PROGRAM f08kcfe ! F08KCF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : dgelsd, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: rcond INTEGER :: i, info, lda, liwork, lwork, m, n, & rank ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), b(:), s(:), work(:) REAL (KIND=nag_wp) :: lw(1) INTEGER, ALLOCATABLE :: iwork(:) INTEGER :: liw(1) ! .. Intrinsic Functions .. INTRINSIC nint ! .. Executable Statements .. WRITE (nout,*) 'F08KCF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) READ (nin,*) m, n lda = m ALLOCATE (a(lda,n),b(n),s(m)) ! Read A and B from data file READ (nin,*) (a(i,1:n),i=1,m) READ (nin,*) b(1:m) ! Choose RCOND to reflect the relative accuracy of the input ! data rcond = 0.01_nag_wp ! Call f08kcf/dgelsd in workspace query mode. lwork = -1 ! The NAG name equivalent of dgelsd is f08kcf CALL dgelsd(m,n,1,a,lda,b,n,s,rcond,rank,lw,lwork,liw,info) lwork = nint(lw(1)) liwork = liw(1) ALLOCATE (work(lwork),iwork(liwork)) ! Now Solve the least squares problem min( norm2(b - Ax) ) for the ! x of minimum norm. CALL dgelsd(m,n,1,a,lda,b,n,s,rcond,rank,work,lwork,iwork,info) IF (info==0) THEN ! Print solution WRITE (nout,*) 'Least squares solution' WRITE (nout,99999) b(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,99999) s(1:m) ELSE WRITE (nout,*) 'The SVD algorithm failed to converge' END IF 99999 FORMAT (1X,7F11.4) 99998 FORMAT (3X,1P,E11.2) 99997 FORMAT (1X,I6) END PROGRAM f08kcfe