DGLMTS tests DGGGLM - a subroutine for solving the generalized


 linear model problem.

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

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.