Tests Performed on the Constrained Linear Least Squares Driver

For each set of matrix dimensions (M, N, P) and each selected matrix type, an 3#3-by-4#4 matrix A and an 528#528-by-4#4 matrix B are generated.

The tests for the LSE path are as follows:

• Solve the Constrained Linear Least Squares problem using xGGLSE, and compute the test ratio
  1. 546#546
  2. 547#547

where 54#54 is the solution vector of length 4#4, 548#548 is the right hand side vector of the least squares part of length 3#3, and 216#216 is the right hand side vector for the constrained equation of length 528#528.