LAPACK 3.11.0
LAPACK: Linear Algebra PACKage

◆ sbdt05()

subroutine sbdt05 ( integer  M,
integer  N,
real, dimension( lda, * )  A,
integer  LDA,
real, dimension( * )  S,
integer  NS,
real, dimension( ldu, * )  U,
integer  LDU,
real, dimension( ldvt, * )  VT,
integer  LDVT,
real, dimension( * )  WORK,
real  RESID 
)

SBDT05

Purpose:
 SBDT05 reconstructs a bidiagonal matrix B from its (partial) 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( S - U' * B * V ) / ( n * norm(B) * EPS )
 where VT = V' and EPS is the machine precision.
Parameters
[in]M
          M is INTEGER
          The number of rows of the matrices A and U.
[in]N
          N is INTEGER
          The number of columns of the matrices A and VT.
[in]A
          A is REAL array, dimension (LDA,N)
          The m by n matrix A.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
[in]S
          S is REAL array, dimension (NS)
          The singular values from the (partial) SVD of B, sorted in
          decreasing order.
[in]NS
          NS is INTEGER
          The number of singular values/vectors from the (partial)
          SVD of B.
[in]U
          U is REAL array, dimension (LDU,NS)
          The n by ns orthogonal matrix U in S = U' * B * V.
[in]LDU
          LDU is INTEGER
          The leading dimension of the array U.  LDU >= max(1,N)
[in]VT
          VT is REAL array, dimension (LDVT,N)
          The n by ns orthogonal matrix V in S = U' * B * V.
[in]LDVT
          LDVT is INTEGER
          The leading dimension of the array VT.
[out]WORK
          WORK is REAL array, dimension (M,N)
[out]RESID
          RESID is REAL
          The test ratio:  norm(S - U' * A * V) / ( n * norm(A) * EPS )
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.