/* dglmts.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b13 = -1.; static doublereal c_b15 = 1.; /* Subroutine */ int dglmts_(integer *n, integer *m, integer *p, doublereal * a, doublereal *af, integer *lda, doublereal *b, doublereal *bf, integer *ldb, doublereal *d__, doublereal *df, doublereal *x, doublereal *u, doublereal *work, integer *lwork, doublereal *rwork, doublereal *result) { /* System generated locals */ integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, bf_dim1, bf_offset; doublereal d__1; /* Local variables */ doublereal eps; integer info; doublereal unfl; extern /* Subroutine */ int dgemv_(char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *); extern doublereal dasum_(integer *, doublereal *, integer *); doublereal anorm, bnorm; extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *); doublereal dnorm, xnorm, ynorm; extern doublereal dlamch_(char *), dlange_(char *, integer *, integer *, doublereal *, integer *, doublereal *); extern /* Subroutine */ int dggglm_(integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *); /* -- LAPACK test routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. 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 */ /* ==================================================================== */ /* .. */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Parameter adjustments */ af_dim1 = *lda; af_offset = 1 + af_dim1; af -= af_offset; a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; bf_dim1 = *ldb; bf_offset = 1 + bf_dim1; bf -= bf_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --d__; --df; --x; --u; --work; --rwork; /* Function Body */ eps = dlamch_("Epsilon"); unfl = dlamch_("Safe minimum"); /* Computing MAX */ d__1 = dlange_("1", n, m, &a[a_offset], lda, &rwork[1]); anorm = max(d__1,unfl); /* Computing MAX */ d__1 = dlange_("1", n, p, &b[b_offset], ldb, &rwork[1]); bnorm = max(d__1,unfl); /* Copy the matrices A and B to the arrays AF and BF, */ /* and the vector D the array DF. */ dlacpy_("Full", n, m, &a[a_offset], lda, &af[af_offset], lda); dlacpy_("Full", n, p, &b[b_offset], ldb, &bf[bf_offset], ldb); dcopy_(n, &d__[1], &c__1, &df[1], &c__1); /* Solve GLM problem */ dggglm_(n, m, p, &af[af_offset], lda, &bf[bf_offset], ldb, &df[1], &x[1], &u[1], &work[1], 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 */ dcopy_(n, &d__[1], &c__1, &df[1], &c__1); dgemv_("No transpose", n, m, &c_b13, &a[a_offset], lda, &x[1], &c__1, & c_b15, &df[1], &c__1); dgemv_("No transpose", n, p, &c_b13, &b[b_offset], ldb, &u[1], &c__1, & c_b15, &df[1], &c__1); dnorm = dasum_(n, &df[1], &c__1); xnorm = dasum_(m, &x[1], &c__1) + dasum_(p, &u[1], &c__1); ynorm = anorm + bnorm; if (xnorm <= 0.) { *result = 0.; } else { *result = dnorm / ynorm / xnorm / eps; } return 0; /* End of DGLMTS */ } /* dglmts_ */