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Sample Code for Linear Regression



Original Fortran Code:
CMP+ PRECISION LEVEL 500
CMP+ MIXED MODE SAFE
      program reg
      parameter (mdat=100, mpar=10)
CMP+  IMPLICIT MULTIP REAL (A-H, O-Z)
             .
             .
             .
c     -- X-transpose X
       do 30 i=1,npar
          do 40 j=1,npar
                xtx(i,j) = 0+0
                do 50 k=1,ndat
                   xtx(i,j) = xtx(i,j) +x(k,i)*x(k,j)
  50            continue
  40      continue
  30   continue
c
c     -- Inverse[X-transpose X]
       call matinv (xtx, xtxi, npar, maxpar, indx, d)
c
c     -- (X^T)Y
       do 60 i=1, npar
          xty(i) =0+0
          do 70 j=1, ndat
             xty(i) = xty(i) +x(j,i)*y(j)
 70       continue
 60    continue