Program f08kqfe ! F08KQF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: nag_wp, zgelsd ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: rcond Integer :: i, info, lda, liwork, lrwork, lwork, & m, n, rank ! .. Local Arrays .. Complex (Kind=nag_wp), Allocatable :: a(:,:), b(:), work(:) Complex (Kind=nag_wp) :: lw(1) Real (Kind=nag_wp) :: lrw(1) Real (Kind=nag_wp), Allocatable :: rwork(:), s(:) Integer, Allocatable :: iwork(:) Integer :: liw(1) ! .. Intrinsic Procedures .. Intrinsic :: nint, real ! .. Executable Statements .. Write (nout,*) 'F08KQF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) Read (nin,*) m, n lda = m Allocate (a(lda,n),b(n),s(m)) ! Read A and B from data file Read (nin,*)(a(i,1:n),i=1,m) Read (nin,*) b(1:m) ! Choose RCOND to reflect the relative accuracy of the input ! data rcond = 0.01E0_nag_wp ! Call f08kqf/zgelsd in workspace query mode. lwork = -1 Call zgelsd(m,n,1,a,lda,b,n,s,rcond,rank,lw,lwork,lrw,liw,info) lwork = nint(real(lw(1))) lrwork = nint(lrw(1)) liwork = liw(1) Allocate (work(lwork),rwork(lrwork),iwork(liwork)) ! Solve the least squares problem min( norm2(b - Ax) ) for the ! x of minimum norm. ! The NAG name equivalent of zgelsd is f08kqf Call zgelsd(m,n,1,a,lda,b,n,s,rcond,rank,work,lwork,rwork,iwork,info) If (info==0) Then ! Print solution Write (nout,*) 'Least squares solution' Write (nout,99999) b(1:n) ! Print the effective rank of A Write (nout,*) Write (nout,*) 'Tolerance used to estimate the rank of A' Write (nout,99998) rcond Write (nout,*) 'Estimated rank of A' Write (nout,99997) rank ! Print singular values of A Write (nout,*) Write (nout,*) 'Singular values of A' Write (nout,99996) s(1:m) Else If (info>0) Then Write (nout,*) 'The SVD algorithm failed to converge' End If 99999 Format (4(' (',F7.4,',',F7.4,')':)) 99998 Format (3X,1P,E11.2) 99997 Format (1X,I6) 99996 Format (1X,7F11.4) End Program f08kqfe