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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:
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.
- Solve the Constrained Linear Least Squares problem using xGGLSE,
and compute the test ratio