1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
|
! Constrained least-squares solver: functional interface
program example_constrained_lstsq1
use stdlib_linalg_constants, only: dp
use stdlib_linalg, only: constrained_lstsq
implicit none
integer, parameter :: m = 5, n = 4, p = 3
!> Least-squares cost.
real(dp) :: A(m, n), b(m)
!> Equality constraints.
real(dp) :: C(p, n), d(p)
!> Solution.
real(dp) :: x(n), x_true(n)
!> Least-squares cost.
A(1, :) = [1.0_dp, 1.0_dp, 1.0_dp, 1.0_dp]
A(2, :) = [1.0_dp, 3.0_dp, 1.0_dp, 1.0_dp]
A(3, :) = [1.0_dp, -1.0_dp, 3.0_dp, 1.0_dp]
A(4, :) = [1.0_dp, 1.0_dp, 1.0_dp, 3.0_dp]
A(5, :) = [1.0_dp, 1.0_dp, 1.0_dp, -1.0_dp]
b = [2.0_dp, 1.0_dp, 6.0_dp, 3.0_dp, 1.0_dp]
!> Equality constraints.
C(1, :) = [1.0_dp, 1.0_dp, 1.0_dp, -1.0_dp]
C(2, :) = [1.0_dp, -1.0_dp, 1.0_dp, 1.0_dp]
C(3, :) = [1.0_dp, 1.0_dp, -1.0_dp, 1.0_dp]
d = [1.0_dp, 3.0_dp, -1.0_dp]
! Compute the solution.
x = constrained_lstsq(A, b, C, d)
x_true = [0.5_dp, -0.5_dp, 1.5_dp, 0.5_dp]
print *, "Exact solution :"
print *, x_true
print *
print *, "Computed solution :"
print *, x
end program example_constrained_lstsq1
|
