195 lines
5.8 KiB
FortranFixed
195 lines
5.8 KiB
FortranFixed
SUBROUTINE SBDT03( UPLO, N, KD, D, E, U, LDU, S, VT, LDVT, WORK,
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$ RESID )
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*
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* -- LAPACK test routine (version 3.1) --
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* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
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* November 2006
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER KD, LDU, LDVT, N
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REAL RESID
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* ..
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* .. Array Arguments ..
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REAL D( * ), E( * ), S( * ), U( LDU, * ),
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$ VT( LDVT, * ), WORK( * )
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* ..
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*
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* Purpose
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* =======
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*
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* SBDT03 reconstructs a bidiagonal matrix B from its SVD:
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* S = U' * B * V
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* where U and V are orthogonal matrices and S is diagonal.
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*
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* The test ratio to test the singular value decomposition is
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* RESID = norm( B - U * S * VT ) / ( n * norm(B) * EPS )
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* where VT = V' and EPS is the machine precision.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* Specifies whether the matrix B is upper or lower bidiagonal.
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* = 'U': Upper bidiagonal
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* = 'L': Lower bidiagonal
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*
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* N (input) INTEGER
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* The order of the matrix B.
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*
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* KD (input) INTEGER
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* The bandwidth of the bidiagonal matrix B. If KD = 1, the
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* matrix B is bidiagonal, and if KD = 0, B is diagonal and E is
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* not referenced. If KD is greater than 1, it is assumed to be
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* 1, and if KD is less than 0, it is assumed to be 0.
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*
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* D (input) REAL array, dimension (N)
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* The n diagonal elements of the bidiagonal matrix B.
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*
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* E (input) REAL array, dimension (N-1)
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* The (n-1) superdiagonal elements of the bidiagonal matrix B
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* if UPLO = 'U', or the (n-1) subdiagonal elements of B if
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* UPLO = 'L'.
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*
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* U (input) REAL array, dimension (LDU,N)
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* The n by n orthogonal matrix U in the reduction B = U'*A*P.
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*
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* LDU (input) INTEGER
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* The leading dimension of the array U. LDU >= max(1,N)
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*
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* S (input) REAL array, dimension (N)
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* The singular values from the SVD of B, sorted in decreasing
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* order.
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*
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* VT (input) REAL array, dimension (LDVT,N)
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* The n by n orthogonal matrix V' in the reduction
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* B = U * S * V'.
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*
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* LDVT (input) INTEGER
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* The leading dimension of the array VT.
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*
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* WORK (workspace) REAL array, dimension (2*N)
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*
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* RESID (output) REAL
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* The test ratio: norm(B - U * S * V') / ( n * norm(A) * EPS )
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*
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* ======================================================================
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*
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* .. Parameters ..
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REAL ZERO, ONE
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PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
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* ..
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* .. Local Scalars ..
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INTEGER I, J
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REAL BNORM, EPS
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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INTEGER ISAMAX
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REAL SASUM, SLAMCH
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EXTERNAL LSAME, ISAMAX, SASUM, SLAMCH
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* ..
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* .. External Subroutines ..
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EXTERNAL SGEMV
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, MAX, MIN, REAL
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* ..
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* .. Executable Statements ..
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*
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* Quick return if possible
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*
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RESID = ZERO
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IF( N.LE.0 )
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$ RETURN
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*
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* Compute B - U * S * V' one column at a time.
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*
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BNORM = ZERO
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IF( KD.GE.1 ) THEN
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*
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* B is bidiagonal.
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*
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IF( LSAME( UPLO, 'U' ) ) THEN
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*
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* B is upper bidiagonal.
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*
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DO 20 J = 1, N
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DO 10 I = 1, N
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WORK( N+I ) = S( I )*VT( I, J )
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10 CONTINUE
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CALL SGEMV( 'No transpose', N, N, -ONE, U, LDU,
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$ WORK( N+1 ), 1, ZERO, WORK, 1 )
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WORK( J ) = WORK( J ) + D( J )
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IF( J.GT.1 ) THEN
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WORK( J-1 ) = WORK( J-1 ) + E( J-1 )
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BNORM = MAX( BNORM, ABS( D( J ) )+ABS( E( J-1 ) ) )
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ELSE
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BNORM = MAX( BNORM, ABS( D( J ) ) )
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END IF
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RESID = MAX( RESID, SASUM( N, WORK, 1 ) )
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20 CONTINUE
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ELSE
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*
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* B is lower bidiagonal.
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*
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DO 40 J = 1, N
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DO 30 I = 1, N
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WORK( N+I ) = S( I )*VT( I, J )
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30 CONTINUE
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CALL SGEMV( 'No transpose', N, N, -ONE, U, LDU,
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$ WORK( N+1 ), 1, ZERO, WORK, 1 )
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WORK( J ) = WORK( J ) + D( J )
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IF( J.LT.N ) THEN
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WORK( J+1 ) = WORK( J+1 ) + E( J )
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BNORM = MAX( BNORM, ABS( D( J ) )+ABS( E( J ) ) )
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ELSE
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BNORM = MAX( BNORM, ABS( D( J ) ) )
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END IF
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RESID = MAX( RESID, SASUM( N, WORK, 1 ) )
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40 CONTINUE
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END IF
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ELSE
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*
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* B is diagonal.
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*
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DO 60 J = 1, N
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DO 50 I = 1, N
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WORK( N+I ) = S( I )*VT( I, J )
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50 CONTINUE
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CALL SGEMV( 'No transpose', N, N, -ONE, U, LDU, WORK( N+1 ),
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$ 1, ZERO, WORK, 1 )
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WORK( J ) = WORK( J ) + D( J )
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RESID = MAX( RESID, SASUM( N, WORK, 1 ) )
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60 CONTINUE
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J = ISAMAX( N, D, 1 )
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BNORM = ABS( D( J ) )
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END IF
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*
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* Compute norm(B - U * S * V') / ( n * norm(B) * EPS )
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*
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EPS = SLAMCH( 'Precision' )
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*
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IF( BNORM.LE.ZERO ) THEN
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IF( RESID.NE.ZERO )
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$ RESID = ONE / EPS
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ELSE
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IF( BNORM.GE.RESID ) THEN
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RESID = ( RESID / BNORM ) / ( REAL( N )*EPS )
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ELSE
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IF( BNORM.LT.ONE ) THEN
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RESID = ( MIN( RESID, REAL( N )*BNORM ) / BNORM ) /
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$ ( REAL( N )*EPS )
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ELSE
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RESID = MIN( RESID / BNORM, REAL( N ) ) /
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$ ( REAL( N )*EPS )
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END IF
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END IF
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END IF
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*
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RETURN
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*
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* End of SBDT03
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*
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END
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