LAPACK  3.8.0 LAPACK: Linear Algebra PACKage

◆ cglmts()

 subroutine cglmts ( integer N, integer M, integer P, complex, dimension( lda, * ) A, complex, dimension( lda, * ) AF, integer LDA, complex, dimension( ldb, * ) B, complex, dimension( ldb, * ) BF, integer LDB, complex, dimension( * ) D, complex, dimension( * ) DF, complex, dimension( * ) X, complex, dimension( * ) U, complex, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real RESULT )

CGLMTS

Purpose:
``` CGLMTS tests CGGGLM - a subroutine for solving the generalized
linear model problem.```
Parameters
 [in] N ``` N is INTEGER The number of rows of the matrices A and B. N >= 0.``` [in] M ``` M is INTEGER The number of columns of the matrix A. M >= 0.``` [in] P ``` P is INTEGER The number of columns of the matrix B. P >= 0.``` [in] A ``` A is COMPLEX array, dimension (LDA,M) The N-by-M matrix A.``` [out] AF ` AF is COMPLEX array, dimension (LDA,M)` [in] LDA ``` LDA is INTEGER The leading dimension of the arrays A, AF. LDA >= max(M,N).``` [in] B ``` B is COMPLEX array, dimension (LDB,P) The N-by-P matrix A.``` [out] BF ` BF is COMPLEX array, dimension (LDB,P)` [in] LDB ``` LDB is INTEGER The leading dimension of the arrays B, BF. LDB >= max(P,N).``` [in] D ``` D is COMPLEX array, dimension( N ) On input, the left hand side of the GLM.``` [out] DF ` DF is COMPLEX array, dimension( N )` [out] X ``` X is COMPLEX array, dimension( M ) solution vector X in the GLM problem.``` [out] U ``` U is COMPLEX array, dimension( P ) solution vector U in the GLM problem.``` [out] WORK ` WORK is COMPLEX array, dimension (LWORK)` [in] LWORK ``` LWORK is INTEGER The dimension of the array WORK.``` [out] RWORK ` RWORK is REAL array, dimension (M)` [out] RESULT ``` RESULT is REAL The test ratio: norm( d - A*x - B*u ) RESULT = ----------------------------------------- (norm(A)+norm(B))*(norm(x)+norm(u))*EPS```
Date
December 2016

Definition at line 152 of file cglmts.f.

152 *
153 * -- LAPACK test routine (version 3.7.0) --
154 * -- LAPACK is a software package provided by Univ. of Tennessee, --
155 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
156 * December 2016
157 *
158 * .. Scalar Arguments ..
159  INTEGER lda, ldb, lwork, m, p, n
160  REAL result
161 * ..
162 * .. Array Arguments ..
163  REAL rwork( * )
164  COMPLEX a( lda, * ), af( lda, * ), b( ldb, * ),
165  \$ bf( ldb, * ), d( * ), df( * ), u( * ),
166  \$ work( lwork ), x( * )
167 *
168 * ====================================================================
169 *
170 * .. Parameters ..
171  REAL zero
172  parameter( zero = 0.0e+0 )
173  COMPLEX cone
174  parameter( cone = 1.0e+0 )
175 * ..
176 * .. Local Scalars ..
177  INTEGER info
178  REAL anorm, bnorm, eps, xnorm, ynorm, dnorm, unfl
179 * ..
180 * .. External Functions ..
181  REAL scasum, slamch, clange
182  EXTERNAL scasum, slamch, clange
183 * ..
184 * .. External Subroutines ..
185  EXTERNAL clacpy
186 *
187 * .. Intrinsic Functions ..
188  INTRINSIC max
189 * ..
190 * .. Executable Statements ..
191 *
192  eps = slamch( 'Epsilon' )
193  unfl = slamch( 'Safe minimum' )
194  anorm = max( clange( '1', n, m, a, lda, rwork ), unfl )
195  bnorm = max( clange( '1', n, p, b, ldb, rwork ), unfl )
196 *
197 * Copy the matrices A and B to the arrays AF and BF,
198 * and the vector D the array DF.
199 *
200  CALL clacpy( 'Full', n, m, a, lda, af, lda )
201  CALL clacpy( 'Full', n, p, b, ldb, bf, ldb )
202  CALL ccopy( n, d, 1, df, 1 )
203 *
204 * Solve GLM problem
205 *
206  CALL cggglm( n, m, p, af, lda, bf, ldb, df, x, u, work, lwork,
207  \$ info )
208 *
209 * Test the residual for the solution of LSE
210 *
211 * norm( d - A*x - B*u )
212 * RESULT = -----------------------------------------
213 * (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
214 *
215  CALL ccopy( n, d, 1, df, 1 )
216  CALL cgemv( 'No transpose', n, m, -cone, a, lda, x, 1, cone,
217  \$ df, 1 )
218 *
219  CALL cgemv( 'No transpose', n, p, -cone, b, ldb, u, 1, cone,
220  \$ df, 1 )
221 *
222  dnorm = scasum( n, df, 1 )
223  xnorm = scasum( m, x, 1 ) + scasum( p, u, 1 )
224  ynorm = anorm + bnorm
225 *
226  IF( xnorm.LE.zero ) THEN
227  result = zero
228  ELSE
229  result = ( ( dnorm / ynorm ) / xnorm ) /eps
230  END IF
231 *
232  RETURN
233 *
234 * End of CGLMTS
235 *
real function scasum(N, CX, INCX)
SCASUM
Definition: scasum.f:74
real function clange(NORM, M, N, A, LDA, WORK)
CLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: clange.f:117
subroutine cgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
CGEMV
Definition: cgemv.f:160
subroutine cggglm(N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
CGGGLM
Definition: cggglm.f:187
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:69
subroutine clacpy(UPLO, M, N, A, LDA, B, LDB)
CLACPY copies all or part of one two-dimensional array to another.
Definition: clacpy.f:105
subroutine ccopy(N, CX, INCX, CY, INCY)
CCOPY
Definition: ccopy.f:83
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