cglmts.f3

Usage

Functions/Subroutines

subroutine cglmts (n, m, p, a, af, lda, b, bf, ldb, d, df, x, u, work, lwork, rwork, result)
CGLMTS

Function/Subroutine Documentation

subroutine cglmts (integer n, integer m, integer p, complex, dimension( lda, * ) a, complex, dimension( lda, * ) af, integer lda, complex, dimension( ldb, * ) b, complex, dimension( ldb, * ) bf, integer ldb, complex, dimension( * ) d, complex, dimension( * ) df, complex, dimension( * ) x, complex, dimension( * ) u, complex, dimension( lwork ) work, integer lwork, real, dimension( * ) rwork, real result)

CGLMTS

Purpose:

!>
!> CGLMTS tests CGGGLM - a subroutine for solving the generalized
!> linear model problem.
!>

Parameters

!>          N is INTEGER
!>          The number of rows of the matrices A and B.  N >= 0.
!>

!>          M is INTEGER
!>          The number of columns of the matrix A.  M >= 0.
!>

!>          P is INTEGER
!>          The number of columns of the matrix B.  P >= 0.
!>

!>          A is COMPLEX array, dimension (LDA,M)
!>          The N-by-M matrix A.
!>

!>          AF is COMPLEX array, dimension (LDA,M)
!>

LDA

!>          LDA is INTEGER
!>          The leading dimension of the arrays A, AF. LDA >= max(M,N).
!>

!>          B is COMPLEX array, dimension (LDB,P)
!>          The N-by-P matrix A.
!>

!>          BF is COMPLEX array, dimension (LDB,P)
!>

LDB

!>          LDB is INTEGER
!>          The leading dimension of the arrays B, BF. LDB >= max(P,N).
!>

!>          D is COMPLEX array, dimension( N )
!>          On input, the left hand side of the GLM.
!>

!>          DF is COMPLEX array, dimension( N )
!>

!>          X is COMPLEX array, dimension( M )
!>          solution vector X in the GLM problem.
!>

!>          U is COMPLEX array, dimension( P )
!>          solution vector U in the GLM problem.
!>

WORK

!>          WORK is COMPLEX array, dimension (LWORK)
!>

LWORK

!>          LWORK is INTEGER
!>          The dimension of the array WORK.
!>

RWORK

!>          RWORK is REAL array, dimension (M)
!>

RESULT

!>          RESULT is REAL
!>          The test ratio:
!>                           norm( d - A*x - B*u )
!>            RESULT = -----------------------------------------
!>                     (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
!>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 148 of file cglmts.f.