! E04YCF Example Program Text
! Mark 28.3 Release. NAG Copyright 2022.
Module e04ycfe_mod
! E04YCF Example Program Module:
! Parameters and User-defined Routines
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: lsfun1
! .. Parameters ..
Integer, Parameter, Public :: mdec = 15, ndec = 3, nin = 5, &
nout = 6
Integer, Parameter, Public :: lwork = 7*ndec + ndec*ndec + 2*mdec* &
ndec + 3*mdec + ndec*(ndec-1)/2
! .. Local Arrays ..
Real (Kind=nag_wp), Public, Save :: t(mdec,ndec), y(mdec)
Contains
Subroutine lsfun1(m,n,xc,fvec,iuser,ruser)
! Routine to evaluate the residuals
! .. Scalar Arguments ..
Integer, Intent (In) :: m, n
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: fvec(m)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Real (Kind=nag_wp), Intent (In) :: xc(n)
Integer, Intent (Inout) :: iuser(*)
! .. Executable Statements ..
fvec(1:m) = xc(1) + t(1:m,1)/(xc(2)*t(1:m,2)+xc(3)*t(1:m,3)) - y(1:m)
Return
End Subroutine lsfun1
End Module e04ycfe_mod
Program e04ycfe
! E04YCF Example Main Program
! .. Use Statements ..
Use e04ycfe_mod, Only: lsfun1, lwork, mdec, ndec, nin, nout, t, y
Use nag_library, Only: e04fyf, e04ycf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: fsumsq
Integer :: i, ifail, job, ldv, m, n, ns, nv
! .. Local Arrays ..
Real (Kind=nag_wp) :: cj(ndec), ruser(1), work(lwork), &
x(ndec)
Integer :: iuser(1)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04YCF Example Program Results'
! Skip heading in data file
Read (nin,*)
m = mdec
n = ndec
! Observations of TJ (J = 1, 2, ..., n) are held in T(I, J)
! (I = 1, 2, ..., m)
Do i = 1, m
Read (nin,*) y(i), t(i,1:n)
End Do
x(1:n) = (/0.5E0_nag_wp,1.0E0_nag_wp,1.5E0_nag_wp/)
ifail = -1
Call e04fyf(m,n,lsfun1,x,fsumsq,work,lwork,iuser,ruser,ifail)
Select Case (ifail)
Case (0,2:)
Write (nout,*)
Write (nout,99999) 'On exit, the sum of squares is', fsumsq
Write (nout,*) 'at the point'
Write (nout,99998) x(1:n)
! Compute estimates of the variances of the sample regression
! coefficients at the final point.
! Since NS is greater than N we can use the first N elements
! of the array WORK for the dummy argument WORK.
ns = 6*n + 2*m + m*n + 1 + max(1,(n*(n-1))/2)
nv = ns + n
job = 0
ldv = n
ifail = -1
Call e04ycf(job,m,n,fsumsq,work(ns),work(nv),ldv,cj,work,ifail)
Select Case (ifail)
Case (0,3:)
Write (nout,*)
Write (nout,*) 'and estimates of the variances of the sample'
Write (nout,*) 'regression coefficients are'
Write (nout,99998) cj(1:n)
End Select
End Select
99999 Format (1X,A,F12.4)
99998 Format (1X,3F12.4)
End Program e04ycfe