Program f08zbfe
! F08ZBF Example Program Text
! Mark 29.0 Release. NAG Copyright 2023.
! .. Use Statements ..
Use nag_library, Only: dggglm, 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(:,:), d(:), work(:), x(:), &
y(:)
! .. Executable Statements ..
Write (nout,*) 'F08ZBF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n, p
lda = m
ldb = m
lwork = n + m + nb*(m+p)
Allocate (a(lda,n),b(ldb,p),d(m),work(lwork),x(n),y(p))
! Read A, B and D from data file
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*)(b(i,1:p),i=1,m)
Read (nin,*) d(1:m)
! Solve the weighted least squares problem
! minimize ||inv(B)*(d - A*x)|| (in the 2-norm)
! The NAG name equivalent of dggglm is f08zbf
Call dggglm(m,n,p,a,lda,b,ldb,d,x,y,work,lwork,info)
! Print least squares solution, x
Write (nout,*) 'Weighted least squares solution'
Write (nout,99999) x(1:n)
! Print residual vector y = inv(B)*(d - A*x)
Write (nout,*)
Write (nout,*) 'Residual vector'
Write (nout,99998) y(1:p)
! Compute and print the square root of the residual sum of
! squares
! The NAG name equivalent of dnrm2 is f06ejf
rnorm = dnrm2(p,y,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,7E11.2)
End Program f08zbfe