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SUBROUTINE DGLMTS( N, M, P, A, AF, LDA, B, BF, LDB, D, DF, X, U,
$ WORK, LWORK, RWORK, RESULT ) * * -- LAPACK test routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. INTEGER LDA, LDB, LWORK, M, N, P DOUBLE PRECISION RESULT * .. * .. Array Arguments .. * * Purpose * ======= * * DGLMTS tests DGGGLM - a subroutine for solving the generalized * 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) DOUBLE PRECISION array, dimension (LDA,M) * The N-by-M matrix A. * * AF (workspace) DOUBLE PRECISION array, dimension (LDA,M) * * LDA (input) INTEGER * The leading dimension of the arrays A, AF. LDA >= max(M,N). * * B (input) DOUBLE PRECISION array, dimension (LDB,P) * The N-by-P matrix A. * * BF (workspace) DOUBLE PRECISION array, dimension (LDB,P) * * LDB (input) INTEGER * The leading dimension of the arrays B, BF. LDB >= max(P,N). * * D (input) DOUBLE PRECISION array, dimension( N ) * On input, the left hand side of the GLM. * * DF (workspace) DOUBLE PRECISION array, dimension( N ) * * X (output) DOUBLE PRECISION array, dimension( M ) * solution vector X in the GLM problem. * * U (output) DOUBLE PRECISION array, dimension( P ) * solution vector U in the GLM problem. * * WORK (workspace) DOUBLE PRECISION array, dimension (LWORK) * * LWORK (input) INTEGER * The dimension of the array WORK. * * RWORK (workspace) DOUBLE PRECISION array, dimension (M) * * RESULT (output) DOUBLE PRECISION * The test ratio: * norm( d - A*x - B*u ) * RESULT = ----------------------------------------- * (norm(A)+norm(B))*(norm(x)+norm(u))*EPS * * ==================================================================== * DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), B( LDB, * ), $ BF( LDB, * ), D( * ), DF( * ), RWORK( * ), $ U( * ), WORK( LWORK ), X( * ) * .. * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER INFO DOUBLE PRECISION ANORM, BNORM, DNORM, EPS, UNFL, XNORM, YNORM * .. * .. External Functions .. DOUBLE PRECISION DASUM, DLAMCH, DLANGE EXTERNAL DASUM, DLAMCH, DLANGE * .. * .. External Subroutines .. * EXTERNAL DCOPY, DGEMV, DGGGLM, DLACPY * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * EPS = DLAMCH( 'Epsilon' ) UNFL = DLAMCH( 'Safe minimum' ) ANORM = MAX( DLANGE( '1', N, M, A, LDA, RWORK ), UNFL ) BNORM = MAX( DLANGE( '1', N, P, B, LDB, RWORK ), UNFL ) * * Copy the matrices A and B to the arrays AF and BF, * and the vector D the array DF. * CALL DLACPY( 'Full', N, M, A, LDA, AF, LDA ) CALL DLACPY( 'Full', N, P, B, LDB, BF, LDB ) CALL DCOPY( N, D, 1, DF, 1 ) * * Solve GLM problem * CALL DGGGLM( N, M, P, AF, LDA, BF, LDB, DF, X, U, WORK, LWORK, $ INFO ) * * Test the residual for the solution of LSE * * norm( d - A*x - B*u ) * RESULT = ----------------------------------------- * (norm(A)+norm(B))*(norm(x)+norm(u))*EPS * CALL DCOPY( N, D, 1, DF, 1 ) CALL DGEMV( 'No transpose', N, M, -ONE, A, LDA, X, 1, ONE, DF, 1 ) * CALL DGEMV( 'No transpose', N, P, -ONE, B, LDB, U, 1, ONE, DF, 1 ) * DNORM = DASUM( N, DF, 1 ) XNORM = DASUM( M, X, 1 ) + DASUM( P, U, 1 ) YNORM = ANORM + BNORM * IF( XNORM.LE.ZERO ) THEN RESULT = ZERO ELSE RESULT = ( ( DNORM / YNORM ) / XNORM ) / EPS END IF * RETURN * * End of DGLMTS * END |