Program f08knfe
! F08KNF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: dznrm2, nag_wp, zgelss
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nb = 64, nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: rcond, rnorm
Integer :: i, info, lda, lwork, m, n, rank
! .. Local Arrays ..
Complex (Kind=nag_wp), Allocatable :: a(:,:), b(:), work(:)
Real (Kind=nag_wp), Allocatable :: rwork(:), s(:)
! .. Executable Statements ..
Write (nout,*) 'F08KNF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
lda = m
lwork = 2*n + nb*(m+n)
Allocate (a(lda,n),b(m),work(lwork),rwork(5*n),s(n))
! Read A and B from data file
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*) b(1:m)
! Choose RCOND to reflect the relative accuracy of the input data
rcond = 0.01E0_nag_wp
! Solve the least squares problem min( norm2(b - Ax) ) for the x
! of minimum norm.
! The NAG name equivalent of zgelss is f08knf
Call zgelss(m,n,1,a,lda,b,m,s,rcond,rank,work,lwork,rwork,info)
If (info==0) Then
! Print solution
Write (nout,*) 'Least squares solution'
Write (nout,99999) b(1:n)
! Print the effective rank of A
Write (nout,*)
Write (nout,*) 'Tolerance used to estimate the rank of A'
Write (nout,99998) rcond
Write (nout,*) 'Estimated rank of A'
Write (nout,99997) rank
! Print singular values of A
Write (nout,*)
Write (nout,*) 'Singular values of A'
Write (nout,99996) s(1:n)
! Compute and print estimate of the square root of the
! residual sum of squares
If (rank==n) Then
! The NAG name equivalent of dznrm2 is f06jjf
rnorm = dznrm2(m-n,b(n+1),1)
Write (nout,*)
Write (nout,*) 'Square root of the residual sum of squares'
Write (nout,99998) rnorm
End If
Else
Write (nout,*) 'The SVD algorithm failed to converge'
End If
99999 Format (4(' (',F7.4,',',F7.4,')',:))
99998 Format (3X,1P,E11.2)
99997 Format (1X,I6)
99996 Format (1X,7F11.4)
End Program f08knfe