#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static doublereal c_b6 = -1.; static integer c__1 = 1; static doublereal c_b8 = 0.; /* Subroutine */ int dbdt03_(char *uplo, integer *n, integer *kd, doublereal * d__, doublereal *e, doublereal *u, integer *ldu, doublereal *s, doublereal *vt, integer *ldvt, doublereal *work, doublereal *resid) { /* System generated locals */ integer u_dim1, u_offset, vt_dim1, vt_offset, i__1, i__2; doublereal d__1, d__2, d__3, d__4; /* Local variables */ integer i__, j; doublereal eps; extern logical lsame_(char *, char *); extern /* Subroutine */ int dgemv_(char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *); extern doublereal dasum_(integer *, doublereal *, integer *); doublereal bnorm; extern doublereal dlamch_(char *); extern integer idamax_(integer *, doublereal *, integer *); /* -- LAPACK test routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DBDT03 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) DOUBLE PRECISION array, dimension (N) */ /* The n diagonal elements of the bidiagonal matrix B. */ /* E (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N) */ /* The singular values from the SVD of B, sorted in decreasing */ /* order. */ /* VT (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (2*N) */ /* RESID (output) DOUBLE PRECISION */ /* 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.; if (*n <= 0) { return 0; } /* Compute B - U * S * V' one column at a time. */ bnorm = 0.; 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: */ } dgemv_("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 */ d__3 = bnorm, d__4 = (d__1 = d__[j], abs(d__1)) + (d__2 = e[j - 1], abs(d__2)); bnorm = max(d__3,d__4); } else { /* Computing MAX */ d__2 = bnorm, d__3 = (d__1 = d__[j], abs(d__1)); bnorm = max(d__2,d__3); } /* Computing MAX */ d__1 = *resid, d__2 = dasum_(n, &work[1], &c__1); *resid = max(d__1,d__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: */ } dgemv_("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 */ d__3 = bnorm, d__4 = (d__1 = d__[j], abs(d__1)) + (d__2 = e[j], abs(d__2)); bnorm = max(d__3,d__4); } else { /* Computing MAX */ d__2 = bnorm, d__3 = (d__1 = d__[j], abs(d__1)); bnorm = max(d__2,d__3); } /* Computing MAX */ d__1 = *resid, d__2 = dasum_(n, &work[1], &c__1); *resid = max(d__1,d__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: */ } dgemv_("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 */ d__1 = *resid, d__2 = dasum_(n, &work[1], &c__1); *resid = max(d__1,d__2); /* L60: */ } j = idamax_(n, &d__[1], &c__1); bnorm = (d__1 = d__[j], abs(d__1)); } /* Compute norm(B - U * S * V') / ( n * norm(B) * EPS ) */ eps = dlamch_("Precision"); if (bnorm <= 0.) { if (*resid != 0.) { *resid = 1. / eps; } } else { if (bnorm >= *resid) { *resid = *resid / bnorm / ((doublereal) (*n) * eps); } else { if (bnorm < 1.) { /* Computing MIN */ d__1 = *resid, d__2 = (doublereal) (*n) * bnorm; *resid = min(d__1,d__2) / bnorm / ((doublereal) (*n) * eps); } else { /* Computing MIN */ d__1 = *resid / bnorm, d__2 = (doublereal) (*n); *resid = min(d__1,d__2) / ((doublereal) (*n) * eps); } } } return 0; /* End of DBDT03 */ } /* dbdt03_ */