/* nag_zgeqpf (f08bsc) Example Program. * * Copyright 2001 Numerical Algorithms Group. * * Mark 7, 2001. */ #include #include #include #include #include #include #include #include int main(void) { /* Scalars */ double tol; Integer i, j, jpvt_len, k, m, n, nrhs; Integer pda, pdb, pdx, tau_len; Integer exit_status=0; NagError fail; Nag_OrderType order; /* Arrays */ Complex *a=0, *b=0, *tau=0, *x=0; Integer *jpvt=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] #define X(I,J) x[(J-1)*pdx + 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] #define X(I,J) x[(I-1)*pdx + J - 1] order = Nag_RowMajor; #endif INIT_FAIL(fail); Vprintf("nag_zgeqpf (f08bsc) Example Program Results\n\n"); /* Skip heading in data file */ Vscanf("%*[^\n] "); Vscanf("%ld%ld%ld%*[^\n] ", &m, &n, &nrhs); #ifdef NAG_COLUMN_MAJOR pda = m; pdb = m; pdx = m; #else pda = n; pdb = nrhs; pdx = nrhs; #endif tau_len = MIN(m,n); jpvt_len = n; /* Allocate memory */ if ( !(a = NAG_ALLOC(m * n, Complex)) || !(b = NAG_ALLOC(m * nrhs, Complex)) || !(tau = NAG_ALLOC(tau_len, Complex)) || !(x = NAG_ALLOC(m * nrhs, Complex)) || !(jpvt = NAG_ALLOC(jpvt_len, Integer)) ) { Vprintf("Allocation failure\n"); exit_status = -1; goto END; } /* Read A and B from data file */ for (i = 1; i <= m; ++i) { for (j = 1; j <= n; ++j) Vscanf(" ( %lf , %lf )", &A(i,j).re, &A(i,j).im); } Vscanf("%*[^\n] "); for (i = 1; i <= m; ++i) { for (j = 1; j <= nrhs; ++j) Vscanf(" ( %lf , %lf )", &B(i,j).re, &B(i,j).im); } Vscanf("%*[^\n] "); /* Initialize JPVT to be zero so that all columns are free */ /* nag_iload (f16dbc). * Broadcast scalar into integer vector */ nag_iload(n, 0, jpvt, 1, &fail); /* Compute the QR factorization of A */ /* nag_zgeqpf (f08bsc). * QR factorization of complex general rectangular matrix * with column pivoting */ nag_zgeqpf(order, m, n, a, pda, jpvt, tau, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_zgeqpf (f08bsc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Choose TOL to reflect the relative accuracy of the input data */ tol = 0.01; /* Determine which columns of R to use */ for (k = 1; k <= n; ++k) { /* nag_complex_abs (a02dbc). * Modulus of a complex number */ if (nag_complex_abs(A(k, k)) <= tol * a02dbc(A(1, 1))) break; } --k; /* Compute C = (Q**H)*B, storing the result in B */ /* nag_zunmqr (f08auc). * Apply unitary transformation determined by nag_zgeqrf * (f08asc) or nag_zgeqpf (f08bsc) */ nag_zunmqr(order, Nag_LeftSide, Nag_ConjTrans, m, nrhs, n, a, pda, tau, b, pdb, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_zunmqr (f08auc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Compute least-squares solution by backsubstitution in R*B = C */ /* nag_ztrtrs (f07tsc). * Solution of complex triangular system of linear * equations, multiple right-hand sides */ nag_ztrtrs(order, Nag_Upper, Nag_NoTrans, Nag_NonUnitDiag, k, nrhs, a, pda, b, pdb, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_ztrtrs (f07tsc).\n%s\n", fail.message); exit_status = 1; goto END; } for (i = k + 1; i <= n; ++i) { for (j = 1; j <= nrhs; ++j) { B(i,j).re = 0.0; B(i,j).im = 0.0; } } /* Unscramble the least-squares solution stored in B */ for (i = 1; i <= n; ++i) { for (j = 1; j <= nrhs; ++j) { X(jpvt[i - 1], j).re = B(i, j).re; X(jpvt[i - 1], j).im = B(i, j).im; } } /* Print least-squares solution */ /* nag_gen_complx_mat_print_comp (x04dbc). * Print complex general matrix (comprehensive) */ nag_gen_complx_mat_print_comp(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, x, pdx, Nag_BracketForm, "%7.4f", "Least-squares solution", Nag_IntegerLabels, 0, Nag_IntegerLabels, 0, 80, 0, 0, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_gen_complx_mat_print_comp (x04dbc).\n%s\n", fail.message); exit_status = 1; goto END; } END: if (a) NAG_FREE(a); if (b) NAG_FREE(b); if (tau) NAG_FREE(tau); if (x) NAG_FREE(x); if (jpvt) NAG_FREE(jpvt); return exit_status; }