NAG Library Manual, Mark 30
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NAG CL Interface Introduction
Example description

nag_lapackeig_dggglm (f08zbc) Example Program Results

Weighted least squares solution
      1.9889     -1.0058     -2.9911
Residual vector
   -6.37e-04   -2.45e-03   -4.72e-03    7.70e-03
Square root of the residual sum of squares
    9.38e-03