/* nag_dgeqp3 (f08bfc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 23, 2011.
*/
#include <math.h>
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagf08.h>
#include <nagf16.h>
#include <nagx04.h>
int main(void)
{
/* Scalars */
double d, f, tol;
Integer i, j, k, m, n, nrhs, pda, pdb;
Integer exit_status = 0;
/* Arrays */
double *a = 0, *b = 0, *rnorm = 0, *tau = 0, *work = 0;
Integer *jpvt = 0;
/* Nag Types */
Nag_OrderType order;
NagError fail;
#ifdef NAG_COLUMN_MAJOR
#define A(I, J) a[(J - 1) * pda + I - 1]
#define B(I, J) b[(J - 1) * pdb + I - 1]
order = Nag_ColMajor;
#else
#define A(I, J) a[(I - 1) * pda + J - 1]
#define B(I, J) b[(I - 1) * pdb + J - 1]
order = Nag_RowMajor;
#endif
INIT_FAIL(fail);
printf("nag_dgeqp3 (f08bfc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%ld%ld%ld%*[^\n]", &m, &n, &nrhs);
#ifdef NAG_COLUMN_MAJOR
pda = m;
pdb = m;
#else
pda = n;
pdb = nrhs;
#endif
/* Allocate memory */
if (!(a = NAG_ALLOC(m * n, double)) ||
!(b = NAG_ALLOC(m * nrhs, double)) ||
!(rnorm = NAG_ALLOC(nrhs, double)) ||
!(tau = NAG_ALLOC(n, double)) ||
!(work = NAG_ALLOC(n, double)) ||
!(jpvt = NAG_ALLOC(n, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read A and B from data file */
for (i = 1; i <= m; ++i)
for (j = 1; j <= n; ++j)
scanf("%lf", &A(i, j));
scanf("%*[^\n]");
for (i = 1; i <= m; ++i)
for (j = 1; j <= nrhs; ++j)
scanf("%lf", &B(i, j));
scanf("%*[^\n]");
/* nag_iload (f16dbc).
* Initialize jpvt to be zero so that all columns are free.
*/
nag_iload(n, 0, jpvt, 1, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_iload (f16dbc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* nag_dgeqp3 (f08bfc).
* Compute the QR factorization of A.
*/
nag_dgeqp3(order, m, n, a, pda, jpvt, tau, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_dgeqp3 (f08bfc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* nag_dormqr (f08agc).
* Compute C = (C1) = (Q**T)*B, storing the result in B.
* (C2)
*/
nag_dormqr(order, Nag_LeftSide, Nag_Trans, m, nrhs, n, a, pda, tau, b, pdb,
&fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_dormqr (f08agc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Choose tol to reflect the relative accuracy of the input data */
tol = 0.01;
/* Determine and print the rank, k, of R relative to tol */
for (k = 1; k <= n; ++k)
if ((d = A(k, k), fabs(d)) <= tol * (f = A(1, 1), fabs(f)))
break;
--k;
printf("Tolerance used to estimate the rank of A\n");
printf("%11.2e\n", tol);
printf("Estimated rank of A\n");
printf("%8ld\n\n", k);
/* nag_dtrsm (f16yjc).
* Compute least-squares solutions by backsubstitution in
* R(1:k,1:k)*Y = C1, storing the result in B.
*/
nag_dtrsm(order, Nag_LeftSide, Nag_Upper, Nag_NoTrans, Nag_NonUnitDiag, k,
nrhs, 1.0, a, pda, b, pdb, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_dtrsm (f16yjc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* nag_dge_norm (f16rac).
* Compute estimates of the square roots of the residual sums of
* squares (2-norm of each of the columns of C2).
*/
for (j = 1; j <= nrhs; ++j) {
nag_dge_norm(order, Nag_FrobeniusNorm, m - k, 1, &B(k + 1, j), pdb,
&rnorm[j - 1], &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_dge_norm (f16rac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
}
/* nag_dge_load (f16qhc).
* Set the remaining elements of the solutions to zero (to give
* the basic solutions).
*/
nag_dge_load(order, n - k, nrhs, 0.0, 0.0, &B(k + 1, 1), pdb, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_dge_load (f16qhc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Permute the least-squares solutions stored in B to give X = P*Y */
for (j = 1; j <= nrhs; ++j) {
for (i = 1; i <= n; ++i)
work[jpvt[i - 1] - 1] = B(i, j);
for (i = 1; i <= n; ++i)
B(i, j) = work[i - 1];
}
/* nag_gen_real_mat_print (x04cac).
* Print least-squares solutions.
*/
fflush(stdout);
nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, b,
pdb, "Least-squares solution(s)", 0, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Print the square roots of the residual sums of squares */
printf("\nSquare root(s) of the residual sum(s) of squares\n");
for (j = 0; j < nrhs; ++j)
printf("%11.2e%s", rnorm[j], (j+1)%6 == 0?"\n":" ");
END:
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(rnorm);
NAG_FREE(tau);
NAG_FREE(work);
NAG_FREE(jpvt);
return exit_status;
}
#undef A
#undef B