TESTING/EIG/dglmts.f(3)

NAME
TESTING/EIG/dglmts.f

SYNOPSIS

  Functions/Subroutines
subroutine dglmts (n, m, p, a, af, lda, b, bf, ldb, d, df, x, u, work, lwork, rwork, result)
DGLMTS

Function/Subroutine Documentation

  subroutine dglmts (integer n, integer m, integer p, double precision, dimension( lda, * ) a, double precision, dimension( lda, * ) af, integer lda, double precision, dimension( ldb, * ) b, double precision, dimension( ldb, * ) bf, integer ldb, double precision, dimension( * ) d, double precision, dimension( * ) df, double precision, dimension( * ) x, double precision, dimension( * ) u, double precision, dimension( lwork ) work, integer lwork, double precision, dimension( * ) rwork, double precision result)

DGLMTS

Purpose:

    !>
    !> DGLMTS tests DGGGLM - 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 DOUBLE PRECISION array, dimension (LDA,M)
    !>          The N-by-M matrix A.
    !>

    AF

    !>          AF is DOUBLE PRECISION array, dimension (LDA,M)
    !>

    LDA

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

    B

    !>          B is DOUBLE PRECISION array, dimension (LDB,P)
    !>          The N-by-P matrix A.
    !>

    BF

    !>          BF is DOUBLE PRECISION array, dimension (LDB,P)
    !>

    LDB

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

    D

    !>          D is DOUBLE PRECISION array, dimension( N )
    !>          On input, the left hand side of the GLM.
    !>

    DF

    !>          DF is DOUBLE PRECISION array, dimension( N )
    !>

    X

    !>          X is DOUBLE PRECISION array, dimension( M )
    !>          solution vector X in the GLM problem.
    !>

    U

    !>          U is DOUBLE PRECISION array, dimension( P )
    !>          solution vector U in the GLM problem.
    !>

    WORK

    !>          WORK is DOUBLE PRECISION array, dimension (LWORK)
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The dimension of the array WORK.
    !>

    RWORK

    !>          RWORK is DOUBLE PRECISION array, dimension (M)
    !>

    RESULT

    !>          RESULT is DOUBLE PRECISION
    !>          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 144 of file dglmts.f.

Author

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