 LAPACK  3.10.0 LAPACK: Linear Algebra PACKage

◆ sgsvts3()

 subroutine sgsvts3 ( integer M, integer P, integer N, real, dimension( lda, * ) A, real, dimension( lda, * ) AF, integer LDA, real, dimension( ldb, * ) B, real, dimension( ldb, * ) BF, integer LDB, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldv, * ) V, integer LDV, real, dimension( ldq, * ) Q, integer LDQ, real, dimension( * ) ALPHA, real, dimension( * ) BETA, real, dimension( ldr, * ) R, integer LDR, integer, dimension( * ) IWORK, real, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 6 ) RESULT )

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
 [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 REAL array, dimension (LDA,M) The M-by-N matrix A. [out] 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. [in] LDA LDA is INTEGER The leading dimension of the arrays A and AF. LDA >= max( 1,M ). [in] B B is REAL array, dimension (LDB,P) On entry, the P-by-N matrix B. [out] 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. [in] LDB LDB is INTEGER The leading dimension of the arrays B and BF. LDB >= max(1,P). [out] U U is REAL 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 REAL 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 REAL 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 REAL array, dimension (N) [out] 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. [out] R R is REAL 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 REAL 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 REAL array, dimension (max(M,P,N)) [out] 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.

Definition at line 207 of file sgsvts3.f.

210 *
211 * -- LAPACK test routine --
212 * -- LAPACK is a software package provided by Univ. of Tennessee, --
213 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
214 *
215 * .. Scalar Arguments ..
216  INTEGER LDA, LDB, LDQ, LDR, LDU, LDV, LWORK, M, N, P
217 * ..
218 * .. Array Arguments ..
219  INTEGER IWORK( * )
220  REAL A( LDA, * ), AF( LDA, * ), ALPHA( * ),
221  \$ B( LDB, * ), BETA( * ), BF( LDB, * ),
222  \$ Q( LDQ, * ), R( LDR, * ), RESULT( 6 ),
223  \$ RWORK( * ), U( LDU, * ), V( LDV, * ),
224  \$ WORK( LWORK )
225 * ..
226 *
227 * =====================================================================
228 *
229 * .. Parameters ..
230  REAL ZERO, ONE
231  parameter( zero = 0.0e+0, one = 1.0e+0 )
232 * ..
233 * .. Local Scalars ..
234  INTEGER I, INFO, J, K, L
235  REAL ANORM, BNORM, RESID, TEMP, ULP, ULPINV, UNFL
236 * ..
237 * .. External Functions ..
238  REAL SLAMCH, SLANGE, SLANSY
239  EXTERNAL slamch, slange, slansy
240 * ..
241 * .. External Subroutines ..
242  EXTERNAL scopy, sgemm, sggsvd3, slacpy, slaset, ssyrk
243 * ..
244 * .. Intrinsic Functions ..
245  INTRINSIC max, min, real
246 * ..
247 * .. Executable Statements ..
248 *
249  ulp = slamch( 'Precision' )
250  ulpinv = one / ulp
251  unfl = slamch( 'Safe minimum' )
252 *
253 * Copy the matrix A to the array AF.
254 *
255  CALL slacpy( 'Full', m, n, a, lda, af, lda )
256  CALL slacpy( 'Full', p, n, b, ldb, bf, ldb )
257 *
258  anorm = max( slange( '1', m, n, a, lda, rwork ), unfl )
259  bnorm = max( slange( '1', p, n, b, ldb, rwork ), unfl )
260 *
261 * Factorize the matrices A and B in the arrays AF and BF.
262 *
263  CALL sggsvd3( 'U', 'V', 'Q', m, n, p, k, l, af, lda, bf, ldb,
264  \$ alpha, beta, u, ldu, v, ldv, q, ldq, work, lwork,
265  \$ iwork, info )
266 *
267 * Copy R
268 *
269  DO 20 i = 1, min( k+l, m )
270  DO 10 j = i, k + l
271  r( i, j ) = af( i, n-k-l+j )
272  10 CONTINUE
273  20 CONTINUE
274 *
275  IF( m-k-l.LT.0 ) THEN
276  DO 40 i = m + 1, k + l
277  DO 30 j = i, k + l
278  r( i, j ) = bf( i-k, n-k-l+j )
279  30 CONTINUE
280  40 CONTINUE
281  END IF
282 *
283 * Compute A:= U'*A*Q - D1*R
284 *
285  CALL sgemm( 'No transpose', 'No transpose', m, n, n, one, a, lda,
286  \$ q, ldq, zero, work, lda )
287 *
288  CALL sgemm( 'Transpose', 'No transpose', m, n, m, one, u, ldu,
289  \$ work, lda, zero, a, lda )
290 *
291  DO 60 i = 1, k
292  DO 50 j = i, k + l
293  a( i, n-k-l+j ) = a( i, n-k-l+j ) - r( i, j )
294  50 CONTINUE
295  60 CONTINUE
296 *
297  DO 80 i = k + 1, min( k+l, m )
298  DO 70 j = i, k + l
299  a( i, n-k-l+j ) = a( i, n-k-l+j ) - alpha( i )*r( i, j )
300  70 CONTINUE
301  80 CONTINUE
302 *
303 * Compute norm( U'*A*Q - D1*R ) / ( MAX(1,M,N)*norm(A)*ULP ) .
304 *
305  resid = slange( '1', m, n, a, lda, rwork )
306 *
307  IF( anorm.GT.zero ) THEN
308  result( 1 ) = ( ( resid / real( max( 1, m, n ) ) ) / anorm ) /
309  \$ ulp
310  ELSE
311  result( 1 ) = zero
312  END IF
313 *
314 * Compute B := V'*B*Q - D2*R
315 *
316  CALL sgemm( 'No transpose', 'No transpose', p, n, n, one, b, ldb,
317  \$ q, ldq, zero, work, ldb )
318 *
319  CALL sgemm( 'Transpose', 'No transpose', p, n, p, one, v, ldv,
320  \$ work, ldb, zero, b, ldb )
321 *
322  DO 100 i = 1, l
323  DO 90 j = i, l
324  b( i, n-l+j ) = b( i, n-l+j ) - beta( k+i )*r( k+i, k+j )
325  90 CONTINUE
326  100 CONTINUE
327 *
328 * Compute norm( V'*B*Q - D2*R ) / ( MAX(P,N)*norm(B)*ULP ) .
329 *
330  resid = slange( '1', p, n, b, ldb, rwork )
331  IF( bnorm.GT.zero ) THEN
332  result( 2 ) = ( ( resid / real( max( 1, p, n ) ) ) / bnorm ) /
333  \$ ulp
334  ELSE
335  result( 2 ) = zero
336  END IF
337 *
338 * Compute I - U'*U
339 *
340  CALL slaset( 'Full', m, m, zero, one, work, ldq )
341  CALL ssyrk( 'Upper', 'Transpose', m, m, -one, u, ldu, one, work,
342  \$ ldu )
343 *
344 * Compute norm( I - U'*U ) / ( M * ULP ) .
345 *
346  resid = slansy( '1', 'Upper', m, work, ldu, rwork )
347  result( 3 ) = ( resid / real( max( 1, m ) ) ) / ulp
348 *
349 * Compute I - V'*V
350 *
351  CALL slaset( 'Full', p, p, zero, one, work, ldv )
352  CALL ssyrk( 'Upper', 'Transpose', p, p, -one, v, ldv, one, work,
353  \$ ldv )
354 *
355 * Compute norm( I - V'*V ) / ( P * ULP ) .
356 *
357  resid = slansy( '1', 'Upper', p, work, ldv, rwork )
358  result( 4 ) = ( resid / real( max( 1, p ) ) ) / ulp
359 *
360 * Compute I - Q'*Q
361 *
362  CALL slaset( 'Full', n, n, zero, one, work, ldq )
363  CALL ssyrk( 'Upper', 'Transpose', n, n, -one, q, ldq, one, work,
364  \$ ldq )
365 *
366 * Compute norm( I - Q'*Q ) / ( N * ULP ) .
367 *
368  resid = slansy( '1', 'Upper', n, work, ldq, rwork )
369  result( 5 ) = ( resid / real( max( 1, n ) ) ) / ulp
370 *
371 * Check sorting
372 *
373  CALL scopy( n, alpha, 1, work, 1 )
374  DO 110 i = k + 1, min( k+l, m )
375  j = iwork( i )
376  IF( i.NE.j ) THEN
377  temp = work( i )
378  work( i ) = work( j )
379  work( j ) = temp
380  END IF
381  110 CONTINUE
382 *
383  result( 6 ) = zero
384  DO 120 i = k + 1, min( k+l, m ) - 1
385  IF( work( i ).LT.work( i+1 ) )
386  \$ result( 6 ) = ulpinv
387  120 CONTINUE
388 *
389  RETURN
390 *
391 * End of SGSVTS3
392 *
subroutine slaset(UPLO, M, N, ALPHA, BETA, A, LDA)
SLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition: slaset.f:110
subroutine slacpy(UPLO, M, N, A, LDA, B, LDB)
SLACPY copies all or part of one two-dimensional array to another.
Definition: slacpy.f:103
real function slange(NORM, M, N, A, LDA, WORK)
SLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: slange.f:114
subroutine sggsvd3(JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, LWORK, IWORK, INFO)
SGGSVD3 computes the singular value decomposition (SVD) for OTHER matrices
Definition: sggsvd3.f:349
real function slansy(NORM, UPLO, N, A, LDA, WORK)
SLANSY returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition: slansy.f:122
subroutine scopy(N, SX, INCX, SY, INCY)
SCOPY
Definition: scopy.f:82
subroutine ssyrk(UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C, LDC)
SSYRK
Definition: ssyrk.f:169
subroutine sgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
SGEMM
Definition: sgemm.f:187
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
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