SLSETS
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
SLSETS tests SGGLSE - 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) REAL array, dimension (LDA,N)
The M-by-N matrix A.
|
| AF |
(workspace) REAL array, dimension (LDA,N)
|
| LDA |
(input) INTEGER
The leading dimension of the arrays A, AF, Q and R.
LDA >= max(M,N). |
| B |
(input) REAL array, dimension (LDB,N)
The P-by-N matrix A.
|
| BF |
(workspace) REAL array, dimension (LDB,N)
|
| LDB |
(input) INTEGER
The leading dimension of the arrays B, BF, V and S.
LDB >= max(P,N). |
| C |
(input) REAL array, dimension( M )
the vector C in the LSE problem.
|
| CF |
(workspace) REAL array, dimension( M )
|
| D |
(input) REAL array, dimension( P )
the vector D in the LSE problem.
|
| DF |
(workspace) REAL array, dimension( P )
|
| X |
(output) REAL array, dimension( N )
solution vector X in the LSE problem.
|
| WORK |
(workspace) REAL array, dimension (LWORK)
|
| LWORK |
(input) INTEGER
The dimension of the array WORK.
|
| RWORK |
(workspace) REAL array, dimension (M)
|
| RESULT |
(output) REAL 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 |