Program f08chfe
! F08CHF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: dgerqf, dormrq, dtrtrs, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: zero = 0.0E0_nag_wp
Integer, Parameter :: nb = 64, nin = 5, nout = 6
! .. Local Scalars ..
Integer :: i, info, lda, lwork, m, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), b(:), tau(:), work(:), x(:)
! .. Executable Statements ..
Write (nout,*) 'F08CHF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
lda = m
lwork = nb*m
Allocate (a(lda,n),b(m),tau(m),work(lwork),x(n))
! Read the matrix A and the vector b from data file
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*) b(1:m)
! Compute the RQ factorization of A
! The NAG name equivalent of dgerqf is f08chf
Call dgerqf(m,n,a,lda,tau,work,lwork,info)
! Copy the m element vector b into elements x(n-m+1), ..., x(n) of x
x(n-m+1:n) = b(1:m)
! Solve R*y2 = b, storing the result in x2
! The NAG name equivalent of dtrtrs is f07tef
Call dtrtrs('Upper','No transpose','Non-Unit',m,1,a(1,n-m+1),lda, &
x(n-m+1),m,info)
If (info>0) Then
Write (nout,*) 'The upper triangular factor, R, of A is singular, '
Write (nout,*) 'the least squares solution could not be computed'
Else
x(1:n-m) = zero
! Compute the minimum-norm solution x = (Q**T)*y
! The NAG name equivalent of dormrq is f08ckf
Call dormrq('Left','Transpose',n,1,m,a,lda,tau,x,n,work,lwork,info)
! Print minimum-norm solution
Write (nout,*) 'Minimum-norm solution'
Write (nout,99999) x(1:n)
End If
99999 Format (1X,8F9.4)
End Program f08chfe