/* nag_dgels (f08aac) Example Program. * * Copyright 2011 Numerical Algorithms Group. * * Mark 23, 2011. */ #include #include #include #include #include int main(void) { /* Scalars */ double rnorm; Integer exit_status = 0, i, j, m, n, nrhs, pda, pdb; /* Arrays */ double *a = 0, *b = 0; /* Nag Types */ Nag_OrderType order; NagError fail; #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_dgels (f08aac) Example Program Results\n\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf("%ld%ld%ld%*[^\n]", &m, &n, &nrhs); /* Allocate memory */ if (!(a = NAG_ALLOC(m*m, double)) || !(b = NAG_ALLOC(m*nrhs, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } #ifdef NAG_COLUMN_MAJOR pda = m; pdb = m; #else pda = n; pdb = nrhs; #endif /* Read A and B 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 <= nrhs; ++j) scanf("%lf", &B(i, j)); scanf("%*[^\n]"); /* nag_dgels (f08aac). * Solve the least squares problem min( norm2(b - Ax) ) for x. */ nag_dgels(order, Nag_NoTrans, m, n, nrhs, a, pda, b, pdb, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_dgels (f08aac).\n%s\n", fail.message); exit_status = 1; goto END; } /* Print solution */ printf("Least squares solution\n"); for (i = 1; i <= n; ++i) { for (j = 1; j <= nrhs; ++j) printf("%11.4f%s", B(i, j), j%7 == 0?"\n":" "); printf("\n"); } /* nag_dge_norm (f16rac). * Compute and print estimate of the square root of the residual * sum of squares. */ nag_dge_norm(order, Nag_FrobeniusNorm, m - n, 1, &B(n + 1,1), pdb, &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"); printf("%11.2e\n", rnorm); END: if (a) NAG_FREE(a); if (b) NAG_FREE(b); return exit_status; } #undef A #undef B