Program f08zafe ! F08ZAF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: dgglse, 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, p ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: a(:,:), b(:,:), c(:), d(:), work(:), & x(:) ! .. Executable Statements .. Write (nout,*) 'F08ZAF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) Read (nin,*) m, n, p lda = m ldb = p lwork = p + n + nb*(m+n) Allocate (a(lda,n),b(ldb,n),c(m),d(p),work(lwork),x(n)) ! Read A, B, C and D from data file Read (nin,*)(a(i,1:n),i=1,m) Read (nin,*)(b(i,1:n),i=1,p) Read (nin,*) c(1:m) Read (nin,*) d(1:p) ! Solve the equality-constrained least-squares problem ! minimize ||c - A*x|| (in the 2-norm) subject to B*x = D ! The NAG name equivalent of dgglse is f08zaf Call dgglse(m,n,p,a,lda,b,ldb,c,d,x,work,lwork,info) ! Print least-squares solution Write (nout,*) 'Constrained least-squares solution' Write (nout,99999) x(1:n) ! Compute the square root of the residual sum of squares ! The NAG name equivalent of dnrm2 is f06ejf rnorm = dnrm2(m-n+p,c(n-p+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 f08zafe