LAPACK 3.11.0 LAPACK: Linear Algebra PACKage
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clsets.f
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1*> \brief \b CLSETS
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8* Definition:
9* ===========
10*
11* SUBROUTINE CLSETS( M, P, N, A, AF, LDA, B, BF, LDB, C, CF,
12* D, DF, X, WORK, LWORK, RWORK, RESULT )
13*
14* .. Scalar Arguments ..
15* INTEGER LDA, LDB, LWORK, M, P, N
16* ..
17* .. Array Arguments ..
18* REAL RESULT( 2 ), RWORK( * )
19* COMPLEX A( LDA, * ), AF( LDA, * ), B( LDB, * ),
20* \$ BF( LDB, * ), C( * ), D( * ), CF( * ),
21* \$ DF( * ), WORK( LWORK ), X( * )
22*
23*
24*> \par Purpose:
25* =============
26*>
27*> \verbatim
28*>
29*> CLSETS tests CGGLSE - a subroutine for solving linear equality
30*> constrained least square problem (LSE).
31*> \endverbatim
32*
33* Arguments:
34* ==========
35*
36*> \param[in] M
37*> \verbatim
38*> M is INTEGER
39*> The number of rows of the matrix A. M >= 0.
40*> \endverbatim
41*>
42*> \param[in] P
43*> \verbatim
44*> P is INTEGER
45*> The number of rows of the matrix B. P >= 0.
46*> \endverbatim
47*>
48*> \param[in] N
49*> \verbatim
50*> N is INTEGER
51*> The number of columns of the matrices A and B. N >= 0.
52*> \endverbatim
53*>
54*> \param[in] A
55*> \verbatim
56*> A is COMPLEX array, dimension (LDA,N)
57*> The M-by-N matrix A.
58*> \endverbatim
59*>
60*> \param[out] AF
61*> \verbatim
62*> AF is COMPLEX array, dimension (LDA,N)
63*> \endverbatim
64*>
65*> \param[in] LDA
66*> \verbatim
67*> LDA is INTEGER
68*> The leading dimension of the arrays A, AF, Q and R.
69*> LDA >= max(M,N).
70*> \endverbatim
71*>
72*> \param[in] B
73*> \verbatim
74*> B is COMPLEX array, dimension (LDB,N)
75*> The P-by-N matrix A.
76*> \endverbatim
77*>
78*> \param[out] BF
79*> \verbatim
80*> BF is COMPLEX array, dimension (LDB,N)
81*> \endverbatim
82*>
83*> \param[in] LDB
84*> \verbatim
85*> LDB is INTEGER
86*> The leading dimension of the arrays B, BF, V and S.
87*> LDB >= max(P,N).
88*> \endverbatim
89*>
90*> \param[in] C
91*> \verbatim
92*> C is COMPLEX array, dimension( M )
93*> the vector C in the LSE problem.
94*> \endverbatim
95*>
96*> \param[out] CF
97*> \verbatim
98*> CF is COMPLEX array, dimension( M )
99*> \endverbatim
100*>
101*> \param[in] D
102*> \verbatim
103*> D is COMPLEX array, dimension( P )
104*> the vector D in the LSE problem.
105*> \endverbatim
106*>
107*> \param[out] DF
108*> \verbatim
109*> DF is COMPLEX array, dimension( P )
110*> \endverbatim
111*>
112*> \param[out] X
113*> \verbatim
114*> X is COMPLEX array, dimension( N )
115*> solution vector X in the LSE problem.
116*> \endverbatim
117*>
118*> \param[out] WORK
119*> \verbatim
120*> WORK is COMPLEX array, dimension (LWORK)
121*> \endverbatim
122*>
123*> \param[in] LWORK
124*> \verbatim
125*> LWORK is INTEGER
126*> The dimension of the array WORK.
127*> \endverbatim
128*>
129*> \param[out] RWORK
130*> \verbatim
131*> RWORK is REAL array, dimension (M)
132*> \endverbatim
133*>
134*> \param[out] RESULT
135*> \verbatim
136*> RESULT is REAL array, dimension (2)
137*> The test ratios:
138*> RESULT(1) = norm( A*x - c )/ norm(A)*norm(X)*EPS
139*> RESULT(2) = norm( B*x - d )/ norm(B)*norm(X)*EPS
140*> \endverbatim
141*
142* Authors:
143* ========
144*
145*> \author Univ. of Tennessee
146*> \author Univ. of California Berkeley
147*> \author Univ. of Colorado Denver
148*> \author NAG Ltd.
149*
150*> \ingroup complex_eig
151*
152* =====================================================================
153 SUBROUTINE clsets( M, P, N, A, AF, LDA, B, BF, LDB, C, CF,
154 \$ D, DF, X, WORK, LWORK, RWORK, RESULT )
155*
156* -- LAPACK test routine --
157* -- LAPACK is a software package provided by Univ. of Tennessee, --
158* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
159*
160* .. Scalar Arguments ..
161 INTEGER LDA, LDB, LWORK, M, P, N
162* ..
163* .. Array Arguments ..
164 REAL RESULT( 2 ), RWORK( * )
165 COMPLEX A( LDA, * ), AF( LDA, * ), B( LDB, * ),
166 \$ bf( ldb, * ), c( * ), d( * ), cf( * ),
167 \$ df( * ), work( lwork ), x( * )
168*
169* ====================================================================
170*
171* ..
172* .. Local Scalars ..
173 INTEGER INFO
174* ..
175* .. External Subroutines ..
176 EXTERNAL cgglse, clacpy, cget02
177* ..
178* .. Executable Statements ..
179*
180* Copy the matrices A and B to the arrays AF and BF,
181* and the vectors C and D to the arrays CF and DF,
182*
183 CALL clacpy( 'Full', m, n, a, lda, af, lda )
184 CALL clacpy( 'Full', p, n, b, ldb, bf, ldb )
185 CALL ccopy( m, c, 1, cf, 1 )
186 CALL ccopy( p, d, 1, df, 1 )
187*
188* Solve LSE problem
189*
190 CALL cgglse( m, n, p, af, lda, bf, ldb, cf, df, x,
191 \$ work, lwork, info )
192*
193* Test the residual for the solution of LSE
194*
195* Compute RESULT(1) = norm( A*x - c ) / norm(A)*norm(X)*EPS
196*
197 CALL ccopy( m, c, 1, cf, 1 )
198 CALL ccopy( p, d, 1, df, 1 )
199 CALL cget02( 'No transpose', m, n, 1, a, lda, x, n, cf, m,
200 \$ rwork, result( 1 ) )
201*
202* Compute result(2) = norm( B*x - d ) / norm(B)*norm(X)*EPS
203*
204 CALL cget02( 'No transpose', p, n, 1, b, ldb, x, n, df, p,
205 \$ rwork, result( 2 ) )
206*
207 RETURN
208*
209* End of CLSETS
210*
211 END
subroutine ccopy(N, CX, INCX, CY, INCY)
CCOPY
Definition: ccopy.f:81
subroutine clsets(M, P, N, A, AF, LDA, B, BF, LDB, C, CF, D, DF, X, WORK, LWORK, RWORK, RESULT)
CLSETS
Definition: clsets.f:155
subroutine cget02(TRANS, M, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK, RESID)
CGET02
Definition: cget02.f:134
subroutine clacpy(UPLO, M, N, A, LDA, B, LDB)
CLACPY copies all or part of one two-dimensional array to another.
Definition: clacpy.f:103
subroutine cgglse(M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO)
CGGLSE solves overdetermined or underdetermined systems for OTHER matrices
Definition: cgglse.f:180