Testing the Constrained Linear Least Squares Driver

The driver routine for the constrained linear least squares problem is

xGGLSE

solves the constrained linear least squares problem using the generalized RQ factorization

The test routine for this driver has the following parameters which may be varied:

• the number of rows 487#487 of the test matrix 16#16
• the number of rows 520#520 of the test matrix 97#97
• the number of columns 118#118 of the test matrices 16#16 and 97#97
• the number of matrix types to be tested

The test program thus consists of a doubly-nested loop, the outer one over ordered triples 521#521, and the inner one over matrix types. On each iteration of the innermost loop, matrices 16#16 and 97#97 are generated and used to test the LSE driver routine.

Please note that the block size NB is not an input test parameter since the LSE problem is solved by calling GRQ factorization. The GQR is implemented by calling the QR and RQ factorizations which have been tested for the parameter block size NB.