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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