Program f08aafe
! F08AAF Example Program Text
! Mark 30.1 Release. NAG Copyright 2024.
! .. Use Statements ..
Use nag_library, Only: dgels, 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, nrhs
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), b(:), work(:)
! .. Executable Statements ..
Write (nout,*) 'F08AAF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
lda = max(1,m)
ldb = max(1,m,n)
lwork = n + nb*m
Allocate (a(lda,n),b(ldb),work(lwork))
! Read A and B from data file
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*) b(1:m)
! Solve the least squares problem min( norm2(b - Ax) ) for x
nrhs = 1
! The NAG name equivalent of dgels is f08aaf
Call dgels('No transpose',m,n,nrhs,a,lda,b,ldb,work,lwork,info)
! Print solution
Write (nout,*) 'Least squares solution'
Write (nout,99999) b(1:n)
! Compute and print estimate of the square root of the residual
! sum of squares
! The NAG name equivalent of dnrm2 is f06ejf
rnorm = dnrm2(m-n,b(n+1),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,E11.2)
End Program f08aafe