/* nag_dggqrf (f08zec) Example Program.
*
* Copyright 2017 Numerical Algorithms Group.
*
* Mark 26.2, 2017.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagf07.h>
#include <nagf08.h>
#include <nagf16.h>
int main(void)
{
/* Scalars */
double alpha, beta, rnorm;
const double zero = 0.0;
Integer i, j, m, n, nm, p, pda, pdb, pdd, pnm, zrow;
Integer exit_status = 0;
/* Arrays */
double *a = 0, *b = 0, *d = 0, *taua = 0, *taub = 0, *y = 0;
/* Nag Types */
NagError fail;
Nag_OrderType order;
#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_dggqrf (f08zec) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n]", &n, &m, &p);
if (n < 0 || m < 0 || p < 0) {
printf("Invalid n, m or p\n");
exit_status = 1;
goto END;
}
#ifdef NAG_COLUMN_MAJOR
pda = n;
pdb = n;
pdd = n;
#else
pda = m;
pdb = p;
pdd = 1;
#endif
/* Allocate memory */
if (!(a = NAG_ALLOC(n * m, double)) ||
!(b = NAG_ALLOC(n * p, double)) ||
!(d = NAG_ALLOC(MAX(n, m), double)) ||
!(taua = NAG_ALLOC(MIN(m, n), double)) ||
!(taub = NAG_ALLOC(MIN(n, p), double)) || !(y = NAG_ALLOC(p, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read A, B and d from data file */
for (i = 1; i <= n; ++i)
for (j = 1; j <= m; ++j)
scanf("%lf", &A(i, j));
scanf("%*[^\n]");
for (i = 1; i <= n; ++i)
for (j = 1; j <= p; ++j)
scanf("%lf", &B(i, j));
scanf("%*[^\n]");
for (i = 0; i < n; ++i)
scanf("%lf", &d[i]);
scanf("%*[^\n]");
/* Compute the generalized QR factorization of (A,B) as
* A = Q*(R), B = Q*(T11 T12)*Z
* (0) ( 0 T22)
* using nag_dggqrf (f08zec).
*/
nag_dggqrf(order, n, m, p, a, pda, taua, b, pdb, taub, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dggqrf (f08zec).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Solve weighted least squares problem for case n > m */
if (n <= m)
goto END;
nm = n - m;
pnm = p - nm;
/* Multiply Q^T through d = Ax + By to get
* (c1) = Q^T * d = (R) * x + (T11 T12) * Z * (y1)
* (c2) (0) ( 0 T22) (y2)
* Compute C using nag_dormqr (f08agc).
*/
nag_dormqr(order, Nag_LeftSide, Nag_Trans, n, 1, m, a, pda, taua, d, pdd,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dormqr (f08agc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Let Z*(y1) = (w1) and solving for w2 we have to solve the triangular sytem
* (y2) = (w2)
* T22 * w2 = c2
* This is done by putting c2 in y2 and backsolving to get w2 in y2.
*
* Copy c2 (at d[m]) into y2 using nag_dge_copy (f16qfc).
*/
nag_dge_copy(Nag_ColMajor, Nag_NoTrans, nm, 1, &d[m], n - m, &y[pnm], nm,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dge_copy (f16qfc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Solve T22*w2 = c2 using nag_dtrtrs (f07tec).
* T22 is stored in a submatrix of matrix B of dimension n-m by n-m
* with first element at B(m+1,p-(n-m)+1). y2 is stored from y[p-(n-m)].
*/
nag_dtrtrs(order, Nag_Upper, Nag_NoTrans, Nag_NonUnitDiag, nm, 1,
&B(m + 1, pnm + 1), pdb, &y[pnm], nm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dtrtrs (f07tec).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* set w1 = 0 for minimum norm y. */
nag_dload(m + p - n, zero, y, 1, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dload.\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Compute estimate of the square root of the residual sum of squares
* norm(y) = norm(w2) with y1 = 0 using nag_dge_norm (f16rac).
*/
nag_dge_norm(Nag_ColMajor, Nag_FrobeniusNorm, n - m, 1, &y[pnm],
nm, &rnorm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dge_norm (f16rac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* The top half of the system remains:
* (c1) = Q^T * d = (R) * x + (T11 T12) * ( 0)
* (w2)
* => c1 = R * x + T12 * w2
* => R * x = c1 - T12 * w2;
*
* first form d = c1 - T12*w2 where c1 is stored in d
* using nag_dgemv (f16pac).
*/
alpha = -1.0;
beta = 1.0;
nag_dgemv(order, Nag_NoTrans, m, nm, alpha, &B(1, pnm + 1), pdb, &y[pnm], 1,
beta, d, 1, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dgemv (f16pac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Next, solve R * x = d for x (in d) where R is stored in leading submatrix
* of A in a. This gives the least squares solution x in d.
* Using nag_dtrtrs (f07tec).
*/
nag_dtrtrs(order, Nag_Upper, Nag_NoTrans, Nag_NonUnitDiag, m, 1, a, pda, d,
pdd, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dtrtrs (f07tec).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Compute the minimum norm residual vector y = (Z^T)*w
* using nag_dormrq (f08ckc).
*/
zrow = MAX(1, n - p + 1);
nag_dormrq(order, Nag_LeftSide, Nag_Trans, p, 1, MIN(n, p), &B(zrow, 1),
pdb, taub, y, pdd, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dormrq (f08ckc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Print least squares solution x */
printf("Generalized least squares solution\n");
for (i = 0; i < m; ++i)
printf(" %11.4f%s", d[i], i % 7 == 6 ? "\n" : "");
/* Print residual vector y */
printf("\n");
printf("\nResidual vector\n");
for (i = 0; i < p; ++i)
printf(" %10.2e%s", y[i], i % 7 == 6 ? "\n" : "");
/* Print estimate of the square root of the residual sum of squares. */
printf("\n\nSquare root of the residual sum of squares\n");
printf("%11.2e\n", rnorm);
END:
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(d);
NAG_FREE(taua);
NAG_FREE(taub);
NAG_FREE(y);
return exit_status;
}