#include "blaswrap.h" /* dglmts.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b13 = -1.; static doublereal c_b15 = 1.; /* Subroutine */ int dglmts_(integer *n, integer *m, integer *p, doublereal * a, doublereal *af, integer *lda, doublereal *b, doublereal *bf, integer *ldb, doublereal *d__, doublereal *df, doublereal *x, doublereal *u, doublereal *work, integer *lwork, doublereal *rwork, doublereal *result) { /* System generated locals */ integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, bf_dim1, bf_offset; doublereal d__1; /* Local variables */ static doublereal eps; static integer info; static doublereal unfl; extern /* Subroutine */ int dgemv_(char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *); extern doublereal dasum_(integer *, doublereal *, integer *); static doublereal anorm, bnorm; extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *); static doublereal dnorm, xnorm, ynorm; extern doublereal dlamch_(char *), dlange_(char *, integer *, integer *, doublereal *, integer *, doublereal *); extern /* Subroutine */ int dggglm_(integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *); /* -- LAPACK test routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DGLMTS tests DGGGLM - a subroutine for solving the generalized linear model problem. Arguments ========= N (input) INTEGER The number of rows of the matrices A and B. N >= 0. M (input) INTEGER The number of columns of the matrix A. M >= 0. P (input) INTEGER The number of columns of the matrix B. P >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) The N-by-M matrix A. AF (workspace) DOUBLE PRECISION array, dimension (LDA,M) LDA (input) INTEGER The leading dimension of the arrays A, AF. LDA >= max(M,N). B (input) DOUBLE PRECISION array, dimension (LDB,P) The N-by-P matrix A. BF (workspace) DOUBLE PRECISION array, dimension (LDB,P) LDB (input) INTEGER The leading dimension of the arrays B, BF. LDB >= max(P,N). D (input) DOUBLE PRECISION array, dimension( N ) On input, the left hand side of the GLM. DF (workspace) DOUBLE PRECISION array, dimension( N ) X (output) DOUBLE PRECISION array, dimension( M ) solution vector X in the GLM problem. U (output) DOUBLE PRECISION array, dimension( P ) solution vector U in the GLM problem. WORK (workspace) DOUBLE PRECISION array, dimension (LWORK) LWORK (input) INTEGER The dimension of the array WORK. RWORK (workspace) DOUBLE PRECISION array, dimension (M) RESULT (output) DOUBLE PRECISION The test ratio: norm( d - A*x - B*u ) RESULT = ----------------------------------------- (norm(A)+norm(B))*(norm(x)+norm(u))*EPS ==================================================================== Parameter adjustments */ af_dim1 = *lda; af_offset = 1 + af_dim1; af -= af_offset; a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; bf_dim1 = *ldb; bf_offset = 1 + bf_dim1; bf -= bf_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --d__; --df; --x; --u; --work; --rwork; /* Function Body */ eps = dlamch_("Epsilon"); unfl = dlamch_("Safe minimum"); /* Computing MAX */ d__1 = dlange_("1", n, m, &a[a_offset], lda, &rwork[1]); anorm = max(d__1,unfl); /* Computing MAX */ d__1 = dlange_("1", n, p, &b[b_offset], ldb, &rwork[1]); bnorm = max(d__1,unfl); /* Copy the matrices A and B to the arrays AF and BF, and the vector D the array DF. */ dlacpy_("Full", n, m, &a[a_offset], lda, &af[af_offset], lda); dlacpy_("Full", n, p, &b[b_offset], ldb, &bf[bf_offset], ldb); dcopy_(n, &d__[1], &c__1, &df[1], &c__1); /* Solve GLM problem */ dggglm_(n, m, p, &af[af_offset], lda, &bf[bf_offset], ldb, &df[1], &x[1], &u[1], &work[1], lwork, &info); /* Test the residual for the solution of LSE norm( d - A*x - B*u ) RESULT = ----------------------------------------- (norm(A)+norm(B))*(norm(x)+norm(u))*EPS */ dcopy_(n, &d__[1], &c__1, &df[1], &c__1); dgemv_("No transpose", n, m, &c_b13, &a[a_offset], lda, &x[1], &c__1, & c_b15, &df[1], &c__1); dgemv_("No transpose", n, p, &c_b13, &b[b_offset], ldb, &u[1], &c__1, & c_b15, &df[1], &c__1); dnorm = dasum_(n, &df[1], &c__1); xnorm = dasum_(m, &x[1], &c__1) + dasum_(p, &u[1], &c__1); ynorm = anorm + bnorm; if (xnorm <= 0.) { *result = 0.; } else { *result = dnorm / ynorm / xnorm / eps; } return 0; /* End of DGLMTS */ } /* dglmts_ */