* F08KQF Example Program Text * Mark 21 Release. NAG Copyright 2004. * .. Parameters .. * \$ LRWORK=1 INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) INTEGER MMAX, NB, NLVL, NMAX, SMLSIZ PARAMETER (MMAX=8,NB=64,NLVL=10,NMAX=16,SMLSIZ=25) INTEGER LDA, LIWORK, LRWORK, LWORK PARAMETER (LDA=MMAX,LIWORK=3*MMAX*NLVL+11*MMAX, + LRWORK=10*MMAX+2*MMAX*SMLSIZ+8*MMAX*NLVL+3* + SMLSIZ+(SMLSIZ+1)**2,LWORK=2*MMAX+NB*(MMAX+NMAX)) * .. Local Scalars .. DOUBLE PRECISION RCOND INTEGER I, INFO, J, M, N, RANK * .. Local Arrays .. COMPLEX *16 A(LDA,NMAX), B(NMAX), WORK(LWORK) DOUBLE PRECISION RWORK(LRWORK), S(MMAX) INTEGER IWORK(LIWORK) * .. External Subroutines .. EXTERNAL ZGELSD * .. Executable Statements .. WRITE (NOUT,*) 'F08KQF Example Program Results' WRITE (NOUT,*) * Skip heading in data file READ (NIN,*) READ (NIN,*) M, N IF (M.LE.MMAX .AND. N.LE.NMAX .AND. M.LE.N) THEN * * Read A and B from data file * READ (NIN,*) ((A(I,J),J=1,N),I=1,M) READ (NIN,*) (B(I),I=1,M) * * Choose RCOND to reflect the relative accuracy of the input * data * RCOND = 0.01D0 * * Solve the least squares problem min( norm2(b - Ax) ) for the * x of minimum norm. * CALL ZGELSD(M,N,1,A,LDA,B,N,S,RCOND,RANK,WORK,LWORK,RWORK, + IWORK,INFO) * IF (INFO.EQ.0) THEN * * Print solution * WRITE (NOUT,*) 'Least squares solution' WRITE (NOUT,99999) (B(I),I=1,N) * * Print the effective rank of A * WRITE (NOUT,*) WRITE (NOUT,*) 'Tolerance used to estimate the rank of A' WRITE (NOUT,99998) RCOND WRITE (NOUT,*) 'Estimated rank of A' WRITE (NOUT,99997) RANK * * Print singular values of A * WRITE (NOUT,*) WRITE (NOUT,*) 'Singular values of A' WRITE (NOUT,99996) (S(I),I=1,M) ELSE IF (INFO.GT.0) THEN WRITE (NOUT,*) 'The SVD algorithm failed to converge' END IF ELSE WRITE (NOUT,*) 'MMAX and/or NMAX too small, and/or M.GT.N' END IF STOP * 99999 FORMAT (4(' (',F7.4,',',F7.4,')',:)) 99998 FORMAT (3X,1P,E11.2) 99997 FORMAT (1X,I6) 99996 FORMAT (1X,7F11.4) END