LAPACK  3.6.1
LAPACK: Linear Algebra PACKage
subroutine dglmts ( integer  N,
integer  M,
integer  P,
double precision, dimension( lda, * )  A,
double precision, dimension( lda, * )  AF,
integer  LDA,
double precision, dimension( ldb, * )  B,
double precision, dimension( ldb, * )  BF,
integer  LDB,
double precision, dimension( * )  D,
double precision, dimension( * )  DF,
double precision, dimension( * )  X,
double precision, dimension( * )  U,
double precision, dimension( lwork )  WORK,
integer  LWORK,
double precision, dimension( * )  RWORK,
double precision  RESULT 
)

DGLMTS

Purpose: 
 DGLMTS tests DGGGLM - a subroutine for solving the generalized
 linear model problem.
Parameters
[in]N
          N is INTEGER
          The number of rows of the matrices A and B.  N >= 0.
[in]M
          M is INTEGER
          The number of columns of the matrix A.  M >= 0.
[in]P
          P is INTEGER
          The number of columns of the matrix B.  P >= 0.
[in]A
          A is DOUBLE PRECISION array, dimension (LDA,M)
          The N-by-M matrix A.
[out]AF
          AF is DOUBLE PRECISION array, dimension (LDA,M)
[in]LDA
          LDA is INTEGER
          The leading dimension of the arrays A, AF. LDA >= max(M,N).
[in]B
          B is DOUBLE PRECISION array, dimension (LDB,P)
          The N-by-P matrix A.
[out]BF
          BF is DOUBLE PRECISION array, dimension (LDB,P)
[in]LDB
          LDB is INTEGER
          The leading dimension of the arrays B, BF. LDB >= max(P,N).
[in]D
          D is DOUBLE PRECISION array, dimension( N )
          On input, the left hand side of the GLM.
[out]DF
          DF is DOUBLE PRECISION array, dimension( N )
[out]X
          X is DOUBLE PRECISION array, dimension( M )
          solution vector X in the GLM problem.
[out]U
          U is DOUBLE PRECISION array, dimension( P )
          solution vector U in the GLM problem.
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (LWORK)
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK.
[out]RWORK
          RWORK is DOUBLE PRECISION array, dimension (M)
[out]RESULT
          RESULT is DOUBLE PRECISION
          The test ratio:
                           norm( d - A*x - B*u )
            RESULT = -----------------------------------------
                     (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
November 2011

Definition at line 148 of file dglmts.f.

148 *
149 * -- LAPACK test routine (version 3.4.0) --
150 * -- LAPACK is a software package provided by Univ. of Tennessee, --
151 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
152 * November 2011
153 *
154 * .. Scalar Arguments ..
155  INTEGER lda, ldb, lwork, m, n, p
156  DOUBLE PRECISION result
157 * ..
158 * .. Array Arguments ..
159 *
160 * ====================================================================
161 *
162  DOUBLE PRECISION a( lda, * ), af( lda, * ), b( ldb, * ),
163  $ bf( ldb, * ), d( * ), df( * ), rwork( * ),
164  $ u( * ), work( lwork ), x( * )
165 * ..
166 * .. Parameters ..
167  DOUBLE PRECISION zero, one
168  parameter ( zero = 0.0d+0, one = 1.0d+0 )
169 * ..
170 * .. Local Scalars ..
171  INTEGER info
172  DOUBLE PRECISION anorm, bnorm, dnorm, eps, unfl, xnorm, ynorm
173 * ..
174 * .. External Functions ..
175  DOUBLE PRECISION dasum, dlamch, dlange
176  EXTERNAL dasum, dlamch, dlange
177 * ..
178 * .. External Subroutines ..
179 *
180  EXTERNAL dcopy, dgemv, dggglm, dlacpy
181 * ..
182 * .. Intrinsic Functions ..
183  INTRINSIC max
184 * ..
185 * .. Executable Statements ..
186 *
187  eps = dlamch( 'Epsilon' )
188  unfl = dlamch( 'Safe minimum' )
189  anorm = max( dlange( '1', n, m, a, lda, rwork ), unfl )
190  bnorm = max( dlange( '1', n, p, b, ldb, rwork ), unfl )
191 *
192 * Copy the matrices A and B to the arrays AF and BF,
193 * and the vector D the array DF.
194 *
195  CALL dlacpy( 'Full', n, m, a, lda, af, lda )
196  CALL dlacpy( 'Full', n, p, b, ldb, bf, ldb )
197  CALL dcopy( n, d, 1, df, 1 )
198 *
199 * Solve GLM problem
200 *
201  CALL dggglm( n, m, p, af, lda, bf, ldb, df, x, u, work, lwork,
202  $ info )
203 *
204 * Test the residual for the solution of LSE
205 *
206 * norm( d - A*x - B*u )
207 * RESULT = -----------------------------------------
208 * (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
209 *
210  CALL dcopy( n, d, 1, df, 1 )
211  CALL dgemv( 'No transpose', n, m, -one, a, lda, x, 1, one, df, 1 )
212 *
213  CALL dgemv( 'No transpose', n, p, -one, b, ldb, u, 1, one, df, 1 )
214 *
215  dnorm = dasum( n, df, 1 )
216  xnorm = dasum( m, x, 1 ) + dasum( p, u, 1 )
217  ynorm = anorm + bnorm
218 *
219  IF( xnorm.LE.zero ) THEN
220  result = zero
221  ELSE
222  result = ( ( dnorm / ynorm ) / xnorm ) / eps
223  END IF
224 *
225  RETURN
226 *
227 * End of DGLMTS
228 *
dcopy
subroutine dcopy(N, DX, INCX, DY, INCY)
DCOPY
Definition: dcopy.f:53
dlamch
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:65
dgemv
subroutine dgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DGEMV
Definition: dgemv.f:158
dlacpy
subroutine dlacpy(UPLO, M, N, A, LDA, B, LDB)
DLACPY copies all or part of one two-dimensional array to another.
Definition: dlacpy.f:105
dlange
double precision function dlange(NORM, M, N, A, LDA, WORK)
DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: dlange.f:116
dasum
double precision function dasum(N, DX, INCX)
DASUM
Definition: dasum.f:53
dggglm
subroutine dggglm(N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
DGGGLM
Definition: dggglm.f:187

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