/* nag_dggglm (f08zbc) Example Program. * * Copyright 2008 Numerical Algorithms Group. * * Mark 9, 2009. */ #include #include #include #include #include int main(void) { /* Scalars */ double rnorm; Integer i, j, m, n, p, pda, pdb; Integer exit_status = 0; NagError fail; Nag_OrderType order; /* Arrays */ double *a = 0, *b = 0, *d = 0, *x = 0, *y = 0; #ifdef NAG_COLUMN_MAJOR #define A(I, J) a[(J-1)*pda + I - 1] #define B(I, J) b[(J-1)*pdb + I - 1] order = Nag_ColMajor; #else #define A(I, J) a[(I-1)*pda + J - 1] #define B(I, J) b[(I-1)*pdb + J - 1] order = Nag_RowMajor; #endif INIT_FAIL(fail); printf("nag_dggglm (f08zbc) Example Program Results\n\n"); /* Skip heading in data file */ scanf("%*[^\n] "); scanf("%ld%ld%ld%*[^\n] ", &m, &n, &p); #ifdef NAG_COLUMN_MAJOR pda = m; pdb = m; #else pda = n; pdb = p; #endif /* Allocate memory */ if (!(a = NAG_ALLOC(n*m, double)) || !(b = NAG_ALLOC(m*p, double)) || !(d = NAG_ALLOC(m, double)) || !(x = NAG_ALLOC(n, double)) || !(y = NAG_ALLOC(p, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } /* Read A, B and D from data file */ for (i = 1; i <= m; ++i) for (j = 1; j <= n; ++j) scanf("%lf", &A(i, j)); scanf("%*[^\n] "); for (i = 1; i <= m; ++i) for (j = 1; j <= p; ++j) scanf("%lf", &B(i, j)); scanf("%*[^\n] "); for (i = 0; i < m; ++i) scanf("%lf", &d[i]); scanf("%*[^\n] "); /* Solve the weighted least squares problem: minimize ||inv(B)*(d - A*x)|| * (in the 2-norm) using nag_dggglm (f08zbc). */ nag_dggglm(order, m, n, p, a, pda, b, pdb, d, x, y, &fail); if (fail.code == NE_NOERROR) { /* Print least squares solution, x. */ printf("Weighted least-squares solution\n"); for (i = 0; i < n; ++i) printf(" %11.4f%s", x[i], i%7 == 6 ?"\n ":""); /* Print residual vector y = inv(B)*(d - A*x). */ printf("\n"); printf("%s\n", "Residual vector"); for (i = 0; i < p; ++i) printf(" %11.2e%s", y[i], i%7 == 6?"\n ":""); /* Compute and print the square root of the residual sum of squares using * nag_dge_norm (f16rac). */ nag_dge_norm(Nag_ColMajor, Nag_FrobeniusNorm, 1, p, y, 1, &rnorm, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_dge_norm (f16rac).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\nSquare root of the residual sum of squares\n %11.2e\n", rnorm); } else { printf("Error from nag_dggglm (f08zbc).\n%s\n", fail.message); exit_status = 1; } END: NAG_FREE(a); NAG_FREE(b); NAG_FREE(d); NAG_FREE(x); NAG_FREE(y); return exit_status; }