Program f08kcfe
! F08KCF Example Program Text
! Mark 29.1 Release. NAG Copyright 2023.
! .. Use Statements ..
Use nag_library, Only: dgelsd, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: rcond
Integer :: i, info, lda, liwork, lwork, m, n, &
rank
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), b(:), s(:), work(:)
Real (Kind=nag_wp) :: lw(1)
Integer, Allocatable :: iwork(:)
Integer :: liw(1)
! .. Intrinsic Procedures ..
Intrinsic :: nint
! .. Executable Statements ..
Write (nout,*) 'F08KCF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
lda = m
Allocate (a(lda,n),b(n),s(m))
! Read A and B from data file
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*) b(1:m)
! Choose RCOND to reflect the relative accuracy of the input
! data
rcond = 0.01_nag_wp
! Call f08kcf/dgelsd in workspace query mode.
lwork = -1
! The NAG name equivalent of dgelsd is f08kcf
Call dgelsd(m,n,1,a,lda,b,n,s,rcond,rank,lw,lwork,liw,info)
lwork = nint(lw(1))
liwork = liw(1)
Allocate (work(lwork),iwork(liwork))
! Now Solve the least squares problem min( norm2(b - Ax) ) for the
! x of minimum norm.
Call dgelsd(m,n,1,a,lda,b,n,s,rcond,rank,work,lwork,iwork,info)
If (info==0) Then
! 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
! Print singular values of A
Write (nout,*)
Write (nout,*) 'Singular values of A'
Write (nout,99999) s(1:m)
Else
Write (nout,*) 'The SVD algorithm failed to converge'
End If
99999 Format (1X,7F11.4)
99998 Format (3X,1P,E11.2)
99997 Format (1X,I6)
End Program f08kcfe