Example program for dggsvd
This example finds the generalized singular value decomposition
A
=
U
Σ
1
0
R
Q
T
,
B
=
V
Σ
2
0
R
Q
T
,
where
A
=
1
2
3
3
2
1
4
5
6
7
8
8
and
B
=
-
2
-
3
3
4
6
5
,
together with estimates for the condition number of
R
and the error bound for the computed generalized singular values.
The example program assumes that
m
≥
n
, and would need slight modification if this is not the case.
f90 source code
Input data file
Expected results