solve_lstsq example program

Author: perazz

example/linalg/CMakeLists.txt

@@ -18,6 +18,7 @@ ADD_EXAMPLE(state1)
 ADD_EXAMPLE(state2)
 ADD_EXAMPLE(blas_gemv)
 ADD_EXAMPLE(lapack_getrf)
-ADD_EXAMPLE(lstsq)
+ADD_EXAMPLE(lstsq1)
+ADD_EXAMPLE(lstsq2)
 ADD_EXAMPLE(determinant)
 ADD_EXAMPLE(determinant2)

example/linalg/example_lstsq.f90 renamed to example/linalg/example_lstsq1.f90

@@ -1,4 +1,5 @@
-program example_lstsq
+! Least-squares solver: functional interface
+program example_lstsq1
   use stdlib_linalg_constants, only: dp
   use stdlib_linalg, only: lstsq
   implicit none
@@ -22,4 +23,4 @@ program example_lstsq
   ! parabola:  -0.42857142857141695        1.1428571428571503        4.2857142857142811 
 
 
-end program example_lstsq
+end program example_lstsq1

example/linalg/example_lstsq2.f90

@@ -0,0 +1,40 @@
+! Demonstrate expert subroutine interface with pre-allocated arrays
+program example_lstsq2
+  use stdlib_linalg_constants, only: dp,ilp
+  use stdlib_linalg, only: solve_lstsq, lstsq_space, linalg_state_type
+  implicit none
+
+  integer, allocatable :: x(:),y(:)
+  real(dp), allocatable :: A(:,:),b(:),coef(:),real_space(:),singvals(:)
+  integer(ilp), allocatable :: int_space(:)
+  integer(ilp) :: lrwork,liwork,arank
+
+  ! Data set
+  x = [1, 2, 2]
+  y = [5, 13, 25]
+
+  ! Fit three points using a parabola, least squares method
+  ! A = [1 x x**2]
+  A = reshape([[1,1,1],x,x**2],[3,3])
+  b = y
+  
+  ! Get storage sizes for the arrays and pre-allocate data
+  call lstsq_space(A,b,lrwork,liwork)
+  allocate(coef(size(x)),real_space(lrwork),int_space(liwork),singvals(minval(shape(A))))
+  
+  ! Solve coefficients of y = coef(1) + x*coef(2) + x^2*coef(3)
+  ! with no internal allocations
+  call solve_lstsq(A,b,x=coef,              &
+                   real_storage=real_space, &
+                   int_storage=int_space,   &
+                   singvals=singvals,       &
+                   overwrite_a=.true.,      &
+                   rank=arank)
+  
+  print *, 'parabola: ',coef
+  ! parabola:  -0.42857142857141695        1.1428571428571503        4.2857142857142811 
+  print *, 'rank: ',arank
+  ! rank: 2
+
+
+end program example_lstsq2