LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ sglmts()

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

SGLMTS

Purpose:
 SGLMTS tests SGGGLM - 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 REAL array, dimension (LDA,M)
          The N-by-M matrix A.
[out]AF
          AF is REAL 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 REAL array, dimension (LDB,P)
          The N-by-P matrix A.
[out]BF
          BF is REAL 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 REAL array, dimension( N )
          On input, the left hand side of the GLM.
[out]DF
          DF is REAL array, dimension( N )
[out]X
          X is REAL array, dimension( M )
          solution vector X in the GLM problem.
[out]U
          U is REAL array, dimension( P )
          solution vector U in the GLM problem.
[out]WORK
          WORK is REAL array, dimension (LWORK)
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK.
[out]RWORK
          RWORK is REAL array, dimension (M)
[out]RESULT
          RESULT is REAL
          The test ratio:
                           norm( d - A*x - B*u )
            RESULT = -----------------------------------------
                     (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 147 of file sglmts.f.

149 *
150 * -- LAPACK test routine --
151 * -- LAPACK is a software package provided by Univ. of Tennessee, --
152 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
153 *
154 * .. Scalar Arguments ..
155  INTEGER LDA, LDB, LWORK, M, P, N
156  REAL RESULT
157 * ..
158 * .. Array Arguments ..
159  REAL A( LDA, * ), AF( LDA, * ), B( LDB, * ),
160  $ BF( LDB, * ), RWORK( * ), D( * ), DF( * ),
161  $ U( * ), WORK( LWORK ), X( * )
162 *
163 * ====================================================================
164 *
165 * .. Parameters ..
166  REAL ZERO, ONE
167  parameter( zero = 0.0e+0, one = 1.0e+0 )
168 * ..
169 * .. Local Scalars ..
170  INTEGER INFO
171  REAL ANORM, BNORM, EPS, XNORM, YNORM, DNORM, UNFL
172 * ..
173 * .. External Functions ..
174  REAL SASUM, SLAMCH, SLANGE
175  EXTERNAL sasum, slamch, slange
176 * ..
177 * .. External Subroutines ..
178  EXTERNAL slacpy
179 *
180 * .. Intrinsic Functions ..
181  INTRINSIC max
182 * ..
183 * .. Executable Statements ..
184 *
185  eps = slamch( 'Epsilon' )
186  unfl = slamch( 'Safe minimum' )
187  anorm = max( slange( '1', n, m, a, lda, rwork ), unfl )
188  bnorm = max( slange( '1', n, p, b, ldb, rwork ), unfl )
189 *
190 * Copy the matrices A and B to the arrays AF and BF,
191 * and the vector D the array DF.
192 *
193  CALL slacpy( 'Full', n, m, a, lda, af, lda )
194  CALL slacpy( 'Full', n, p, b, ldb, bf, ldb )
195  CALL scopy( n, d, 1, df, 1 )
196 *
197 * Solve GLM problem
198 *
199  CALL sggglm( n, m, p, af, lda, bf, ldb, df, x, u, work, lwork,
200  $ info )
201 *
202 * Test the residual for the solution of LSE
203 *
204 * norm( d - A*x - B*u )
205 * RESULT = -----------------------------------------
206 * (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
207 *
208  CALL scopy( n, d, 1, df, 1 )
209  CALL sgemv( 'No transpose', n, m, -one, a, lda, x, 1,
210  $ one, df, 1 )
211 *
212  CALL sgemv( 'No transpose', n, p, -one, b, ldb, u, 1,
213  $ one, df, 1 )
214 *
215  dnorm = sasum( n, df, 1 )
216  xnorm = sasum( m, x, 1 ) + sasum( p, u, 1 )
217  ynorm = anorm + bnorm
218 *
219  IF( xnorm.LE.zero ) THEN
220  result = zero
221  ELSE
222  result = ( ( dnorm / ynorm ) / xnorm ) /eps
223  END IF
224 *
225  RETURN
226 *
227 * End of SGLMTS
228 *
subroutine slacpy(UPLO, M, N, A, LDA, B, LDB)
SLACPY copies all or part of one two-dimensional array to another.
Definition: slacpy.f:103
real function slange(NORM, M, N, A, LDA, WORK)
SLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: slange.f:114
subroutine sggglm(N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
SGGGLM
Definition: sggglm.f:185
subroutine scopy(N, SX, INCX, SY, INCY)
SCOPY
Definition: scopy.f:82
real function sasum(N, SX, INCX)
SASUM
Definition: sasum.f:72
subroutine sgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
SGEMV
Definition: sgemv.f:156
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
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