/* nag_opt_bnd_lin_lsq (e04pcc) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.2, 2023.
*/
#include <nag.h>
#include <stdio.h>
#define A(I, J) a[(J)*pda + I]
int main(void) {
Integer exit_status = 0;
double tol = 0.0;
Nag_RegularizedType itype = Nag_NotRegularized;
double rnorm;
Integer i, j, m, n, nfree, pda;
double *a = 0, *b = 0, *bl = 0, *bu = 0, *w = 0, *x = 0;
Integer *indx = 0;
NagError fail;
INIT_FAIL(fail);
printf("nag_opt_bnd_lin_lsq (e04pcc) Example Program Results\n\n");
scanf("%*[^\n] "); /* Skip heading in data file */
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n]", &m, &n);
if (m < 0 || n < 0) {
printf("Invalid m or n.\n");
exit_status = 1;
goto END;
}
pda = m;
if (!(a = NAG_ALLOC(pda * n, double)) || !(b = NAG_ALLOC(m, double)) ||
!(w = NAG_ALLOC(n, double)) || !(bl = NAG_ALLOC(n, double)) ||
!(bu = NAG_ALLOC(n, double)) || !(x = NAG_ALLOC(n, double)) ||
!(indx = NAG_ALLOC(n, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read the matrix A */
for (i = 0; i < m; i++)
for (j = 0; j < n; j++)
scanf("%lf", &A(i, j));
scanf("%*[^\n] "); /* Remove remainder of line */
/* Read the right-hand side vector b */
for (j = 0; j < m; j++)
scanf("%lf", &b[j]);
scanf("%*[^\n] ");
/* Read the lower bounds vector bl */
for (i = 0; i < n; i++)
scanf("%lf", &bl[i]);
scanf("%*[^\n] ");
/* Read the upper bounds vector bu */
for (i = 0; i < n; i++)
scanf("%lf", &bu[i]);
scanf("%*[^\n] ");
/* nag_opt_bnd_lin_lsq (e04pcc). Computes the least squares solution
to a set of linear equations subject to fixed upper and lower
bounds on the variables */
nag_opt_bnd_lin_lsq(itype, m, n, a, pda, b, bl, bu, tol, x, &rnorm, &nfree, w,
indx, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_bnd_lin_lsq (e04pcc).\n%s\n", fail.message);
exit_status = 2;
goto END;
}
printf("Solution vector\n");
for (i = 0; i < n; i++)
printf("%9.4f", x[i]);
printf("\n\n");
printf("Dual Solution\n");
for (i = 0; i < n; i++)
printf("%9.4f", w[i]);
printf("\n\n");
printf("Residual %9.4f\n", rnorm);
END:
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(bl);
NAG_FREE(bu);
NAG_FREE(w);
NAG_FREE(x);
NAG_FREE(indx);
return exit_status;
}