PROGRAM f08aafe ! F08AAF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : dgels, dnrm2, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nb = 64, nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: rnorm INTEGER :: i, info, lda, ldb, lwork, m, n, nrhs ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), b(:), work(:) ! .. Executable Statements .. WRITE (nout,*) 'F08AAF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) READ (nin,*) m, n lda = m lwork = n + nb*m ALLOCATE (a(lda,n),b(m),work(lwork)) ! Read A and B from data file READ (nin,*) (a(i,1:n),i=1,m) READ (nin,*) b(1:m) ! Solve the least squares problem min( norm2(b - Ax) ) for x nrhs = 1 ldb = m ! The NAG name equivalent of dgels is f08aaf CALL dgels('No transpose',m,n,nrhs,a,lda,b,ldb,work,lwork,info) ! Print solution WRITE (nout,*) 'Least squares solution' WRITE (nout,99999) b(1:n) ! Compute and print estimate of the square root of the residual ! sum of squares ! The NAG name equivalent of dnrm2 is f06ejf rnorm = dnrm2(m-n,b(n+1),1) WRITE (nout,*) WRITE (nout,*) 'Square root of the residual sum of squares' WRITE (nout,99998) rnorm 99999 FORMAT (1X,7F11.4) 99998 FORMAT (3X,1P,E11.2) END PROGRAM f08aafe