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207 lines
5.2 KiB
FortranFixed
207 lines
5.2 KiB
FortranFixed
*> \brief \b DLSETS
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DLSETS( M, P, N, A, AF, LDA, B, BF, LDB, C, CF, D, DF,
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* X, WORK, LWORK, RWORK, RESULT )
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*
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* .. Scalar Arguments ..
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* INTEGER LDA, LDB, LWORK, M, N, P
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* ..
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* .. Array Arguments ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DLSETS tests DGGLSE - a subroutine for solving linear equality
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*> constrained least square problem (LSE).
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] M
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*> \verbatim
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*> M is INTEGER
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*> The number of rows of the matrix A. M >= 0.
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*> \endverbatim
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*>
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*> \param[in] P
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*> \verbatim
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*> P is INTEGER
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*> The number of rows of the matrix B. P >= 0.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The number of columns of the matrices A and B. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] A
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*> \verbatim
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*> A is DOUBLE PRECISION array, dimension (LDA,N)
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*> The M-by-N matrix A.
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*> \endverbatim
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*>
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*> \param[out] AF
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*> \verbatim
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*> AF is DOUBLE PRECISION array, dimension (LDA,N)
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of the arrays A, AF, Q and R.
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*> LDA >= max(M,N).
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*> \endverbatim
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*>
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*> \param[in] B
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*> \verbatim
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*> B is DOUBLE PRECISION array, dimension (LDB,N)
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*> The P-by-N matrix A.
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*> \endverbatim
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*>
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*> \param[out] BF
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*> \verbatim
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*> BF is DOUBLE PRECISION array, dimension (LDB,N)
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of the arrays B, BF, V and S.
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*> LDB >= max(P,N).
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*> \endverbatim
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*>
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*> \param[in] C
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*> \verbatim
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*> C is DOUBLE PRECISION array, dimension( M )
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*> the vector C in the LSE problem.
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*> \endverbatim
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*>
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*> \param[out] CF
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*> \verbatim
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*> CF is DOUBLE PRECISION array, dimension( M )
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*> \endverbatim
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*>
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*> \param[in] D
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*> \verbatim
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*> D is DOUBLE PRECISION array, dimension( P )
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*> the vector D in the LSE problem.
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*> \endverbatim
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*>
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*> \param[out] DF
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*> \verbatim
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*> DF is DOUBLE PRECISION array, dimension( P )
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*> \endverbatim
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*>
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*> \param[out] X
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*> \verbatim
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*> X is DOUBLE PRECISION array, dimension( N )
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*> solution vector X in the LSE problem.
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is DOUBLE PRECISION array, dimension (LWORK)
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*> \endverbatim
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*>
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*> \param[in] LWORK
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*> \verbatim
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*> LWORK is INTEGER
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*> The dimension of the array WORK.
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*> RWORK is DOUBLE PRECISION array, dimension (M)
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*> \endverbatim
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*>
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*> \param[out] RESULT
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*> \verbatim
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*> RESULT is DOUBLE PRECISION array, dimension (2)
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*> The test ratios:
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*> RESULT(1) = norm( A*x - c )/ norm(A)*norm(X)*EPS
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*> RESULT(2) = norm( B*x - d )/ norm(B)*norm(X)*EPS
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup double_eig
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*
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* =====================================================================
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SUBROUTINE DLSETS( M, P, N, A, AF, LDA, B, BF, LDB, C, CF, D, DF,
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$ X, WORK, LWORK, RWORK, RESULT )
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*
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* -- LAPACK test routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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INTEGER LDA, LDB, LWORK, M, N, P
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* ..
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* .. Array Arguments ..
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*
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* ====================================================================
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*
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DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), B( LDB, * ),
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$ BF( LDB, * ), C( * ), CF( * ), D( * ), DF( * ),
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$ RESULT( 2 ), RWORK( * ), WORK( LWORK ), X( * )
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* ..
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* .. Local Scalars ..
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INTEGER INFO
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* ..
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* .. External Subroutines ..
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EXTERNAL DCOPY, DGET02, DGGLSE, DLACPY
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* ..
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* .. Executable Statements ..
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*
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* Copy the matrices A and B to the arrays AF and BF,
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* and the vectors C and D to the arrays CF and DF,
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*
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CALL DLACPY( 'Full', M, N, A, LDA, AF, LDA )
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CALL DLACPY( 'Full', P, N, B, LDB, BF, LDB )
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CALL DCOPY( M, C, 1, CF, 1 )
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CALL DCOPY( P, D, 1, DF, 1 )
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*
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* Solve LSE problem
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*
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CALL DGGLSE( M, N, P, AF, LDA, BF, LDB, CF, DF, X, WORK, LWORK,
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$ INFO )
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*
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* Test the residual for the solution of LSE
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*
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* Compute RESULT(1) = norm( A*x - c ) / norm(A)*norm(X)*EPS
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*
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CALL DCOPY( M, C, 1, CF, 1 )
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CALL DCOPY( P, D, 1, DF, 1 )
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CALL DGET02( 'No transpose', M, N, 1, A, LDA, X, N, CF, M, RWORK,
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$ RESULT( 1 ) )
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*
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* Compute result(2) = norm( B*x - d ) / norm(B)*norm(X)*EPS
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*
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CALL DGET02( 'No transpose', P, N, 1, B, LDB, X, N, DF, P, RWORK,
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$ RESULT( 2 ) )
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*
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RETURN
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*
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* End of DLSETS
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*
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END
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