You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
229 lines
5.9 KiB
229 lines
5.9 KiB
*> \brief \b SGLMTS
|
|
*
|
|
* =========== DOCUMENTATION ===========
|
|
*
|
|
* Online html documentation available at
|
|
* http://www.netlib.org/lapack/explore-html/
|
|
*
|
|
* Definition:
|
|
* ===========
|
|
*
|
|
* SUBROUTINE SGLMTS( N, M, P, A, AF, LDA, B, BF, LDB, D, DF,
|
|
* X, U, WORK, LWORK, RWORK, RESULT )
|
|
*
|
|
* .. Scalar Arguments ..
|
|
* INTEGER LDA, LDB, LWORK, M, P, N
|
|
* REAL RESULT
|
|
* ..
|
|
* .. Array Arguments ..
|
|
* REAL A( LDA, * ), AF( LDA, * ), B( LDB, * ),
|
|
* $ BF( LDB, * ), RWORK( * ), D( * ), DF( * ),
|
|
* $ U( * ), WORK( LWORK ), X( * )
|
|
*
|
|
*
|
|
*> \par Purpose:
|
|
* =============
|
|
*>
|
|
*> \verbatim
|
|
*>
|
|
*> SGLMTS tests SGGGLM - a subroutine for solving the generalized
|
|
*> linear model problem.
|
|
*> \endverbatim
|
|
*
|
|
* Arguments:
|
|
* ==========
|
|
*
|
|
*> \param[in] N
|
|
*> \verbatim
|
|
*> N is INTEGER
|
|
*> The number of rows of the matrices A and B. N >= 0.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] M
|
|
*> \verbatim
|
|
*> M is INTEGER
|
|
*> The number of columns of the matrix A. M >= 0.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] P
|
|
*> \verbatim
|
|
*> P is INTEGER
|
|
*> The number of columns of the matrix B. P >= 0.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] A
|
|
*> \verbatim
|
|
*> A is REAL array, dimension (LDA,M)
|
|
*> The N-by-M matrix A.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] AF
|
|
*> \verbatim
|
|
*> AF is REAL array, dimension (LDA,M)
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] LDA
|
|
*> \verbatim
|
|
*> LDA is INTEGER
|
|
*> The leading dimension of the arrays A, AF. LDA >= max(M,N).
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] B
|
|
*> \verbatim
|
|
*> B is REAL array, dimension (LDB,P)
|
|
*> The N-by-P matrix A.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] BF
|
|
*> \verbatim
|
|
*> BF is REAL array, dimension (LDB,P)
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] LDB
|
|
*> \verbatim
|
|
*> LDB is INTEGER
|
|
*> The leading dimension of the arrays B, BF. LDB >= max(P,N).
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] D
|
|
*> \verbatim
|
|
*> D is REAL array, dimension( N )
|
|
*> On input, the left hand side of the GLM.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] DF
|
|
*> \verbatim
|
|
*> DF is REAL array, dimension( N )
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] X
|
|
*> \verbatim
|
|
*> X is REAL array, dimension( M )
|
|
*> solution vector X in the GLM problem.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] U
|
|
*> \verbatim
|
|
*> U is REAL array, dimension( P )
|
|
*> solution vector U in the GLM problem.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] WORK
|
|
*> \verbatim
|
|
*> WORK is REAL array, dimension (LWORK)
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] LWORK
|
|
*> \verbatim
|
|
*> LWORK is INTEGER
|
|
*> The dimension of the array WORK.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] RWORK
|
|
*> \verbatim
|
|
*> RWORK is REAL array, dimension (M)
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] RESULT
|
|
*> \verbatim
|
|
*> RESULT is REAL
|
|
*> The test ratio:
|
|
*> norm( d - A*x - B*u )
|
|
*> RESULT = -----------------------------------------
|
|
*> (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
|
|
*> \endverbatim
|
|
*
|
|
* Authors:
|
|
* ========
|
|
*
|
|
*> \author Univ. of Tennessee
|
|
*> \author Univ. of California Berkeley
|
|
*> \author Univ. of Colorado Denver
|
|
*> \author NAG Ltd.
|
|
*
|
|
*> \ingroup single_eig
|
|
*
|
|
* =====================================================================
|
|
SUBROUTINE SGLMTS( N, M, P, A, AF, LDA, B, BF, LDB, D, DF,
|
|
$ X, U, WORK, LWORK, RWORK, RESULT )
|
|
*
|
|
* -- LAPACK test routine --
|
|
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
|
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
|
*
|
|
* .. Scalar Arguments ..
|
|
INTEGER LDA, LDB, LWORK, M, P, N
|
|
REAL RESULT
|
|
* ..
|
|
* .. Array Arguments ..
|
|
REAL A( LDA, * ), AF( LDA, * ), B( LDB, * ),
|
|
$ BF( LDB, * ), RWORK( * ), D( * ), DF( * ),
|
|
$ U( * ), WORK( LWORK ), X( * )
|
|
*
|
|
* ====================================================================
|
|
*
|
|
* .. Parameters ..
|
|
REAL ZERO, ONE
|
|
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
|
|
* ..
|
|
* .. Local Scalars ..
|
|
INTEGER INFO
|
|
REAL ANORM, BNORM, EPS, XNORM, YNORM, DNORM, UNFL
|
|
* ..
|
|
* .. External Functions ..
|
|
REAL SASUM, SLAMCH, SLANGE
|
|
EXTERNAL SASUM, SLAMCH, SLANGE
|
|
* ..
|
|
* .. External Subroutines ..
|
|
EXTERNAL SLACPY
|
|
*
|
|
* .. Intrinsic Functions ..
|
|
INTRINSIC MAX
|
|
* ..
|
|
* .. Executable Statements ..
|
|
*
|
|
EPS = SLAMCH( 'Epsilon' )
|
|
UNFL = SLAMCH( 'Safe minimum' )
|
|
ANORM = MAX( SLANGE( '1', N, M, A, LDA, RWORK ), UNFL )
|
|
BNORM = MAX( SLANGE( '1', N, P, B, LDB, RWORK ), UNFL )
|
|
*
|
|
* Copy the matrices A and B to the arrays AF and BF,
|
|
* and the vector D the array DF.
|
|
*
|
|
CALL SLACPY( 'Full', N, M, A, LDA, AF, LDA )
|
|
CALL SLACPY( 'Full', N, P, B, LDB, BF, LDB )
|
|
CALL SCOPY( N, D, 1, DF, 1 )
|
|
*
|
|
* Solve GLM problem
|
|
*
|
|
CALL SGGGLM( N, M, P, AF, LDA, BF, LDB, DF, X, U, WORK, 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
|
|
*
|
|
CALL SCOPY( N, D, 1, DF, 1 )
|
|
CALL SGEMV( 'No transpose', N, M, -ONE, A, LDA, X, 1,
|
|
$ ONE, DF, 1 )
|
|
*
|
|
CALL SGEMV( 'No transpose', N, P, -ONE, B, LDB, U, 1,
|
|
$ ONE, DF, 1 )
|
|
*
|
|
DNORM = SASUM( N, DF, 1 )
|
|
XNORM = SASUM( M, X, 1 ) + SASUM( P, U, 1 )
|
|
YNORM = ANORM + BNORM
|
|
*
|
|
IF( XNORM.LE.ZERO ) THEN
|
|
RESULT = ZERO
|
|
ELSE
|
|
RESULT = ( ( DNORM / YNORM ) / XNORM ) /EPS
|
|
END IF
|
|
*
|
|
RETURN
|
|
*
|
|
* End of SGLMTS
|
|
*
|
|
END
|
|
|