Program f08zafe
! F08ZAF Example Program Text
! Mark 27.1 Release. NAG Copyright 2020.
! .. Use Statements ..
Use nag_library, Only: dgglse, dnrm2, nag_wp
! .. 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 ..
Real (Kind=nag_wp), Allocatable :: a(:,:), b(:,:), c(:), d(:), work(:), &
x(:)
! .. Executable Statements ..
Write (nout,*) 'F08ZAF 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 dgglse is f08zaf
Call dgglse(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 dnrm2 is f06ejf
rnorm = dnrm2(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 (1X,7F11.4)
99998 Format (3X,1P,E11.2)
End Program f08zafe