in] | N | N is INTEGER The number of columns of the matrices A and B. N >= 0. |
[in] | A | A is DOUBLE PRECISION array, dimension (LDA,M) The M-by-N matrix A. |
[out] | AF | AF is DOUBLE PRECISION array, dimension (LDA,N) Details of the GSVD of A and B, as returned by DGGSVD3, see DGGSVD3 for further details. |
[in] | LDA | LDA is INTEGER The leading dimension of the arrays A and AF. LDA >= max( 1,M ). |
[in] | B | B is DOUBLE PRECISION array, dimension (LDB,P) On entry, the P-by-N matrix B. |
[out] | BF | BF is DOUBLE PRECISION array, dimension (LDB,N) Details of the GSVD of A and B, as returned by DGGSVD3, see DGGSVD3 for further details. |
[in] | LDB | LDB is INTEGER The leading dimension of the arrays B and BF. LDB >= max(1,P). |
[out] | U | U is DOUBLE PRECISION array, dimension(LDU,M) The M by M orthogonal matrix U. |
[in] | LDU | LDU is INTEGER The leading dimension of the array U. LDU >= max(1,M). |
[out] | V | V is DOUBLE PRECISION array, dimension(LDV,M) The P by P orthogonal matrix V. |
[in] | LDV | LDV is INTEGER The leading dimension of the array V. LDV >= max(1,P). |
[out] | Q | Q is DOUBLE PRECISION array, dimension(LDQ,N) The N by N orthogonal matrix Q. |
[in] | LDQ | LDQ is INTEGER The leading dimension of the array Q. LDQ >= max(1,N). |
[out] | ALPHA | ALPHA is DOUBLE PRECISION array, dimension (N) |
[out] | BETA | BETA is DOUBLE PRECISION 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 DGGSVD3 for details. |
[out] | R | R is DOUBLE PRECISION array, dimension(LDQ,N) The upper triangular matrix R. |
[in] | LDR | LDR is INTEGER The leading dimension of the array R. LDR >= max(1,N). |
[out] | IWORK | IWORK is INTEGER array, dimension (N) |
[out] | WORK | WORK is DOUBLE PRECISION array, dimension (LWORK) |
[in] | LWORK | LWORK is INTEGER The dimension of the array WORK, LWORK >= max(M,P,N)*max(M,P,N). |
[out] | RWORK | RWORK is DOUBLE PRECISION array, dimension (max(M,P,N)) |
[out] | RESULT | RESULT is DOUBLE PRECISION 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. |
Definition at line 212 of file dgsvts3.f.