Example (from Program LA_GGGLM_EXAMPLE)

The results below are computed with $\epsilon = 1.19209 \times 10^{-7}$.

$$A = \left( \begin{array}{rrrr} -5 & -3 & 1 & 5 \\ 4 & 2 &... ...ay}{r} 2 \\ 9 \\ 9 \\ 15 \\ -6 \end{array} \right)$$

Arrays ${\bf A}, {\bf B}$, and ${\bf D}$ on entry:

$$\begin{array}{cc} {\bf A} \\ \begin{array}{\vert rrrr\ver... ...\ 9 \\ 9 \\ 15 \\ -6 \\ \hline \end{array} \end{array}$$

The call:
CALL LA_GGGLM( A, B, D, X, Y, INFO )

${\bf X}, {\bf Y}$, and ${\bf INFO}$ on exit:

$$\begin{array}{c} {\bf X} \\ \begin{array}{\vert l\vert} \... ...ay}\hspace{1.00 cm} \begin{array}{c} {\bf INFO} = 0 \end{array}$$

The solution vectors $x$ and $y$ are:

$$x= \left( \begin{array}{l} 1.85042 \\ 8.56464 \times 10^{... ...} 2.29734 \\ 4.37049 \times 10^{-1} \end{array} \right) .$$