/* nag_dggglm (f08zbc) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagf08.h>
#include <nagf16.h>
int main(void)
{
/* Scalars */
double rnorm;
Integer i, j, m, n, p, pda, pdb;
Integer exit_status = 0;
NagError fail;
Nag_OrderType order;
/* Arrays */
double *a = 0, *b = 0, *d = 0, *x = 0, *y = 0;
#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_dggglm (f08zbc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &m, &n, &p);
#ifdef NAG_COLUMN_MAJOR
pda = m;
pdb = m;
#else
pda = n;
pdb = p;
#endif
/* Allocate memory */
if (!(a = NAG_ALLOC(n * m, double)) ||
!(b = NAG_ALLOC(m * p, double)) ||
!(d = NAG_ALLOC(m, double)) ||
!(x = NAG_ALLOC(n, 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 <= 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 <= p; ++j)
scanf("%lf", &B(i, j));
scanf("%*[^\n] ");
for (i = 0; i < m; ++i)
scanf("%lf", &d[i]);
scanf("%*[^\n] ");
/* Solve the weighted least squares problem: minimize ||inv(B)*(d - A*x)||
* (in the 2-norm) using nag_dggglm (f08zbc).
*/
nag_dggglm(order, m, n, p, a, pda, b, pdb, d, x, y, &fail);
if (fail.code == NE_NOERROR) {
/* Print least squares solution, x. */
printf("Weighted least squares solution\n");
for (i = 0; i < n; ++i)
printf(" %11.4f%s", x[i], i % 7 == 6 ? "\n " : "");
/* Print residual vector y = inv(B)*(d - A*x). */
printf("\n");
printf("%s\n", "Residual vector");
for (i = 0; i < p; ++i)
printf(" %11.2e%s", y[i], i % 7 == 6 ? "\n " : "");
/* Compute and print the square root of the residual sum of squares using
* nag_dge_norm (f16rac).
*/
nag_dge_norm(Nag_ColMajor, Nag_FrobeniusNorm, 1, p, y, 1, &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);
}
else {
printf("Error from nag_dggglm (f08zbc).\n%s\n", fail.message);
exit_status = 1;
}
END:
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(d);
NAG_FREE(x);
NAG_FREE(y);
return exit_status;
}