sglmts.f - Man Page

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

SGLMTS

Purpose:

 SGLMTS tests SGGGLM - 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 REAL array, dimension (LDA,M)
          The N-by-M matrix A.

AF

          AF is REAL array, dimension (LDA,M)

LDA

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

B

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

BF

          BF is REAL array, dimension (LDB,P)

LDB

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

D

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

DF

          DF is REAL array, dimension( N )

X

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

U

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

WORK

          WORK is REAL 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 147 of file sglmts.f.