! E04YCF Example Program Text ! Mark 23 Release. NAG Copyright 2011. MODULE e04ycfe_mod ! E04YCF Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. USE nag_library, ONLY : nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: mdec = 15, ndec = 3, nin = 5, & nout = 6 INTEGER, PARAMETER :: & lwork = 7*ndec + ndec*ndec + 2*mdec*ndec + 3*mdec+ ndec*(ndec-1)/2 ! .. Local Arrays .. REAL (KIND=nag_wp) :: t(mdec,ndec), y(mdec) CONTAINS SUBROUTINE lsfun1(m,n,xc,fvec,iuser,ruser) ! Routine to evaluate the residuals ! .. Implicit None Statement .. IMPLICIT NONE ! .. Scalar Arguments .. INTEGER, INTENT (IN) :: m, n ! .. Array Arguments .. REAL (KIND=nag_wp), INTENT (OUT) :: fvec(m) REAL (KIND=nag_wp), INTENT (INOUT) :: ruser(*) REAL (KIND=nag_wp), INTENT (IN) :: xc(n) INTEGER, INTENT (INOUT) :: iuser(*) ! .. Executable Statements .. fvec(1:m) = xc(1) + t(1:m,1)/(xc(2)*t(1:m,2)+xc(3)*t(1:m,3)) - & y(1:m) RETURN END SUBROUTINE lsfun1 END MODULE e04ycfe_mod PROGRAM e04ycfe ! E04YCF Example Main Program ! .. Use Statements .. USE nag_library, ONLY : e04fyf, e04ycf, nag_wp USE e04ycfe_mod, ONLY : lsfun1, lwork, mdec, ndec, nin, nout, t, y ! .. Implicit None Statement .. IMPLICIT NONE ! .. Local Scalars .. REAL (KIND=nag_wp) :: fsumsq INTEGER :: i, ifail, job, ldv, m, n, ns, nv ! .. Local Arrays .. REAL (KIND=nag_wp) :: cj(ndec), ruser(1), work(lwork), & x(ndec) INTEGER :: iuser(1) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'E04YCF Example Program Results' ! Skip heading in data file READ (nin,*) m = mdec n = ndec ! Observations of TJ (J = 1, 2, ..., n) are held in T(I, J) ! (I = 1, 2, ..., m) DO i = 1, m READ (nin,*) y(i), t(i,1:n) END DO x(1:n) = (/ 0.5E0_nag_wp, 1.0E0_nag_wp, 1.5E0_nag_wp/) ifail = -1 CALL e04fyf(m,n,lsfun1,x,fsumsq,work,lwork,iuser,ruser,ifail) SELECT CASE (ifail) CASE (0,2:) WRITE (nout,*) WRITE (nout,99999) 'On exit, the sum of squares is', fsumsq WRITE (nout,*) 'at the point' WRITE (nout,99998) x(1:n) ! Compute estimates of the variances of the sample regression ! coefficients at the final point. ! Since NS is greater than N we can use the first N elements ! of the array WORK for the dummy argument WORK. ns = 6*n + 2*m + m*n + 1 + max(1,(n*(n-1))/2) nv = ns + n job = 0 ldv = n ifail = -1 CALL e04ycf(job,m,n,fsumsq,work(ns),work(nv),ldv,cj,work,ifail) SELECT CASE (ifail) CASE (0,3:) WRITE (nout,*) WRITE (nout,*) 'and estimates of the variances of the sample' WRITE (nout,*) 'regression coefficients are' WRITE (nout,99998) cj(1:n) END SELECT END SELECT 99999 FORMAT (1X,A,F12.4) 99998 FORMAT (1X,3F12.4) END PROGRAM e04ycfe