DLSETS
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
DLSETS tests DGGLSE - a subroutine for solving linear equality
constrained least square problem (LSE).
constrained least square problem (LSE).
Arguments
| M |
(input) INTEGER
The number of rows of the matrix A. M >= 0.
|
| P |
(input) INTEGER
The number of rows of the matrix B. P >= 0.
|
| N |
(input) INTEGER
The number of columns of the matrices A and B. N >= 0.
|
| A |
(input) DOUBLE PRECISION array, dimension (LDA,N)
The M-by-N matrix A.
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| AF |
(workspace) DOUBLE PRECISION array, dimension (LDA,N)
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| LDA |
(input) INTEGER
The leading dimension of the arrays A, AF, Q and R.
LDA >= max(M,N). |
| B |
(input) DOUBLE PRECISION array, dimension (LDB,N)
The P-by-N matrix A.
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| BF |
(workspace) DOUBLE PRECISION array, dimension (LDB,N)
|
| LDB |
(input) INTEGER
The leading dimension of the arrays B, BF, V and S.
LDB >= max(P,N). |
| C |
(input) DOUBLE PRECISION array, dimension( M )
the vector C in the LSE problem.
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| CF |
(workspace) DOUBLE PRECISION array, dimension( M )
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| D |
(input) DOUBLE PRECISION array, dimension( P )
the vector D in the LSE problem.
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| DF |
(workspace) DOUBLE PRECISION array, dimension( P )
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| X |
(output) DOUBLE PRECISION array, dimension( N )
solution vector X in the LSE problem.
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| WORK |
(workspace) DOUBLE PRECISION array, dimension (LWORK)
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| LWORK |
(input) INTEGER
The dimension of the array WORK.
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| RWORK |
(workspace) DOUBLE PRECISION array, dimension (M)
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| RESULT |
(output) DOUBLE PRECISION array, dimension (2)
The test ratios:
RESULT(1) = norm( A*x - c )/ norm(A)*norm(X)*EPS RESULT(2) = norm( B*x - d )/ norm(B)*norm(X)*EPS |