dgsvts3.f - Man Page

subroutine dgsvts3 (m, p, n, a, af, lda, b, bf, ldb, u, ldu, v, ldv, q, ldq, alpha, beta, r, ldr, iwork, work, lwork, rwork, result)
DGSVTS3

DGSVTS3

Purpose:

 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.

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 DOUBLE PRECISION array, dimension (LDA,M)
          The M-by-N matrix A.

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.

LDA

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

B

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

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.

LDB

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

U

          U is DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (N)

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.

R

          R is DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (max(M,P,N))

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.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 207 of file dgsvts3.f.