TESTING/EIG/cglmts.f(3) Library Functions Manual TESTING/EIG/cglmts.f(3)

TESTING/EIG/cglmts.f


subroutine cglmts (n, m, p, a, af, lda, b, bf, ldb, d, df, x, u, work, lwork, rwork, result)
CGLMTS

CGLMTS

Purpose:

 CGLMTS tests CGGGLM - a subroutine for solving the generalized
 linear model problem.

Parameters

N
          N is INTEGER
          The number of rows of the matrices A and B.  N >= 0.

M

          M is INTEGER
          The number of columns of the matrix A.  M >= 0.

P

          P is INTEGER
          The number of columns of the matrix B.  P >= 0.

A

          A is COMPLEX array, dimension (LDA,M)
          The N-by-M matrix A.

AF

          AF is COMPLEX array, dimension (LDA,M)

LDA

          LDA is INTEGER
          The leading dimension of the arrays A, AF. LDA >= max(M,N).

B

          B is COMPLEX array, dimension (LDB,P)
          The N-by-P matrix A.

BF

          BF is COMPLEX array, dimension (LDB,P)

LDB

          LDB is INTEGER
          The leading dimension of the arrays B, BF. LDB >= max(P,N).

D

          D is COMPLEX array, dimension( N )
          On input, the left hand side of the GLM.

DF

          DF is COMPLEX array, dimension( N )

X

          X is COMPLEX array, dimension( M )
          solution vector X in the GLM problem.

U

          U is COMPLEX array, dimension( P )
          solution vector U in the GLM problem.

WORK

          WORK is COMPLEX array, dimension (LWORK)

LWORK

          LWORK is INTEGER
          The dimension of the array WORK.

RWORK

          RWORK is REAL array, dimension (M)

RESULT

          RESULT is REAL
          The test ratio:
                           norm( d - A*x - B*u )
            RESULT = -----------------------------------------
                     (norm(A)+norm(B))*(norm(x)+norm(u))*EPS

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 148 of file cglmts.f.

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