LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
 subroutine zglmts ( integer N, integer M, integer P, complex*16, dimension( lda, * ) A, complex*16, dimension( lda, * ) AF, integer LDA, complex*16, dimension( ldb, * ) B, complex*16, dimension( ldb, * ) BF, integer LDB, complex*16, dimension( * ) D, complex*16, dimension( * ) DF, complex*16, dimension( * ) X, complex*16, dimension( * ) U, complex*16, dimension( lwork ) WORK, integer LWORK, double precision, dimension( * ) RWORK, double precision RESULT )

ZGLMTS

Purpose:
``` ZGLMTS tests ZGGGLM - 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 COMPLEX*16 array, dimension (LDA,M) The N-by-M matrix A.``` [out] AF ` AF is COMPLEX*16 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 COMPLEX*16 array, dimension (LDB,P) The N-by-P matrix A.``` [out] BF ` BF is COMPLEX*16 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 COMPLEX*16 array, dimension( N ) On input, the left hand side of the GLM.``` [out] DF ` DF is COMPLEX*16 array, dimension( N )` [out] X ``` X is COMPLEX*16 array, dimension( M ) solution vector X in the GLM problem.``` [out] U ``` U is COMPLEX*16 array, dimension( P ) solution vector U in the GLM problem.``` [out] WORK ` WORK is COMPLEX*16 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```
Date
November 2011

Definition at line 148 of file zglmts.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 rwork( * )
163  COMPLEX*16 a( lda, * ), af( lda, * ), b( ldb, * ),
164  \$ bf( ldb, * ), d( * ), df( * ), u( * ),
165  \$ work( lwork ), x( * )
166 * ..
167 * .. Parameters ..
168  DOUBLE PRECISION zero
169  parameter ( zero = 0.0d+0 )
170  COMPLEX*16 cone
171  parameter ( cone = 1.0d+0 )
172 * ..
173 * .. Local Scalars ..
174  INTEGER info
175  DOUBLE PRECISION anorm, bnorm, dnorm, eps, unfl, xnorm, ynorm
176 * ..
177 * .. External Functions ..
178  DOUBLE PRECISION dlamch, dzasum, zlange
179  EXTERNAL dlamch, dzasum, zlange
180 * ..
181 * .. External Subroutines ..
182 *
183  EXTERNAL zcopy, zgemv, zggglm, zlacpy
184 * ..
185 * .. Intrinsic Functions ..
186  INTRINSIC max
187 * ..
188 * .. Executable Statements ..
189 *
190  eps = dlamch( 'Epsilon' )
191  unfl = dlamch( 'Safe minimum' )
192  anorm = max( zlange( '1', n, m, a, lda, rwork ), unfl )
193  bnorm = max( zlange( '1', n, p, b, ldb, rwork ), unfl )
194 *
195 * Copy the matrices A and B to the arrays AF and BF,
196 * and the vector D the array DF.
197 *
198  CALL zlacpy( 'Full', n, m, a, lda, af, lda )
199  CALL zlacpy( 'Full', n, p, b, ldb, bf, ldb )
200  CALL zcopy( n, d, 1, df, 1 )
201 *
202 * Solve GLM problem
203 *
204  CALL zggglm( n, m, p, af, lda, bf, ldb, df, x, u, work, lwork,
205  \$ info )
206 *
207 * Test the residual for the solution of LSE
208 *
209 * norm( d - A*x - B*u )
210 * RESULT = -----------------------------------------
211 * (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
212 *
213  CALL zcopy( n, d, 1, df, 1 )
214  CALL zgemv( 'No transpose', n, m, -cone, a, lda, x, 1, cone, df,
215  \$ 1 )
216 *
217  CALL zgemv( 'No transpose', n, p, -cone, b, ldb, u, 1, cone, df,
218  \$ 1 )
219 *
220  dnorm = dzasum( n, df, 1 )
221  xnorm = dzasum( m, x, 1 ) + dzasum( p, u, 1 )
222  ynorm = anorm + bnorm
223 *
224  IF( xnorm.LE.zero ) THEN
225  result = zero
226  ELSE
227  result = ( ( dnorm / ynorm ) / xnorm ) / eps
228  END IF
229 *
230  RETURN
231 *
232 * End of ZGLMTS
233 *
subroutine zlacpy(UPLO, M, N, A, LDA, B, LDB)
ZLACPY copies all or part of one two-dimensional array to another.
Definition: zlacpy.f:105
subroutine zcopy(N, ZX, INCX, ZY, INCY)
ZCOPY
Definition: zcopy.f:52
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:65
subroutine zgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
ZGEMV
Definition: zgemv.f:160
double precision function zlange(NORM, M, N, A, LDA, WORK)
ZLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: zlange.f:117
double precision function dzasum(N, ZX, INCX)
DZASUM
Definition: dzasum.f:54
subroutine zggglm(N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
ZGGGLM
Definition: zggglm.f:187

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