LAPACK 3.11.0 LAPACK: Linear Algebra PACKage
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## ◆ cglmts()

 subroutine cglmts ( integer N, integer M, integer P, complex, dimension( lda, * ) A, complex, dimension( lda, * ) AF, integer LDA, complex, dimension( ldb, * ) B, complex, dimension( ldb, * ) BF, integer LDB, complex, dimension( * ) D, complex, dimension( * ) DF, complex, dimension( * ) X, complex, dimension( * ) U, complex, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real RESULT )

CGLMTS

Purpose:
``` CGLMTS tests CGGGLM - 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 array, dimension (LDA,M) The N-by-M matrix A.``` [out] AF ` AF is COMPLEX 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 array, dimension (LDB,P) The N-by-P matrix A.``` [out] BF ` BF is COMPLEX 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 array, dimension( N ) On input, the left hand side of the GLM.``` [out] DF ` DF is COMPLEX array, dimension( N )` [out] X ``` X is COMPLEX array, dimension( M ) solution vector X in the GLM problem.``` [out] U ``` U is COMPLEX array, dimension( P ) solution vector U in the GLM problem.``` [out] WORK ` WORK is COMPLEX array, dimension (LWORK)` [in] LWORK ``` LWORK is INTEGER The dimension of the array WORK.``` [out] RWORK ` RWORK is REAL array, dimension (M)` [out] RESULT ``` RESULT is REAL The test ratio: norm( d - A*x - B*u ) RESULT = ----------------------------------------- (norm(A)+norm(B))*(norm(x)+norm(u))*EPS```

Definition at line 148 of file cglmts.f.

150*
151* -- LAPACK test routine --
152* -- LAPACK is a software package provided by Univ. of Tennessee, --
153* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
154*
155* .. Scalar Arguments ..
156 INTEGER LDA, LDB, LWORK, M, P, N
157 REAL RESULT
158* ..
159* .. Array Arguments ..
160 REAL RWORK( * )
161 COMPLEX A( LDA, * ), AF( LDA, * ), B( LDB, * ),
162 \$ BF( LDB, * ), D( * ), DF( * ), U( * ),
163 \$ WORK( LWORK ), X( * )
164*
165* ====================================================================
166*
167* .. Parameters ..
168 REAL ZERO
169 parameter( zero = 0.0e+0 )
170 COMPLEX CONE
171 parameter( cone = 1.0e+0 )
172* ..
173* .. Local Scalars ..
174 INTEGER INFO
175 REAL ANORM, BNORM, EPS, XNORM, YNORM, DNORM, UNFL
176* ..
177* .. External Functions ..
178 REAL SCASUM, SLAMCH, CLANGE
179 EXTERNAL scasum, slamch, clange
180* ..
181* .. External Subroutines ..
182 EXTERNAL clacpy
183*
184* .. Intrinsic Functions ..
185 INTRINSIC max
186* ..
187* .. Executable Statements ..
188*
189 eps = slamch( 'Epsilon' )
190 unfl = slamch( 'Safe minimum' )
191 anorm = max( clange( '1', n, m, a, lda, rwork ), unfl )
192 bnorm = max( clange( '1', n, p, b, ldb, rwork ), unfl )
193*
194* Copy the matrices A and B to the arrays AF and BF,
195* and the vector D the array DF.
196*
197 CALL clacpy( 'Full', n, m, a, lda, af, lda )
198 CALL clacpy( 'Full', n, p, b, ldb, bf, ldb )
199 CALL ccopy( n, d, 1, df, 1 )
200*
201* Solve GLM problem
202*
203 CALL cggglm( n, m, p, af, lda, bf, ldb, df, x, u, work, lwork,
204 \$ info )
205*
206* Test the residual for the solution of LSE
207*
208* norm( d - A*x - B*u )
209* RESULT = -----------------------------------------
210* (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
211*
212 CALL ccopy( n, d, 1, df, 1 )
213 CALL cgemv( 'No transpose', n, m, -cone, a, lda, x, 1, cone,
214 \$ df, 1 )
215*
216 CALL cgemv( 'No transpose', n, p, -cone, b, ldb, u, 1, cone,
217 \$ df, 1 )
218*
219 dnorm = scasum( n, df, 1 )
220 xnorm = scasum( m, x, 1 ) + scasum( p, u, 1 )
221 ynorm = anorm + bnorm
222*
223 IF( xnorm.LE.zero ) THEN
224 result = zero
225 ELSE
226 result = ( ( dnorm / ynorm ) / xnorm ) /eps
227 END IF
228*
229 RETURN
230*
231* End of CGLMTS
232*
subroutine ccopy(N, CX, INCX, CY, INCY)
CCOPY
Definition: ccopy.f:81
subroutine cgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
CGEMV
Definition: cgemv.f:158
real function clange(NORM, M, N, A, LDA, WORK)
CLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: clange.f:115
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 cggglm(N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
CGGGLM
Definition: cggglm.f:185
real function scasum(N, CX, INCX)
SCASUM
Definition: scasum.f:72
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
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