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CGELS Example Program in Fortran
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* =============================================================================
*
* CGELS Example.
* ==============
*
* Program computes the minimum norm solution to the underdetermined linear
* system A*X = B with full rank matrix A using LQ factorization,
* where A is the coefficient matrix:
*
* ( -4.20, -3.44) ( -3.35, 1.52) ( 1.73, 8.85) ( 2.35, 0.34)
* ( -5.43, -8.81) ( -4.53, -8.47) ( 5.93, 3.75) ( -3.75, -5.66)
* ( -5.56, 3.39) ( 2.90, -9.22) ( 8.03, 9.37) ( 5.69, -0.47)
*
* and B is the right-hand side matrix:
*
* ( -7.02, 4.80) ( 3.88, -2.59)
* ( 0.62, -2.40) ( 1.57, 3.24)
* ( 3.10, -2.19) ( -6.93, -5.99)
*
* Description.
* ============
*
* The routine solves overdetermined or underdetermined complex linear systems
* involving an m-by-n matrix A, or its transpose, using a QR or LQ
* factorization of A. It is assumed that A has full rank.
*
* Several right hand side vectors b and solution vectors x can be handled
* in a single call; they are stored as the columns of the m-by-nrhs right
* hand side matrix B and the n-by-nrhs solution matrix X.
*
* Example Program Results.
* ========================
*
* CGELS Example Program Results
*
* Minimum norm solution
* ( -0.25, -0.04) ( -0.21, 0.42)
* ( 0.99, 0.27) ( -0.21, -0.43)
* ( 0.25, 0.43) ( -0.24, -0.13)
* ( -0.32, 0.14) ( -0.23, -0.09)
*
* Details of LQ factorization
* ( 11.40, 0.00) ( 0.18, -0.14) ( -0.23, -0.52) ( -0.15, 0.01)
* ( 7.73, -0.39) ( 15.32, 0.00) ( -0.22, 0.42) ( 0.45, 0.17)
* ( 8.60, -5.68) ( 3.96, 6.46) ( 12.54, 0.00) ( -0.02, -0.47)
* =============================================================================
*
* .. Parameters ..
INTEGER M, N, NRHS
PARAMETER ( M = 3, N = 4, NRHS = 2 )
INTEGER LDA, LDB
PARAMETER ( LDA = M, LDB = N )
INTEGER LWMAX
PARAMETER ( LWMAX = 100 )
*
* .. Local Scalars ..
INTEGER INFO, LWORK
*
* .. Local Arrays ..
COMPLEX A( LDA, N ), B( LDB, NRHS ), WORK( LWMAX )
DATA A/
$ (-4.20,-3.44),(-5.43,-8.81),(-5.56, 3.39),
$ (-3.35, 1.52),(-4.53,-8.47),( 2.90,-9.22),
$ ( 1.73, 8.85),( 5.93, 3.75),( 8.03, 9.37),
$ ( 2.35, 0.34),(-3.75,-5.66),( 5.69,-0.47)
$ /
DATA B/
$ (-7.02, 4.80),( 0.62,-2.40),( 3.10,-2.19),( 0.00, 0.00),
$ ( 3.88,-2.59),( 1.57, 3.24),(-6.93,-5.99),( 0.00, 0.00)
$ /
*
* .. External Subroutines ..
EXTERNAL CGELS
EXTERNAL PRINT_MATRIX
*
* .. Intrinsic Functions ..
INTRINSIC INT, MIN
*
* .. Executable Statements ..
WRITE(*,*)'CGELS Example Program Results'
*
* Query the optimal workspace.
*
LWORK = -1
CALL CGELS( 'No transpose', M, N, NRHS, A, LDA, B, LDB, WORK,
$ LWORK, INFO )
LWORK = MIN( LWMAX, INT( WORK( 1 ) ) )
*
* Solve the equations A*X = B.
*
CALL CGELS( 'No transpose', M, N, NRHS, A, LDA, B, LDB, WORK,
$ LWORK, INFO )
*
* Check for the full rank.
*
IF( INFO.GT.0 ) THEN
WRITE(*,*)'The diagonal element ',INFO,' of the triangular '
WRITE(*,*)'factor of A is zero, so that A does not have full '
WRITE(*,*)'rank; the minimum norm solution could not be '
WRITE(*,*)'computed.'
STOP
END IF
*
* Print minimum norm solution.
*
CALL PRINT_MATRIX( 'Minimum norm solution', N, NRHS, B, LDB )
*
* Print details of LQ factorization.
*
CALL PRINT_MATRIX( 'Details of LQ factorization', M, N, A, LDA )
STOP
END
*
* End of CGELS Example.
*
* =============================================================================
*
* Auxiliary routine: printing a matrix.
*
SUBROUTINE PRINT_MATRIX( DESC, M, N, A, LDA )
CHARACTER*(*) DESC
INTEGER M, N, LDA
COMPLEX A( LDA, * )
*
INTEGER I, J
*
WRITE(*,*)
WRITE(*,*) DESC
DO I = 1, M
WRITE(*,9998) ( A( I, J ), J = 1, N )
END DO
*
9998 FORMAT( 11(:,1X,'(',F6.2,',',F6.2,')') )
RETURN
END
Parent topic: CGELS Example