Program f08znfe
! F08ZNF Example Program Text
! Mark 25 Release. NAG Copyright 2014.
! .. Use Statements ..
Use nag_library, Only: dznrm2, nag_wp, zgglse
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nb = 64, nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: rnorm
Integer :: i, info, lda, ldb, lwork, m, n, p
! .. Local Arrays ..
Complex (Kind=nag_wp), Allocatable :: a(:,:), b(:,:), c(:), d(:), &
work(:), x(:)
! .. Executable Statements ..
Write (nout,*) 'F08ZNF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n, p
lda = m
ldb = p
lwork = p + n + nb*(m+n)
Allocate (a(lda,n),b(ldb,n),c(m),d(p),work(lwork),x(n))
! Read A, B, C and D from data file
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*)(b(i,1:n),i=1,p)
Read (nin,*) c(1:m)
Read (nin,*) d(1:p)
! Solve the equality-constrained least-squares problem
! minimize ||c - A*x|| (in the 2-norm) subject to B*x = D
! The NAG name equivalent of zgglse is f08znf
Call zgglse(m,n,p,a,lda,b,ldb,c,d,x,work,lwork,info)
! Print least-squares solution
Write (nout,*) 'Constrained least-squares solution'
Write (nout,99999) x(1:n)
! Compute the square root of the residual sum of squares
! The NAG name equivalent of dznrm2 is f06jjf
rnorm = dznrm2(m-n+p,c(n-p+1),1)
Write (nout,*)
Write (nout,*) 'Square root of the residual sum of squares'
Write (nout,99998) rnorm
99999 Format (4(' (',F7.4,',',F7.4,')':))
99998 Format (1X,1P,E10.2)
End Program f08znfe