CGLMTS
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
CGLMTS tests CGGGLM - a subroutine for solving the generalized
linear model problem.
linear model problem.
Arguments
| N |
(input) INTEGER
The number of rows of the matrices A and B. N >= 0.
|
| M |
(input) INTEGER
The number of columns of the matrix A. M >= 0.
|
| P |
(input) INTEGER
The number of columns of the matrix B. P >= 0.
|
| A |
(input) COMPLEX array, dimension (LDA,M)
The N-by-M matrix A.
|
| AF |
(workspace) COMPLEX array, dimension (LDA,M)
|
| LDA |
(input) INTEGER
The leading dimension of the arrays A, AF. LDA >= max(M,N).
|
| B |
(input) COMPLEX array, dimension (LDB,P)
The N-by-P matrix A.
|
| BF |
(workspace) COMPLEX array, dimension (LDB,P)
|
| LDB |
(input) INTEGER
The leading dimension of the arrays B, BF. LDB >= max(P,N).
|
| D |
(input) COMPLEX array, dimension( N )
On input, the left hand side of the GLM.
|
| DF |
(workspace) COMPLEX array, dimension( N )
|
| X |
(output) COMPLEX array, dimension( M )
solution vector X in the GLM problem.
|
| U |
(output) COMPLEX array, dimension( P )
solution vector U in the GLM problem.
|
| WORK |
(workspace) COMPLEX array, dimension (LWORK)
|
| LWORK |
(input) INTEGER
The dimension of the array WORK.
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| RWORK |
(workspace) REAL array, dimension (M)
|
| RESULT |
(output) REAL
The test ratio:
norm( d - A*x - B*u ) RESULT = ----------------------------------------- (norm(A)+norm(B))*(norm(x)+norm(u))*EPS |