/* nag_zgglse (f08znc) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagf08.h>
#include <nagf16.h>
int main(void)
{
/* Scalars */
double rnorm;
Integer i, j, m, n, p, pda, pdb;
Integer exit_status = 0;
NagError fail;
Nag_OrderType order;
/* Arrays */
Complex *a = 0, *b = 0, *c = 0, *d = 0, *x = 0;
#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_zgglse (f08znc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &m, &n, &p);
#ifdef NAG_COLUMN_MAJOR
pda = m;
pdb = p;
#else
pda = n;
pdb = n;
#endif
/* Allocate memory */
if (!(a = NAG_ALLOC(m * n, Complex)) ||
!(b = NAG_ALLOC(p * n, Complex)) ||
!(c = NAG_ALLOC(m, Complex)) ||
!(d = NAG_ALLOC(p, Complex)) || !(x = NAG_ALLOC(n, Complex)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read A, B, C and D from data file */
for (i = 1; i <= m; ++i) {
for (j = 1; j <= n; ++j)
scanf(" ( %lf , %lf )", &A(i, j).re, &A(i, j).im);
}
scanf("%*[^\n] ");
for (i = 1; i <= p; ++i) {
for (j = 1; j <= n; ++j)
scanf(" ( %lf , %lf )", &B(i, j).re, &B(i, j).im);
}
scanf("%*[^\n] ");
for (i = 1; i <= m; ++i)
scanf(" ( %lf , %lf )", &c[i - 1].re, &c[i - 1].im);
scanf("%*[^\n] ");
for (i = 1; i <= p; ++i)
scanf(" ( %lf , %lf )", &d[i - 1].re, &d[i - 1].im);
scanf("%*[^\n] ");
/* Solve the equality-constrained least squares problem */
/* minimize ||c - A*x|| (in the 2-norm) subject to B*x = D */
nag_zgglse(order, m, n, p, a, pda, b, pdb, c, d, x, &fail);
if (fail.code == NE_NOERROR) {
/* Print least squares solution */
printf("%s\n", "Constrained least squares solution");
for (i = 1; i <= n; ++i)
printf("(%7.4f, %7.4f)%s", x[i - 1].re, x[i - 1].im,
i % 4 == 0 || i == n ? "\n" : " ");
/* Compute the square root of the residual sum of squares */
nag_zge_norm(Nag_ColMajor, Nag_FrobeniusNorm, 1, m - n + p, &c[n - p], 1,
&rnorm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_zge_norm (f16uac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("\nSquare root of the residual sum of squares\n");
printf("%11.2e\n", rnorm);
}
else {
printf("Error from nag_zgglse (f08znc).\n%s\n", fail.message);
exit_status = 1;
}
END:
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(c);
NAG_FREE(d);
NAG_FREE(x);
return exit_status;
}