/* nag_dgelss (f08kac) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagf16.h>
#include <nagf08.h>
int main(void)
{
/* Scalars */
double rcond, rnorm;
Integer exit_status = 0, i, j, m, n, nrhs, rank, pda, pdb;
/* Arrays */
double *a = 0, *b = 0, *s = 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_dgelss (f08kac) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n]", &m, &n, &nrhs);
if (m < 0 || n < 0 || nrhs < 0) {
printf("Invalid m, n or nrhs\n");
exit_status = 1;
goto END;
}
#ifdef NAG_COLUMN_MAJOR
pda = m;
pdb = m;
#else
pda = n;
pdb = nrhs;
#endif
/* Allocate memory */
if (!(a = NAG_ALLOC(m * n, double)) ||
!(b = NAG_ALLOC(MAX(m, n) * nrhs, double)) ||
!(s = NAG_ALLOC(MIN(m, n), double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read A and B from data file */
for (i = 1; i <= m; ++i)
for (j = 1; j <= n; ++j)
scanf("%lf", &A(i, j));
scanf("%*[^\n]");
for (i = 1; i <= m; ++i)
for (j = 1; j <= nrhs; ++j)
scanf("%lf", &B(i, j));
scanf("%*[^\n]");
/* Choose rcond to reflect the relative accuracy of the input data */
rcond = 0.01;
/* Solve the least squares problem min( norm2(b - Ax) ) for the x
* of minimum norm using nag_dgelss (f08kac).
*/
nag_dgelss(order, m, n, nrhs, a, pda, b, pdb, s, rcond, &rank, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dgelss (f08kac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("Least squares solution\n");
for (i = 1; i <= n; ++i) {
for (j = 1; j <= nrhs; ++j)
printf(" %10.4f%s", B(i, j), j % 7 == 0 ? "\n" : "");
printf("\n");
}
/* Print the effective rank of A */
printf("\nTolerance used to estimate the rank of A\n%11.2e\n", rcond);
printf("\nEstimated rank of A\n%6" NAG_IFMT "\n", rank);
/* Print singular values of A */
printf("\nSingular values of A\n");
for (i = 0; i < n; ++i)
printf(" %10.4f%s", s[i], i % 7 == 6 ? "\n" : "");
printf("\n");
/* Compute and print estimate of the square root of the
* residual sum of squares using nag_dge_norm (f16rac).
*/
if (rank == n) {
nag_dge_norm(order, Nag_FrobeniusNorm, m - n, 1, &B(n + 1, 1), pdb,
&rnorm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_dge_norm (f16rac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("\nSquare root of the residual sum of squares\n%11.2e\n", rnorm);
}
END:
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(s);
return exit_status;
}
#undef A
#undef B