142 lines
4.2 KiB
FortranFixed
142 lines
4.2 KiB
FortranFixed
SUBROUTINE DGLMTS( N, M, P, A, AF, LDA, B, BF, LDB, D, DF, X, U,
|
|
$ WORK, LWORK, RWORK, RESULT )
|
|
*
|
|
* -- LAPACK test routine (version 3.1) --
|
|
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
|
|
* November 2006
|
|
*
|
|
* .. Scalar Arguments ..
|
|
INTEGER LDA, LDB, LWORK, M, N, P
|
|
DOUBLE PRECISION RESULT
|
|
* ..
|
|
* .. Array Arguments ..
|
|
*
|
|
* Purpose
|
|
* =======
|
|
*
|
|
* DGLMTS tests DGGGLM - a subroutine for solving the generalized
|
|
* linear model problem.
|
|
*
|
|
* Arguments
|
|
* =========
|
|
*
|
|
* N (input) INTEGER
|
|
* The number of rows of the matrices A and B. N >= 0.
|
|
*
|
|
* M (input) INTEGER
|
|
* The number of columns of the matrix A. M >= 0.
|
|
*
|
|
* P (input) INTEGER
|
|
* The number of columns of the matrix B. P >= 0.
|
|
*
|
|
* A (input) DOUBLE PRECISION array, dimension (LDA,M)
|
|
* The N-by-M matrix A.
|
|
*
|
|
* AF (workspace) DOUBLE PRECISION array, dimension (LDA,M)
|
|
*
|
|
* LDA (input) INTEGER
|
|
* The leading dimension of the arrays A, AF. LDA >= max(M,N).
|
|
*
|
|
* B (input) DOUBLE PRECISION array, dimension (LDB,P)
|
|
* The N-by-P matrix A.
|
|
*
|
|
* BF (workspace) DOUBLE PRECISION array, dimension (LDB,P)
|
|
*
|
|
* LDB (input) INTEGER
|
|
* The leading dimension of the arrays B, BF. LDB >= max(P,N).
|
|
*
|
|
* D (input) DOUBLE PRECISION array, dimension( N )
|
|
* On input, the left hand side of the GLM.
|
|
*
|
|
* DF (workspace) DOUBLE PRECISION array, dimension( N )
|
|
*
|
|
* X (output) DOUBLE PRECISION array, dimension( M )
|
|
* solution vector X in the GLM problem.
|
|
*
|
|
* U (output) DOUBLE PRECISION array, dimension( P )
|
|
* solution vector U in the GLM problem.
|
|
*
|
|
* WORK (workspace) DOUBLE PRECISION array, dimension (LWORK)
|
|
*
|
|
* LWORK (input) INTEGER
|
|
* The dimension of the array WORK.
|
|
*
|
|
* RWORK (workspace) DOUBLE PRECISION array, dimension (M)
|
|
*
|
|
* RESULT (output) DOUBLE PRECISION
|
|
* The test ratio:
|
|
* norm( d - A*x - B*u )
|
|
* RESULT = -----------------------------------------
|
|
* (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
|
|
*
|
|
* ====================================================================
|
|
*
|
|
DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), B( LDB, * ),
|
|
$ BF( LDB, * ), D( * ), DF( * ), RWORK( * ),
|
|
$ U( * ), WORK( LWORK ), X( * )
|
|
* ..
|
|
* .. Parameters ..
|
|
DOUBLE PRECISION ZERO, ONE
|
|
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
|
|
* ..
|
|
* .. Local Scalars ..
|
|
INTEGER INFO
|
|
DOUBLE PRECISION ANORM, BNORM, DNORM, EPS, UNFL, XNORM, YNORM
|
|
* ..
|
|
* .. External Functions ..
|
|
DOUBLE PRECISION DASUM, DLAMCH, DLANGE
|
|
EXTERNAL DASUM, DLAMCH, DLANGE
|
|
* ..
|
|
* .. External Subroutines ..
|
|
*
|
|
EXTERNAL DCOPY, DGEMV, DGGGLM, DLACPY
|
|
* ..
|
|
* .. Intrinsic Functions ..
|
|
INTRINSIC MAX
|
|
* ..
|
|
* .. Executable Statements ..
|
|
*
|
|
EPS = DLAMCH( 'Epsilon' )
|
|
UNFL = DLAMCH( 'Safe minimum' )
|
|
ANORM = MAX( DLANGE( '1', N, M, A, LDA, RWORK ), UNFL )
|
|
BNORM = MAX( DLANGE( '1', N, P, B, LDB, RWORK ), UNFL )
|
|
*
|
|
* Copy the matrices A and B to the arrays AF and BF,
|
|
* and the vector D the array DF.
|
|
*
|
|
CALL DLACPY( 'Full', N, M, A, LDA, AF, LDA )
|
|
CALL DLACPY( 'Full', N, P, B, LDB, BF, LDB )
|
|
CALL DCOPY( N, D, 1, DF, 1 )
|
|
*
|
|
* Solve GLM problem
|
|
*
|
|
CALL DGGGLM( N, M, P, AF, LDA, BF, LDB, DF, X, U, WORK, LWORK,
|
|
$ INFO )
|
|
*
|
|
* Test the residual for the solution of LSE
|
|
*
|
|
* norm( d - A*x - B*u )
|
|
* RESULT = -----------------------------------------
|
|
* (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
|
|
*
|
|
CALL DCOPY( N, D, 1, DF, 1 )
|
|
CALL DGEMV( 'No transpose', N, M, -ONE, A, LDA, X, 1, ONE, DF, 1 )
|
|
*
|
|
CALL DGEMV( 'No transpose', N, P, -ONE, B, LDB, U, 1, ONE, DF, 1 )
|
|
*
|
|
DNORM = DASUM( N, DF, 1 )
|
|
XNORM = DASUM( M, X, 1 ) + DASUM( P, U, 1 )
|
|
YNORM = ANORM + BNORM
|
|
*
|
|
IF( XNORM.LE.ZERO ) THEN
|
|
RESULT = ZERO
|
|
ELSE
|
|
RESULT = ( ( DNORM / YNORM ) / XNORM ) / EPS
|
|
END IF
|
|
*
|
|
RETURN
|
|
*
|
|
* End of DGLMTS
|
|
*
|
|
END
|