dggglm example program

This example solves the weighted least squares problem

\underset{x}{minimize} {‖B^{- 1} (d - A x)‖}_{2},

where

B = (\begin{matrix} 0.5 & 0.0 & 0.0 & 0.0 \\ 0.0 & 1.0 & 0.0 & 0.0 \\ 0.0 & 0.0 & 2.0 & 0.0 \\ 0.0 & 0.0 & 0.0 & 5.0 \end{matrix}), d = (\begin{matrix} 1.32 \\ - 4.00 \\ 5.52 \\ 3.24 \end{matrix}) and A = (\begin{array}{r} - 0.57 & - 1.28 & - 0.39 \\ - 1.93 & 1.08 & - 0.31 \\ 2.30 & 0.24 & - 0.40 \\ - 0.02 & 1.03 & - 1.43 \end{array}) .

Example program for dggglm