#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static real c_b6 = -1.f; static integer c__1 = 1; static real c_b8 = 0.f; /* Subroutine */ int sbdt03_(char *uplo, integer *n, integer *kd, real *d__, real *e, real *u, integer *ldu, real *s, real *vt, integer *ldvt, real *work, real *resid) { /* System generated locals */ integer u_dim1, u_offset, vt_dim1, vt_offset, i__1, i__2; real r__1, r__2, r__3, r__4; /* Local variables */ integer i__, j; real eps; extern logical lsame_(char *, char *); real bnorm; extern /* Subroutine */ int sgemv_(char *, integer *, integer *, real *, real *, integer *, real *, integer *, real *, real *, integer *); extern doublereal sasum_(integer *, real *, integer *), slamch_(char *); extern integer isamax_(integer *, real *, integer *); /* -- LAPACK test routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* SBDT03 reconstructs a bidiagonal matrix B from its 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( B - U * S * VT ) / ( n * norm(B) * EPS ) */ /* where VT = V' and EPS is the machine precision. */ /* Arguments */ /* ========= */ /* UPLO (input) CHARACTER*1 */ /* Specifies whether the matrix B is upper or lower bidiagonal. */ /* = 'U': Upper bidiagonal */ /* = 'L': Lower bidiagonal */ /* N (input) INTEGER */ /* The order of the matrix B. */ /* KD (input) INTEGER */ /* The bandwidth of the bidiagonal matrix B. If KD = 1, the */ /* matrix B is bidiagonal, and if KD = 0, B is diagonal and E is */ /* not referenced. If KD is greater than 1, it is assumed to be */ /* 1, and if KD is less than 0, it is assumed to be 0. */ /* D (input) REAL array, dimension (N) */ /* The n diagonal elements of the bidiagonal matrix B. */ /* E (input) REAL array, dimension (N-1) */ /* The (n-1) superdiagonal elements of the bidiagonal matrix B */ /* if UPLO = 'U', or the (n-1) subdiagonal elements of B if */ /* UPLO = 'L'. */ /* U (input) REAL array, dimension (LDU,N) */ /* The n by n orthogonal matrix U in the reduction B = U'*A*P. */ /* LDU (input) INTEGER */ /* The leading dimension of the array U. LDU >= max(1,N) */ /* S (input) REAL array, dimension (N) */ /* The singular values from the SVD of B, sorted in decreasing */ /* order. */ /* VT (input) REAL array, dimension (LDVT,N) */ /* The n by n orthogonal matrix V' in the reduction */ /* B = U * S * V'. */ /* LDVT (input) INTEGER */ /* The leading dimension of the array VT. */ /* WORK (workspace) REAL array, dimension (2*N) */ /* RESID (output) REAL */ /* The test ratio: norm(B - U * S * V') / ( n * norm(A) * EPS ) */ /* ====================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Quick return if possible */ /* Parameter adjustments */ --d__; --e; u_dim1 = *ldu; u_offset = 1 + u_dim1; u -= u_offset; --s; vt_dim1 = *ldvt; vt_offset = 1 + vt_dim1; vt -= vt_offset; --work; /* Function Body */ *resid = 0.f; if (*n <= 0) { return 0; } /* Compute B - U * S * V' one column at a time. */ bnorm = 0.f; if (*kd >= 1) { /* B is bidiagonal. */ if (lsame_(uplo, "U")) { /* B is upper bidiagonal. */ i__1 = *n; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = s[i__] * vt[i__ + j * vt_dim1]; /* L10: */ } sgemv_("No transpose", n, n, &c_b6, &u[u_offset], ldu, &work[* n + 1], &c__1, &c_b8, &work[1], &c__1); work[j] += d__[j]; if (j > 1) { work[j - 1] += e[j - 1]; /* Computing MAX */ r__3 = bnorm, r__4 = (r__1 = d__[j], dabs(r__1)) + (r__2 = e[j - 1], dabs(r__2)); bnorm = dmax(r__3,r__4); } else { /* Computing MAX */ r__2 = bnorm, r__3 = (r__1 = d__[j], dabs(r__1)); bnorm = dmax(r__2,r__3); } /* Computing MAX */ r__1 = *resid, r__2 = sasum_(n, &work[1], &c__1); *resid = dmax(r__1,r__2); /* L20: */ } } else { /* B is lower bidiagonal. */ i__1 = *n; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = s[i__] * vt[i__ + j * vt_dim1]; /* L30: */ } sgemv_("No transpose", n, n, &c_b6, &u[u_offset], ldu, &work[* n + 1], &c__1, &c_b8, &work[1], &c__1); work[j] += d__[j]; if (j < *n) { work[j + 1] += e[j]; /* Computing MAX */ r__3 = bnorm, r__4 = (r__1 = d__[j], dabs(r__1)) + (r__2 = e[j], dabs(r__2)); bnorm = dmax(r__3,r__4); } else { /* Computing MAX */ r__2 = bnorm, r__3 = (r__1 = d__[j], dabs(r__1)); bnorm = dmax(r__2,r__3); } /* Computing MAX */ r__1 = *resid, r__2 = sasum_(n, &work[1], &c__1); *resid = dmax(r__1,r__2); /* L40: */ } } } else { /* B is diagonal. */ i__1 = *n; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { work[*n + i__] = s[i__] * vt[i__ + j * vt_dim1]; /* L50: */ } sgemv_("No transpose", n, n, &c_b6, &u[u_offset], ldu, &work[*n + 1], &c__1, &c_b8, &work[1], &c__1); work[j] += d__[j]; /* Computing MAX */ r__1 = *resid, r__2 = sasum_(n, &work[1], &c__1); *resid = dmax(r__1,r__2); /* L60: */ } j = isamax_(n, &d__[1], &c__1); bnorm = (r__1 = d__[j], dabs(r__1)); } /* Compute norm(B - U * S * V') / ( n * norm(B) * EPS ) */ eps = slamch_("Precision"); if (bnorm <= 0.f) { if (*resid != 0.f) { *resid = 1.f / eps; } } else { if (bnorm >= *resid) { *resid = *resid / bnorm / ((real) (*n) * eps); } else { if (bnorm < 1.f) { /* Computing MIN */ r__1 = *resid, r__2 = (real) (*n) * bnorm; *resid = dmin(r__1,r__2) / bnorm / ((real) (*n) * eps); } else { /* Computing MIN */ r__1 = *resid / bnorm, r__2 = (real) (*n); *resid = dmin(r__1,r__2) / ((real) (*n) * eps); } } } return 0; /* End of SBDT03 */ } /* sbdt03_ */