zlsets()

subroutine zlsets	(	integer	m,
		integer	p,
		integer	n,
		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( * )	c,
		complex*16, dimension( * )	cf,
		complex*16, dimension( * )	d,
		complex*16, dimension( * )	df,
		complex*16, dimension( * )	x,
		complex*16, dimension( lwork )	work,
		integer	lwork,
		double precision, dimension( * )	rwork,
		double precision, dimension( 2 )	result
	)

ZLSETS

Purpose:

 ZLSETS tests ZGGLSE - a subroutine for solving linear equality
 constrained least square problem (LSE).

Parameters

[in]	M	M is INTEGER The number of rows of the matrix A. M >= 0.
[in]	P	P is INTEGER The number of rows of the matrix B. P >= 0.
[in]	N	N is INTEGER The number of columns of the matrices A and B. N >= 0.
[in]	A	A is COMPLEX*16 array, dimension (LDA,N) The M-by-N matrix A.
[out]	AF	AF is COMPLEX*16 array, dimension (LDA,N)
[in]	LDA	LDA is INTEGER The leading dimension of the arrays A, AF, Q and R. LDA >= max(M,N).
[in]	B	B is COMPLEX*16 array, dimension (LDB,N) The P-by-N matrix A.
[out]	BF	BF is COMPLEX*16 array, dimension (LDB,N)
[in]	LDB	LDB is INTEGER The leading dimension of the arrays B, BF, V and S. LDB >= max(P,N).
[in]	C	C is COMPLEX*16 array, dimension( M ) the vector C in the LSE problem.
[out]	CF	CF is COMPLEX*16 array, dimension( M )
[in]	D	D is COMPLEX*16 array, dimension( P ) the vector D in the LSE problem.
[out]	DF	DF is COMPLEX*16 array, dimension( P )
[out]	X	X is COMPLEX*16 array, dimension( N ) solution vector X in the LSE 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 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

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 149 of file zlsets.f.

*
*  -- 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   RESULT( 2 ), RWORK( * )
      COMPLEX*16         A( LDA, * ), AF( LDA, * ), B( LDB, * ),
     $                   BF( LDB, * ), C( * ), CF( * ), D( * ), DF( * ),
     $                   WORK( LWORK ), X( * )
*     ..
*     .. Local Scalars ..
      INTEGER            INFO
*     ..
*     .. External Subroutines ..
      EXTERNAL           zcopy, zget02, zgglse, zlacpy
*     ..
*     .. 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 zlacpy( 'Full', m, n, a, lda, af, lda )
      CALL zlacpy( 'Full', p, n, b, ldb, bf, ldb )
      CALL zcopy( m, c, 1, cf, 1 )
      CALL zcopy( p, d, 1, df, 1 )
*
*     Solve LSE problem
*
      CALL zgglse( 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 zcopy( m, c, 1, cf, 1 )
      CALL zcopy( p, d, 1, df, 1 )
      CALL zget02( '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 zget02( 'No transpose', p, n, 1, b, ldb, x, n, df, p, rwork,
     $             result( 2 ) )
*
      RETURN
*
*     End of ZLSETS
*

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