00001 SUBROUTINE ZLSETS( M, P, N, A, AF, LDA, B, BF, LDB, C, CF, D, DF, 00002 $ X, WORK, LWORK, RWORK, RESULT ) 00003 * 00004 * -- LAPACK test routine (version 3.1) -- 00005 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. 00006 * November 2006 00007 * 00008 * .. Scalar Arguments .. 00009 INTEGER LDA, LDB, LWORK, M, N, P 00010 * .. 00011 * .. Array Arguments .. 00012 * 00013 * Purpose 00014 * ======= 00015 * 00016 * ZLSETS tests ZGGLSE - a subroutine for solving linear equality 00017 * constrained least square problem (LSE). 00018 * 00019 * Arguments 00020 * ========= 00021 * 00022 * M (input) INTEGER 00023 * The number of rows of the matrix A. M >= 0. 00024 * 00025 * P (input) INTEGER 00026 * The number of rows of the matrix B. P >= 0. 00027 * 00028 * N (input) INTEGER 00029 * The number of columns of the matrices A and B. N >= 0. 00030 * 00031 * A (input) COMPLEX*16 array, dimension (LDA,N) 00032 * The M-by-N matrix A. 00033 * 00034 * AF (workspace) COMPLEX*16 array, dimension (LDA,N) 00035 * 00036 * LDA (input) INTEGER 00037 * The leading dimension of the arrays A, AF, Q and R. 00038 * LDA >= max(M,N). 00039 * 00040 * B (input) COMPLEX*16 array, dimension (LDB,N) 00041 * The P-by-N matrix A. 00042 * 00043 * BF (workspace) COMPLEX*16 array, dimension (LDB,N) 00044 * 00045 * LDB (input) INTEGER 00046 * The leading dimension of the arrays B, BF, V and S. 00047 * LDB >= max(P,N). 00048 * 00049 * C (input) COMPLEX*16 array, dimension( M ) 00050 * the vector C in the LSE problem. 00051 * 00052 * CF (workspace) COMPLEX*16 array, dimension( M ) 00053 * 00054 * D (input) COMPLEX*16 array, dimension( P ) 00055 * the vector D in the LSE problem. 00056 * 00057 * DF (workspace) COMPLEX*16 array, dimension( P ) 00058 * 00059 * X (output) COMPLEX*16 array, dimension( N ) 00060 * solution vector X in the LSE problem. 00061 * 00062 * WORK (workspace) COMPLEX*16 array, dimension (LWORK) 00063 * 00064 * LWORK (input) INTEGER 00065 * The dimension of the array WORK. 00066 * 00067 * RWORK (workspace) DOUBLE PRECISION array, dimension (M) 00068 * 00069 * RESULT (output) DOUBLE PRECISION array, dimension (2) 00070 * The test ratios: 00071 * RESULT(1) = norm( A*x - c )/ norm(A)*norm(X)*EPS 00072 * RESULT(2) = norm( B*x - d )/ norm(B)*norm(X)*EPS 00073 * 00074 * ==================================================================== 00075 * 00076 DOUBLE PRECISION RESULT( 2 ), RWORK( * ) 00077 COMPLEX*16 A( LDA, * ), AF( LDA, * ), B( LDB, * ), 00078 $ BF( LDB, * ), C( * ), CF( * ), D( * ), DF( * ), 00079 $ WORK( LWORK ), X( * ) 00080 * .. 00081 * .. Local Scalars .. 00082 INTEGER INFO 00083 * .. 00084 * .. External Subroutines .. 00085 EXTERNAL ZCOPY, ZGET02, ZGGLSE, ZLACPY 00086 * .. 00087 * .. Executable Statements .. 00088 * 00089 * Copy the matrices A and B to the arrays AF and BF, 00090 * and the vectors C and D to the arrays CF and DF, 00091 * 00092 CALL ZLACPY( 'Full', M, N, A, LDA, AF, LDA ) 00093 CALL ZLACPY( 'Full', P, N, B, LDB, BF, LDB ) 00094 CALL ZCOPY( M, C, 1, CF, 1 ) 00095 CALL ZCOPY( P, D, 1, DF, 1 ) 00096 * 00097 * Solve LSE problem 00098 * 00099 CALL ZGGLSE( M, N, P, AF, LDA, BF, LDB, CF, DF, X, WORK, LWORK, 00100 $ INFO ) 00101 * 00102 * Test the residual for the solution of LSE 00103 * 00104 * Compute RESULT(1) = norm( A*x - c ) / norm(A)*norm(X)*EPS 00105 * 00106 CALL ZCOPY( M, C, 1, CF, 1 ) 00107 CALL ZCOPY( P, D, 1, DF, 1 ) 00108 CALL ZGET02( 'No transpose', M, N, 1, A, LDA, X, N, CF, M, RWORK, 00109 $ RESULT( 1 ) ) 00110 * 00111 * Compute result(2) = norm( B*x - d ) / norm(B)*norm(X)*EPS 00112 * 00113 CALL ZGET02( 'No transpose', P, N, 1, B, LDB, X, N, DF, P, RWORK, 00114 $ RESULT( 2 ) ) 00115 * 00116 RETURN 00117 * 00118 * End of ZLSETS 00119 * 00120 END
1.7.2