dlsets.f

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*> \brief \b DLSETS
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE DLSETS( M, P, N, A, AF, LDA, B, BF, LDB, C, CF, D, DF,
*                          X, WORK, LWORK, RWORK, RESULT )
*
*       .. Scalar Arguments ..
*       INTEGER            LDA, LDB, LWORK, M, N, P
*       ..
*       .. Array Arguments ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DLSETS tests DGGLSE - a subroutine for solving linear equality
*> constrained least square problem (LSE).
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix A.  M >= 0.
*> \endverbatim
*>
*> \param[in] P
*> \verbatim
*>          P is INTEGER
*>          The number of rows of the matrix B.  P >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrices A and B.  N >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is DOUBLE PRECISION array, dimension (LDA,N)
*>          The M-by-N matrix A.
*> \endverbatim
*>
*> \param[out] AF
*> \verbatim
*>          AF is DOUBLE PRECISION array, dimension (LDA,N)
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the arrays A, AF, Q and R.
*>          LDA >= max(M,N).
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*>          B is DOUBLE PRECISION array, dimension (LDB,N)
*>          The P-by-N matrix A.
*> \endverbatim
*>
*> \param[out] BF
*> \verbatim
*>          BF is DOUBLE PRECISION array, dimension (LDB,N)
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the arrays B, BF, V and S.
*>          LDB >= max(P,N).
*> \endverbatim
*>
*> \param[in] C
*> \verbatim
*>          C is DOUBLE PRECISION array, dimension( M )
*>          the vector C in the LSE problem.
*> \endverbatim
*>
*> \param[out] CF
*> \verbatim
*>          CF is DOUBLE PRECISION array, dimension( M )
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*>          D is DOUBLE PRECISION array, dimension( P )
*>          the vector D in the LSE problem.
*> \endverbatim
*>
*> \param[out] DF
*> \verbatim
*>          DF is DOUBLE PRECISION array, dimension( P )
*> \endverbatim
*>
*> \param[out] X
*> \verbatim
*>          X is DOUBLE PRECISION array, dimension( N )
*>          solution vector X in the LSE problem.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is DOUBLE PRECISION array, dimension (M)
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is DOUBLE PRECISION array, dimension (2)
*>          The test ratios:
*>            RESULT(1) = norm( A*x - c )/ norm(A)*norm(X)*EPS
*>            RESULT(2) = norm( B*x - d )/ norm(B)*norm(X)*EPS
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup double_eig
*
*  =====================================================================
      SUBROUTINE dlsets( M, P, N, A, AF, LDA, B, BF, LDB, C, CF, D, DF,
     $                   X, WORK, LWORK, RWORK, RESULT )
*
*  -- LAPACK test routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER            LDA, LDB, LWORK, M, N, P
*     ..
*     .. Array Arguments ..
*
*  ====================================================================
*
      DOUBLE PRECISION   A( LDA, * ), AF( LDA, * ), B( LDB, * ),
     $                   bf( ldb, * ), c( * ), cf( * ), d( * ), df( * ),
     $                   result( 2 ), rwork( * ), work( lwork ), x( * )
*     ..
*     .. Local Scalars ..
      INTEGER            INFO
*     ..
*     .. External Subroutines ..
      EXTERNAL           dcopy, dget02, dgglse, dlacpy
*     ..
*     .. Executable Statements ..
*
*     Copy the matrices A and B to the arrays AF and BF,
*     and the vectors C and D to the arrays CF and DF,
*
      CALL dlacpy( 'Full', m, n, a, lda, af, lda )
      CALL dlacpy( 'Full', p, n, b, ldb, bf, ldb )
      CALL dcopy( m, c, 1, cf, 1 )
      CALL dcopy( p, d, 1, df, 1 )
*
*     Solve LSE problem
*
      CALL dgglse( m, n, p, af, lda, bf, ldb, cf, df, x, work, lwork,
     $             info )
*
*     Test the residual for the solution of LSE
*
*     Compute RESULT(1) = norm( A*x - c ) / norm(A)*norm(X)*EPS
*
      CALL dcopy( m, c, 1, cf, 1 )
      CALL dcopy( p, d, 1, df, 1 )
      CALL dget02( 'No transpose', m, n, 1, a, lda, x, n, cf, m, rwork,
     $             result( 1 ) )
*
*     Compute result(2) = norm( B*x - d ) / norm(B)*norm(X)*EPS
*
      CALL dget02( 'No transpose', p, n, 1, b, ldb, x, n, df, p, rwork,
     $             result( 2 ) )
*
      RETURN
*
*     End of DLSETS
*
      END