LAPACK  3.10.0 LAPACK: Linear Algebra PACKage

## ◆ dglmts()

 subroutine dglmts ( integer N, integer M, integer P, double precision, dimension( lda, * ) A, double precision, dimension( lda, * ) AF, integer LDA, double precision, dimension( ldb, * ) B, double precision, dimension( ldb, * ) BF, integer LDB, double precision, dimension( * ) D, double precision, dimension( * ) DF, double precision, dimension( * ) X, double precision, dimension( * ) U, double precision, dimension( lwork ) WORK, integer LWORK, double precision, dimension( * ) RWORK, double precision RESULT )

DGLMTS

Purpose:
``` DGLMTS tests DGGGLM - a subroutine for solving the generalized
linear model problem.```
Parameters
 [in] N ``` N is INTEGER The number of rows of the matrices A and B. N >= 0.``` [in] M ``` M is INTEGER The number of columns of the matrix A. M >= 0.``` [in] P ``` P is INTEGER The number of columns of the matrix B. P >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,M) The N-by-M matrix A.``` [out] AF ` AF is DOUBLE PRECISION array, dimension (LDA,M)` [in] LDA ``` LDA is INTEGER The leading dimension of the arrays A, AF. LDA >= max(M,N).``` [in] B ``` B is DOUBLE PRECISION array, dimension (LDB,P) The N-by-P matrix A.``` [out] BF ` BF is DOUBLE PRECISION array, dimension (LDB,P)` [in] LDB ``` LDB is INTEGER The leading dimension of the arrays B, BF. LDB >= max(P,N).``` [in] D ``` D is DOUBLE PRECISION array, dimension( N ) On input, the left hand side of the GLM.``` [out] DF ` DF is DOUBLE PRECISION array, dimension( N )` [out] X ``` X is DOUBLE PRECISION array, dimension( M ) solution vector X in the GLM problem.``` [out] U ``` U is DOUBLE PRECISION array, dimension( P ) solution vector U in the GLM problem.``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (LWORK)` [in] LWORK ``` LWORK is INTEGER The dimension of the array WORK.``` [out] RWORK ` RWORK is DOUBLE PRECISION array, dimension (M)` [out] RESULT ``` RESULT is DOUBLE PRECISION The test ratio: norm( d - A*x - B*u ) RESULT = ----------------------------------------- (norm(A)+norm(B))*(norm(x)+norm(u))*EPS```

Definition at line 144 of file dglmts.f.

146 *
147 * -- LAPACK test routine --
148 * -- LAPACK is a software package provided by Univ. of Tennessee, --
149 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
150 *
151 * .. Scalar Arguments ..
152  INTEGER LDA, LDB, LWORK, M, N, P
153  DOUBLE PRECISION RESULT
154 * ..
155 * .. Array Arguments ..
156 *
157 * ====================================================================
158 *
159  DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), B( LDB, * ),
160  \$ BF( LDB, * ), D( * ), DF( * ), RWORK( * ),
161  \$ U( * ), WORK( LWORK ), X( * )
162 * ..
163 * .. Parameters ..
164  DOUBLE PRECISION ZERO, ONE
165  parameter( zero = 0.0d+0, one = 1.0d+0 )
166 * ..
167 * .. Local Scalars ..
168  INTEGER INFO
169  DOUBLE PRECISION ANORM, BNORM, DNORM, EPS, UNFL, XNORM, YNORM
170 * ..
171 * .. External Functions ..
172  DOUBLE PRECISION DASUM, DLAMCH, DLANGE
173  EXTERNAL dasum, dlamch, dlange
174 * ..
175 * .. External Subroutines ..
176 *
177  EXTERNAL dcopy, dgemv, dggglm, dlacpy
178 * ..
179 * .. Intrinsic Functions ..
180  INTRINSIC max
181 * ..
182 * .. Executable Statements ..
183 *
184  eps = dlamch( 'Epsilon' )
185  unfl = dlamch( 'Safe minimum' )
186  anorm = max( dlange( '1', n, m, a, lda, rwork ), unfl )
187  bnorm = max( dlange( '1', n, p, b, ldb, rwork ), unfl )
188 *
189 * Copy the matrices A and B to the arrays AF and BF,
190 * and the vector D the array DF.
191 *
192  CALL dlacpy( 'Full', n, m, a, lda, af, lda )
193  CALL dlacpy( 'Full', n, p, b, ldb, bf, ldb )
194  CALL dcopy( n, d, 1, df, 1 )
195 *
196 * Solve GLM problem
197 *
198  CALL dggglm( n, m, p, af, lda, bf, ldb, df, x, u, work, lwork,
199  \$ info )
200 *
201 * Test the residual for the solution of LSE
202 *
203 * norm( d - A*x - B*u )
204 * RESULT = -----------------------------------------
205 * (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
206 *
207  CALL dcopy( n, d, 1, df, 1 )
208  CALL dgemv( 'No transpose', n, m, -one, a, lda, x, 1, one, df, 1 )
209 *
210  CALL dgemv( 'No transpose', n, p, -one, b, ldb, u, 1, one, df, 1 )
211 *
212  dnorm = dasum( n, df, 1 )
213  xnorm = dasum( m, x, 1 ) + dasum( p, u, 1 )
214  ynorm = anorm + bnorm
215 *
216  IF( xnorm.LE.zero ) THEN
217  result = zero
218  ELSE
219  result = ( ( dnorm / ynorm ) / xnorm ) / eps
220  END IF
221 *
222  RETURN
223 *
224 * End of DGLMTS
225 *
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
subroutine dlacpy(UPLO, M, N, A, LDA, B, LDB)
DLACPY copies all or part of one two-dimensional array to another.
Definition: dlacpy.f:103
subroutine dcopy(N, DX, INCX, DY, INCY)
DCOPY
Definition: dcopy.f:82
double precision function dasum(N, DX, INCX)
DASUM
Definition: dasum.f:71
subroutine dgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DGEMV
Definition: dgemv.f:156
double precision function dlange(NORM, M, N, A, LDA, WORK)
DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: dlange.f:114
subroutine dggglm(N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
DGGGLM
Definition: dggglm.f:185
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