Example program for zggsvd
This example finds the generalized singular value decomposition
A
=
U
Σ
1
0
R
Q
H
,
B
=
V
Σ
2
0
R
Q
H
,
where
A
=
0.96
-
0.81
i
-
0.03
+
0.96
i
-
0.91
+
2.06
i
-
0.05
+
0.41
i
-
0.98
+
1.98
i
-
1.20
+
0.19
i
-
0.66
+
0.42
i
-
0.81
+
0.56
i
0.62
-
0.46
i
1.01
+
0.02
i
0.63
-
0.17
i
-
1.11
+
0.60
i
0.37
+
0.38
i
0.19
-
0.54
i
-
0.98
-
0.36
i
0.22
-
0.20
i
0.83
+
0.51
i
0.20
+
0.01
i
-
0.17
-
0.46
i
1.47
+
1.59
i
1.08
-
0.28
i
0.20
-
0.12
i
-
0.07
+
1.23
i
0.26
+
0.26
i
and
B
=
1
0
-
1
0
0
1
0
-
1
,
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