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scsdts.f File Reference

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Functions/Subroutines

subroutine scsdts (M, P, Q, X, XF, LDX, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T, LDV2T, THETA, IWORK, WORK, LWORK, RWORK, RESULT)
 SCSDTS More...
 

Function/Subroutine Documentation

subroutine scsdts ( integer  M,
integer  P,
integer  Q,
real, dimension( ldx, * )  X,
real, dimension( ldx, * )  XF,
integer  LDX,
real, dimension( ldu1, * )  U1,
integer  LDU1,
real, dimension( ldu2, * )  U2,
integer  LDU2,
real, dimension( ldv1t, * )  V1T,
integer  LDV1T,
real, dimension( ldv2t, * )  V2T,
integer  LDV2T,
real, dimension( * )  THETA,
integer, dimension( * )  IWORK,
real, dimension( lwork )  WORK,
integer  LWORK,
real, dimension( * )  RWORK,
real, dimension( 15 )  RESULT 
)

SCSDTS

Purpose:
 SCSDTS tests SORCSD, which, given an M-by-M partitioned orthogonal
 matrix X,
              Q  M-Q
       X = [ X11 X12 ] P   ,
           [ X21 X22 ] M-P

 computes the CSD

       [ U1    ]**T * [ X11 X12 ] * [ V1    ]
       [    U2 ]      [ X21 X22 ]   [    V2 ]

                             [  I  0  0 |  0  0  0 ]
                             [  0  C  0 |  0 -S  0 ]
                             [  0  0  0 |  0  0 -I ]
                           = [---------------------] = [ D11 D12 ] .
                             [  0  0  0 |  I  0  0 ]   [ D21 D22 ]
                             [  0  S  0 |  0  C  0 ]
                             [  0  0  I |  0  0  0 ]

 and also SORCSD2BY1, which, given
          Q
       [ X11 ] P   ,
       [ X21 ] M-P

 computes the 2-by-1 CSD

                                     [  I  0  0 ]
                                     [  0  C  0 ]
                                     [  0  0  0 ]
       [ U1    ]**T * [ X11 ] * V1 = [----------] = [ D11 ] ,
       [    U2 ]      [ X21 ]        [  0  0  0 ]   [ D21 ]
                                     [  0  S  0 ]
                                     [  0  0  I ]
Parameters
[in]M
          M is INTEGER
          The number of rows of the matrix X.  M >= 0.
[in]P
          P is INTEGER
          The number of rows of the matrix X11.  P >= 0.
[in]Q
          Q is INTEGER
          The number of columns of the matrix X11.  Q >= 0.
[in]X
          X is REAL array, dimension (LDX,M)
          The M-by-M matrix X.
[out]XF
          XF is REAL array, dimension (LDX,M)
          Details of the CSD of X, as returned by SORCSD;
          see SORCSD for further details.
[in]LDX
          LDX is INTEGER
          The leading dimension of the arrays X and XF.
          LDX >= max( 1,M ).
[out]U1
          U1 is REAL array, dimension(LDU1,P)
          The P-by-P orthogonal matrix U1.
[in]LDU1
          LDU1 is INTEGER
          The leading dimension of the array U1. LDU >= max(1,P).
[out]U2
          U2 is REAL array, dimension(LDU2,M-P)
          The (M-P)-by-(M-P) orthogonal matrix U2.
[in]LDU2
          LDU2 is INTEGER
          The leading dimension of the array U2. LDU >= max(1,M-P).
[out]V1T
          V1T is REAL array, dimension(LDV1T,Q)
          The Q-by-Q orthogonal matrix V1T.
[in]LDV1T
          LDV1T is INTEGER
          The leading dimension of the array V1T. LDV1T >=
          max(1,Q).
[out]V2T
          V2T is REAL array, dimension(LDV2T,M-Q)
          The (M-Q)-by-(M-Q) orthogonal matrix V2T.
[in]LDV2T
          LDV2T is INTEGER
          The leading dimension of the array V2T. LDV2T >=
          max(1,M-Q).
[out]THETA
          THETA is REAL array, dimension MIN(P,M-P,Q,M-Q)
          The CS values of X; the essentially diagonal matrices C and
          S are constructed from THETA; see subroutine SORCSD for
          details.
[out]IWORK
          IWORK is INTEGER array, dimension (M)
[out]WORK
          WORK is REAL array, dimension (LWORK)
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK
[out]RWORK
          RWORK is REAL array
[out]RESULT
          RESULT is REAL array, dimension (15)
          The test ratios:
          First, the 2-by-2 CSD:
          RESULT(1) = norm( U1'*X11*V1 - D11 ) / ( MAX(1,P,Q)*EPS2 )
          RESULT(2) = norm( U1'*X12*V2 - D12 ) / ( MAX(1,P,M-Q)*EPS2 )
          RESULT(3) = norm( U2'*X21*V1 - D21 ) / ( MAX(1,M-P,Q)*EPS2 )
          RESULT(4) = norm( U2'*X22*V2 - D22 ) / ( MAX(1,M-P,M-Q)*EPS2 )
          RESULT(5) = norm( I - U1'*U1 ) / ( MAX(1,P)*ULP )
          RESULT(6) = norm( I - U2'*U2 ) / ( MAX(1,M-P)*ULP )
          RESULT(7) = norm( I - V1T'*V1T ) / ( MAX(1,Q)*ULP )
          RESULT(8) = norm( I - V2T'*V2T ) / ( MAX(1,M-Q)*ULP )
          RESULT(9) = 0        if THETA is in increasing order and
                               all angles are in [0,pi/2];
                    = ULPINV   otherwise.
          Then, the 2-by-1 CSD:
          RESULT(10) = norm( U1'*X11*V1 - D11 ) / ( MAX(1,P,Q)*EPS2 )
          RESULT(11) = norm( U2'*X21*V1 - D21 ) / ( MAX(1,M-P,Q)*EPS2 )
          RESULT(12) = norm( I - U1'*U1 ) / ( MAX(1,P)*ULP )
          RESULT(13) = norm( I - U2'*U2 ) / ( MAX(1,M-P)*ULP )
          RESULT(14) = norm( I - V1T'*V1T ) / ( MAX(1,Q)*ULP )
          RESULT(15) = 0        if THETA is in increasing order and
                                all angles are in [0,pi/2];
                     = ULPINV   otherwise.
          ( EPS2 = MAX( norm( I - X'*X ) / M, ULP ). )
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
November 2011

Definition at line 228 of file scsdts.f.

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