LAPACK 3.11.0 LAPACK: Linear Algebra PACKage
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## ◆ zglmts()

 subroutine zglmts ( integer N, integer M, integer P, complex*16, dimension( lda, * ) A, complex*16, dimension( lda, * ) AF, integer LDA, complex*16, dimension( ldb, * ) B, complex*16, dimension( ldb, * ) BF, integer LDB, complex*16, dimension( * ) D, complex*16, dimension( * ) DF, complex*16, dimension( * ) X, complex*16, dimension( * ) U, complex*16, dimension( lwork ) WORK, integer LWORK, double precision, dimension( * ) RWORK, double precision RESULT )

ZGLMTS

Purpose:
``` ZGLMTS tests ZGGGLM - 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 COMPLEX*16 array, dimension (LDA,M) The N-by-M matrix A.``` [out] AF ` AF is COMPLEX*16 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 COMPLEX*16 array, dimension (LDB,P) The N-by-P matrix A.``` [out] BF ` BF is COMPLEX*16 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 COMPLEX*16 array, dimension( N ) On input, the left hand side of the GLM.``` [out] DF ` DF is COMPLEX*16 array, dimension( N )` [out] X ``` X is COMPLEX*16 array, dimension( M ) solution vector X in the GLM problem.``` [out] U ``` U is COMPLEX*16 array, dimension( P ) solution vector U in the GLM problem.``` [out] WORK ` WORK is COMPLEX*16 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 zglmts.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 RWORK( * )
160 COMPLEX*16 A( LDA, * ), AF( LDA, * ), B( LDB, * ),
161 \$ BF( LDB, * ), D( * ), DF( * ), U( * ),
162 \$ WORK( LWORK ), X( * )
163* ..
164* .. Parameters ..
165 DOUBLE PRECISION ZERO
166 parameter( zero = 0.0d+0 )
167 COMPLEX*16 CONE
168 parameter( cone = 1.0d+0 )
169* ..
170* .. Local Scalars ..
171 INTEGER INFO
172 DOUBLE PRECISION ANORM, BNORM, DNORM, EPS, UNFL, XNORM, YNORM
173* ..
174* .. External Functions ..
175 DOUBLE PRECISION DLAMCH, DZASUM, ZLANGE
176 EXTERNAL dlamch, dzasum, zlange
177* ..
178* .. External Subroutines ..
179*
180 EXTERNAL zcopy, zgemv, zggglm, zlacpy
181* ..
182* .. Intrinsic Functions ..
183 INTRINSIC max
184* ..
185* .. Executable Statements ..
186*
187 eps = dlamch( 'Epsilon' )
188 unfl = dlamch( 'Safe minimum' )
189 anorm = max( zlange( '1', n, m, a, lda, rwork ), unfl )
190 bnorm = max( zlange( '1', n, p, b, ldb, rwork ), unfl )
191*
192* Copy the matrices A and B to the arrays AF and BF,
193* and the vector D the array DF.
194*
195 CALL zlacpy( 'Full', n, m, a, lda, af, lda )
196 CALL zlacpy( 'Full', n, p, b, ldb, bf, ldb )
197 CALL zcopy( n, d, 1, df, 1 )
198*
199* Solve GLM problem
200*
201 CALL zggglm( n, m, p, af, lda, bf, ldb, df, x, u, work, lwork,
202 \$ info )
203*
204* Test the residual for the solution of LSE
205*
206* norm( d - A*x - B*u )
207* RESULT = -----------------------------------------
208* (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
209*
210 CALL zcopy( n, d, 1, df, 1 )
211 CALL zgemv( 'No transpose', n, m, -cone, a, lda, x, 1, cone, df,
212 \$ 1 )
213*
214 CALL zgemv( 'No transpose', n, p, -cone, b, ldb, u, 1, cone, df,
215 \$ 1 )
216*
217 dnorm = dzasum( n, df, 1 )
218 xnorm = dzasum( m, x, 1 ) + dzasum( p, u, 1 )
219 ynorm = anorm + bnorm
220*
221 IF( xnorm.LE.zero ) THEN
222 result = zero
223 ELSE
224 result = ( ( dnorm / ynorm ) / xnorm ) / eps
225 END IF
226*
227 RETURN
228*
229* End of ZGLMTS
230*
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
subroutine zcopy(N, ZX, INCX, ZY, INCY)
ZCOPY
Definition: zcopy.f:81
subroutine zgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
ZGEMV
Definition: zgemv.f:158
double precision function zlange(NORM, M, N, A, LDA, WORK)
ZLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: zlange.f:115
subroutine zlacpy(UPLO, M, N, A, LDA, B, LDB)
ZLACPY copies all or part of one two-dimensional array to another.
Definition: zlacpy.f:103
subroutine zggglm(N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
ZGGGLM
Definition: zggglm.f:185
double precision function dzasum(N, ZX, INCX)
DZASUM
Definition: dzasum.f:72
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