215 lines
5.4 KiB
Fortran
215 lines
5.4 KiB
Fortran
*> \brief \b CLSETS
|
|
*
|
|
* =========== DOCUMENTATION ===========
|
|
*
|
|
* Online html documentation available at
|
|
* http://www.netlib.org/lapack/explore-html/
|
|
*
|
|
* Definition:
|
|
* ===========
|
|
*
|
|
* SUBROUTINE CLSETS( M, P, N, A, AF, LDA, B, BF, LDB, C, CF,
|
|
* D, DF, X, WORK, LWORK, RWORK, RESULT )
|
|
*
|
|
* .. Scalar Arguments ..
|
|
* INTEGER LDA, LDB, LWORK, M, P, N
|
|
* ..
|
|
* .. Array Arguments ..
|
|
* REAL RESULT( 2 ), RWORK( * )
|
|
* COMPLEX A( LDA, * ), AF( LDA, * ), B( LDB, * ),
|
|
* $ BF( LDB, * ), C( * ), D( * ), CF( * ),
|
|
* $ DF( * ), WORK( LWORK ), X( * )
|
|
*
|
|
*
|
|
*> \par Purpose:
|
|
* =============
|
|
*>
|
|
*> \verbatim
|
|
*>
|
|
*> CLSETS tests CGGLSE - a subroutine for solving linear equality
|
|
*> constrained least square problem (LSE).
|
|
*> \endverbatim
|
|
*
|
|
* Arguments:
|
|
* ==========
|
|
*
|
|
*> \param[in] M
|
|
*> \verbatim
|
|
*> M is INTEGER
|
|
*> The number of rows of the matrix A. M >= 0.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] P
|
|
*> \verbatim
|
|
*> P is INTEGER
|
|
*> The number of rows of the matrix B. P >= 0.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] N
|
|
*> \verbatim
|
|
*> N is INTEGER
|
|
*> The number of columns of the matrices A and B. N >= 0.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] A
|
|
*> \verbatim
|
|
*> A is COMPLEX array, dimension (LDA,N)
|
|
*> The M-by-N matrix A.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] AF
|
|
*> \verbatim
|
|
*> AF is COMPLEX array, dimension (LDA,N)
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] LDA
|
|
*> \verbatim
|
|
*> LDA is INTEGER
|
|
*> The leading dimension of the arrays A, AF, Q and R.
|
|
*> LDA >= max(M,N).
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] B
|
|
*> \verbatim
|
|
*> B is COMPLEX array, dimension (LDB,N)
|
|
*> The P-by-N matrix A.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] BF
|
|
*> \verbatim
|
|
*> BF is COMPLEX array, dimension (LDB,N)
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] LDB
|
|
*> \verbatim
|
|
*> LDB is INTEGER
|
|
*> The leading dimension of the arrays B, BF, V and S.
|
|
*> LDB >= max(P,N).
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] C
|
|
*> \verbatim
|
|
*> C is COMPLEX array, dimension( M )
|
|
*> the vector C in the LSE problem.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] CF
|
|
*> \verbatim
|
|
*> CF is COMPLEX array, dimension( M )
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in] D
|
|
*> \verbatim
|
|
*> D is COMPLEX array, dimension( P )
|
|
*> the vector D in the LSE problem.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] DF
|
|
*> \verbatim
|
|
*> DF is COMPLEX array, dimension( P )
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] X
|
|
*> \verbatim
|
|
*> X is COMPLEX array, dimension( N )
|
|
*> solution vector X in the LSE problem.
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[out] WORK
|
|
*> \verbatim
|
|
*> WORK is COMPLEX 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 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
|
|
*> \endverbatim
|
|
*
|
|
* Authors:
|
|
* ========
|
|
*
|
|
*> \author Univ. of Tennessee
|
|
*> \author Univ. of California Berkeley
|
|
*> \author Univ. of Colorado Denver
|
|
*> \author NAG Ltd.
|
|
*
|
|
*> \date November 2011
|
|
*
|
|
*> \ingroup complex_eig
|
|
*
|
|
* =====================================================================
|
|
SUBROUTINE CLSETS( M, P, N, A, AF, LDA, B, BF, LDB, C, CF,
|
|
$ D, DF, X, WORK, LWORK, RWORK, RESULT )
|
|
*
|
|
* -- LAPACK test routine (version 3.4.0) --
|
|
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
|
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
|
* November 2011
|
|
*
|
|
* .. Scalar Arguments ..
|
|
INTEGER LDA, LDB, LWORK, M, P, N
|
|
* ..
|
|
* .. Array Arguments ..
|
|
REAL RESULT( 2 ), RWORK( * )
|
|
COMPLEX A( LDA, * ), AF( LDA, * ), B( LDB, * ),
|
|
$ BF( LDB, * ), C( * ), D( * ), CF( * ),
|
|
$ DF( * ), WORK( LWORK ), X( * )
|
|
*
|
|
* ====================================================================
|
|
*
|
|
* ..
|
|
* .. Local Scalars ..
|
|
INTEGER INFO
|
|
* ..
|
|
* .. External Subroutines ..
|
|
EXTERNAL CGGLSE, CLACPY, CGET02
|
|
* ..
|
|
* .. 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 CLACPY( 'Full', M, N, A, LDA, AF, LDA )
|
|
CALL CLACPY( 'Full', P, N, B, LDB, BF, LDB )
|
|
CALL CCOPY( M, C, 1, CF, 1 )
|
|
CALL CCOPY( P, D, 1, DF, 1 )
|
|
*
|
|
* Solve LSE problem
|
|
*
|
|
CALL CGGLSE( 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 CCOPY( M, C, 1, CF, 1 )
|
|
CALL CCOPY( P, D, 1, DF, 1 )
|
|
CALL CGET02( '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 CGET02( 'No transpose', P, N, 1, B, LDB, X, N, DF, P,
|
|
$ RWORK, RESULT( 2 ) )
|
|
*
|
|
RETURN
|
|
*
|
|
* End of CLSETS
|
|
*
|
|
END
|