File: clsets.f

package info (click to toggle)
lapack 3.2.1-8
  • links: PTS, VCS
  • area: main
  • in suites: squeeze
  • size: 55,196 kB
  • ctags: 33,064
  • sloc: fortran: 448,214; perl: 8,226; makefile: 1,528; sh: 87; awk: 70
file content (120 lines) | stat: -rw-r--r-- 3,556 bytes parent folder | download
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
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
      SUBROUTINE CLSETS( M, P, N, A, AF, LDA, B, BF, LDB, C, CF,
     $                   D, DF, X, WORK, LWORK, RWORK, RESULT )
*
*  -- LAPACK test routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      INTEGER            LDA, LDB, LWORK, M, P, N
*     ..
*     .. Array Arguments ..
      REAL               RESULT( 2 ), RWORK( * )
      COMPLEX            A( LDA, * ), AF( LDA, * ), B( LDB, * ),
     $                   BF( LDB, * ), C( * ), D( * ), CF( * ),
     $                   DF( * ), WORK( LWORK ), X( * )
*
*  Purpose
*  =======
*
*  CLSETS tests CGGLSE - a subroutine for solving linear equality
*  constrained least square problem (LSE).
*
*  Arguments
*  =========
*
*  M       (input) INTEGER
*          The number of rows of the matrix A.  M >= 0.
*
*  P       (input) INTEGER
*          The number of rows of the matrix B.  P >= 0.
*
*  N       (input) INTEGER
*          The number of columns of the matrices A and B.  N >= 0.
*
*  A       (input) COMPLEX array, dimension (LDA,N)
*          The M-by-N matrix A.
*
*  AF      (workspace) COMPLEX array, dimension (LDA,N)
*
*  LDA     (input) INTEGER
*          The leading dimension of the arrays A, AF, Q and R.
*          LDA >= max(M,N).
*
*  B       (input) COMPLEX array, dimension (LDB,N)
*          The P-by-N matrix A.
*
*  BF      (workspace) COMPLEX array, dimension (LDB,N)
*
*  LDB     (input) INTEGER
*          The leading dimension of the arrays B, BF, V and S.
*          LDB >= max(P,N).
*
*  C       (input) COMPLEX array, dimension( M )
*          the vector C in the LSE problem.
*
*  CF      (workspace) COMPLEX array, dimension( M )
*
*  D       (input) COMPLEX array, dimension( P )
*          the vector D in the LSE problem.
*
*  DF      (workspace) COMPLEX array, dimension( P )
*
*  X       (output) COMPLEX array, dimension( N )
*          solution vector X in the LSE problem.
*
*  WORK    (workspace) COMPLEX array, dimension (LWORK)
*
*  LWORK   (input) INTEGER
*          The dimension of the array WORK.
*
*  RWORK   (workspace) REAL array, dimension (M)
*
*  RESULT  (output) REAL 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
*
*  ====================================================================
*
*     ..
*     .. Local Scalars ..
      INTEGER            INFO
*     ..
*     .. External Subroutines ..
      EXTERNAL           CGGLSE, CLACPY, CGET02
*     ..
*     .. 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 CLACPY( 'Full', M, N, A, LDA, AF, LDA )
      CALL CLACPY( 'Full', P, N, B, LDB, BF, LDB )
      CALL CCOPY( M, C, 1, CF, 1 )
      CALL CCOPY( P, D, 1, DF, 1 )
*
*     Solve LSE problem
*
      CALL CGGLSE( 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 CCOPY( M, C, 1, CF, 1 )
      CALL CCOPY( P, D, 1, DF, 1 )
      CALL CGET02( '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 CGET02( 'No transpose', P, N, 1, B, LDB, X, N, DF, P,
     $             RWORK, RESULT( 2 ) )
*
      RETURN
*
*     End of CLSETS
*
      END