PROGRAM f08zsfe ! F08ZSF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : dznrm2, nag_wp, zgemv, zggqrf, ztrtrs, zunmqr, & zunmrq ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. COMPLEX (KIND=nag_wp), PARAMETER :: one = (1.0E0_nag_wp,0.0E0_nag_wp) COMPLEX (KIND=nag_wp), PARAMETER :: zero = (0.0E0_nag_wp,0.0E0_nag_wp) INTEGER, PARAMETER :: nb = 64, nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: rnorm INTEGER :: i, info, lda, ldb, lwork, m, n, p ! .. Local Arrays .. COMPLEX (KIND=nag_wp), ALLOCATABLE :: a(:,:), b(:,:), d(:), taua(:), & taub(:), work(:), y(:) ! .. Intrinsic Functions .. INTRINSIC max, min ! .. Executable Statements .. WRITE (nout,*) 'F08ZSF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) READ (nin,*) n, m, p lda = n ldb = n lwork = nb*(m+p) ALLOCATE (a(lda,m),b(ldb,p),d(n),taua(m),taub(m+p),work(lwork),y(p)) ! Read A, B and D from data file READ (nin,*) (a(i,1:m),i=1,n) READ (nin,*) (b(i,1:p),i=1,n) READ (nin,*) d(1:n) ! Compute the generalized QR factorization of (A,B) as ! A = Q*(R), B = Q*(T11 T12)*Z ! (0) ( 0 T22) ! The NAG name equivalent of zggqrf is f08zsf CALL zggqrf(n,m,p,a,lda,taua,b,ldb,taub,work,lwork,info) ! Compute c = (c1) = (Q**H)*d, storing the result in D ! (c2) ! The NAG name equivalent of zunmqr is f08auf CALL zunmqr('Left','Conjugate transpose',n,1,m,a,lda,taua,d,n,work, & lwork,info) ! Putting Z*y = w = (w1), set w1 = 0, storing the result in Y1 ! (w2) y(1:m+p-n) = zero IF (n>m) THEN ! Copy c2 into Y2 y(m+p-n+1:p) = d(m+1:n) ! Solve T22*w2 = c2 for w2, storing result in Y2 ! The NAG name equivalent of ztrtrs is f07tsf CALL ztrtrs('Upper','No transpose','Non-unit',n-m,1,b(m+1,m+p-n+1), & ldb,y(m+p-n+1),n-m,info) IF (info>0) THEN WRITE (nout,*) & 'The upper triangular factor, T22, of B is singular, ' WRITE (nout,*) 'the least squares solution could not be computed' GO TO 20 END IF ! Compute estimate of the square root of the residual sum of ! squares norm(y) = norm(w2) ! The NAG name equivalent of dznrm2 is f06jjf rnorm = dznrm2(n-m,y(m+p-n+1),1) ! Form c1 - T12*w2 in D ! The NAG name equivalent of zgemv is f06saf CALL zgemv('No transpose',m,n-m,-one,b(1,m+p-n+1),ldb,y(m+p-n+1),1, & one,d,1) END IF ! Solve R*x = c1 - T12*w2 for x ! The NAG name equivalent of ztrtrs is f07tsf CALL ztrtrs('Upper','No transpose','Non-unit',m,1,a,lda,d,m,info) IF (info>0) THEN WRITE (nout,*) 'The upper triangular factor, R, of A is singular, ' WRITE (nout,*) 'the least squares solution could not be computed' ELSE ! Compute y = (Z**H)*w ! The NAG name equivalent of zunmrq is f08cxf CALL zunmrq('Left','Conjugate transpose',p,1,min(n,p),b(max(1, & n-p+1),1),ldb,taub,y,p,work,lwork,info) ! Print least squares solution x WRITE (nout,*) 'Generalized least squares solution' WRITE (nout,99999) d(1:m) ! Print residual vector y WRITE (nout,*) WRITE (nout,*) 'Residual vector' WRITE (nout,99998) y(1:p) ! Print estimate of the square root of the residual sum of ! squares WRITE (nout,*) WRITE (nout,*) 'Square root of the residual sum of squares' WRITE (nout,99997) rnorm END IF 20 CONTINUE 99999 FORMAT (3(' (',F9.4,',',F9.4,')':)) 99998 FORMAT (3(' (',1P,E9.2,',',1P,E9.2,')':)) 99997 FORMAT (1X,1P,E10.2) END PROGRAM f08zsfe