SUBROUTINE DLSETS( M, P, N, A, AF, LDA, B, BF, LDB, C, CF, D, DF, \$ X, WORK, LWORK, RWORK, RESULT ) * * -- LAPACK test routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. INTEGER LDA, LDB, LWORK, M, N, P * .. * .. Array Arguments .. * * Purpose * ======= * * DLSETS tests DGGLSE - a subroutine for solving linear equality * constrained least square problem (LSE). * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * P (input) INTEGER * The number of rows of the matrix B. P >= 0. * * N (input) INTEGER * The number of columns of the matrices A and B. N >= 0. * * A (input) DOUBLE PRECISION array, dimension (LDA,N) * The M-by-N matrix A. * * AF (workspace) DOUBLE PRECISION array, dimension (LDA,N) * * LDA (input) INTEGER * The leading dimension of the arrays A, AF, Q and R. * LDA >= max(M,N). * * B (input) DOUBLE PRECISION array, dimension (LDB,N) * The P-by-N matrix A. * * BF (workspace) DOUBLE PRECISION array, dimension (LDB,N) * * LDB (input) INTEGER * The leading dimension of the arrays B, BF, V and S. * LDB >= max(P,N). * * C (input) DOUBLE PRECISION array, dimension( M ) * the vector C in the LSE problem. * * CF (workspace) DOUBLE PRECISION array, dimension( M ) * * D (input) DOUBLE PRECISION array, dimension( P ) * the vector D in the LSE problem. * * DF (workspace) DOUBLE PRECISION array, dimension( P ) * * X (output) DOUBLE PRECISION array, dimension( N ) * solution vector X in the LSE 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 array, dimension (2) * The test ratios: * RESULT(1) = norm( A*x - c )/ norm(A)*norm(X)*EPS * RESULT(2) = norm( B*x - d )/ norm(B)*norm(X)*EPS * * ==================================================================== * DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), B( LDB, * ), \$ BF( LDB, * ), C( * ), CF( * ), D( * ), DF( * ), \$ RESULT( 2 ), RWORK( * ), WORK( LWORK ), X( * ) * .. * .. Local Scalars .. INTEGER INFO * .. * .. External Subroutines .. EXTERNAL DCOPY, DGET02, DGGLSE, DLACPY * .. * .. Executable Statements .. * * Copy the matrices A and B to the arrays AF and BF, * and the vectors C and D to the arrays CF and DF, * CALL DLACPY( 'Full', M, N, A, LDA, AF, LDA ) CALL DLACPY( 'Full', P, N, B, LDB, BF, LDB ) CALL DCOPY( M, C, 1, CF, 1 ) CALL DCOPY( P, D, 1, DF, 1 ) * * Solve LSE problem * CALL DGGLSE( M, N, P, AF, LDA, BF, LDB, CF, DF, X, WORK, LWORK, \$ INFO ) * * Test the residual for the solution of LSE * * Compute RESULT(1) = norm( A*x - c ) / norm(A)*norm(X)*EPS * CALL DCOPY( M, C, 1, CF, 1 ) CALL DCOPY( P, D, 1, DF, 1 ) CALL DGET02( 'No transpose', M, N, 1, A, LDA, X, N, CF, M, RWORK, \$ RESULT( 1 ) ) * * Compute result(2) = norm( B*x - d ) / norm(B)*norm(X)*EPS * CALL DGET02( 'No transpose', P, N, 1, B, LDB, X, N, DF, P, RWORK, \$ RESULT( 2 ) ) * RETURN * * End of DLSETS * END