Dear Wenhua,
Assuming that m > n, the sample variance s^2 is given by
s^2 = r^T r/(m - n),
where r is the vector r = ( b_(n+1) b_(n+2) ... b_m )^T and b is the
relevant column of the right hand side matrix B.
Hope that helps. Best wishes,
Sven Hammarling.
P.S. Sorry to hear that you are switching from NAG!!
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