Program f08zbfe ! F08ZBF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: dggglm, 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(:,:), d(:), work(:), x(:), & y(:) ! .. Executable Statements .. Write (nout,*) 'F08ZBF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) Read (nin,*) m, n, p lda = m ldb = m lwork = n + m + nb*(m+p) Allocate (a(lda,n),b(ldb,p),d(m),work(lwork),x(n),y(p)) ! Read A, B and D from data file Read (nin,*)(a(i,1:n),i=1,m) Read (nin,*)(b(i,1:p),i=1,m) Read (nin,*) d(1:m) ! Solve the weighted least squares problem ! minimize ||inv(B)*(d - A*x)|| (in the 2-norm) ! The NAG name equivalent of dggglm is f08zbf Call dggglm(m,n,p,a,lda,b,ldb,d,x,y,work,lwork,info) ! Print least squares solution, x Write (nout,*) 'Weighted least-squares solution' Write (nout,99999) x(1:n) ! Print residual vector y = inv(B)*(d - A*x) Write (nout,*) Write (nout,*) 'Residual vector' Write (nout,99998) y(1:p) ! Compute and print the square root of the residual sum of ! squares ! The NAG name equivalent of dnrm2 is f06ejf rnorm = dnrm2(p,y,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,7E11.2) End Program f08zbfe