Program f08bnfe
! F08BNF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
! .. Use Statements ..
Use nag_library, Only: nag_wp, zgelsy
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nb = 64, nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: rcond
Integer :: i, info, lda, lwork, m, n, rank
! .. Local Arrays ..
Complex (Kind=nag_wp), Allocatable :: a(:,:), b(:), work(:)
Real (Kind=nag_wp), Allocatable :: rwork(:)
Integer, Allocatable :: jpvt(:)
! .. Executable Statements ..
Write (nout,*) 'F08BNF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
lda = m
lwork = nb*(n+1)
Allocate (a(lda,n),b(m),work(lwork),rwork(2*n),jpvt(n))
! Read A and B from data file
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*) b(1:m)
! Initialize JPVT to be zero so that all columns are free
jpvt(1:n) = 0
! Choose RCOND to reflect the relative accuracy of the input data
rcond = 0.01_nag_wp
! Solve the least squares problem min( norm2(b - Ax) ) for the x
! of minimum norm.
! The NAG name equivalent of zgelsy is f08bnf
Call zgelsy(m,n,1,a,lda,b,m,jpvt,rcond,rank,work,lwork,rwork,info)
! Print solution
Write (nout,*) 'Least squares solution'
Write (nout,99999) b(1:n)
! Print the effective rank of A
Write (nout,*)
Write (nout,*) 'Tolerance used to estimate the rank of A'
Write (nout,99998) rcond
Write (nout,*) 'Estimated rank of A'
Write (nout,99997) rank
99999 Format (4(' (',F7.4,',',F7.4,')',:))
99998 Format (1X,1P,E10.2)
99997 Format (1X,I6)
End Program f08bnfe