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