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/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/zgelsy.f(3) Library Functions Manual /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/zgelsy.f(3)

NAME

/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/zgelsy.f

SYNOPSIS

Functions/Subroutines


subroutine ZGELSY (m, n, nrhs, a, lda, b, ldb, jpvt, rcond, rank, work, lwork, rwork, info)
ZGELSY solves overdetermined or underdetermined systems for GE matrices

Function/Subroutine Documentation

subroutine ZGELSY (integer m, integer n, integer nrhs, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, integer, dimension( * ) jpvt, double precision rcond, integer rank, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, integer info)

ZGELSY solves overdetermined or underdetermined systems for GE matrices

Purpose:

!>
!> ZGELSY computes the minimum-norm solution to a complex linear least
!> squares problem:
!>     minimize || A * X - B ||
!> using a complete orthogonal factorization of A.  A is an M-by-N
!> matrix which may be rank-deficient.
!>
!> Several right hand side vectors b and solution vectors x can be
!> handled in a single call; they are stored as the columns of the
!> M-by-NRHS right hand side matrix B and the N-by-NRHS solution
!> matrix X.
!>
!> The routine first computes a QR factorization with column pivoting:
!>     A * P = Q * [ R11 R12 ]
!>                 [  0  R22 ]
!> with R11 defined as the largest leading submatrix whose estimated
!> condition number is less than 1/RCOND.  The order of R11, RANK,
!> is the effective rank of A.
!>
!> Then, R22 is considered to be negligible, and R12 is annihilated
!> by unitary transformations from the right, arriving at the
!> complete orthogonal factorization:
!>    A * P = Q * [ T11 0 ] * Z
!>                [  0  0 ]
!> The minimum-norm solution is then
!>    X = P * Z**H [ inv(T11)*Q1**H*B ]
!>                 [        0         ]
!> where Q1 consists of the first RANK columns of Q.
!>
!> This routine is basically identical to the original xGELSX except
!> three differences:
!>   o The permutation of matrix B (the right hand side) is faster and
!>     more simple.
!>   o The call to the subroutine xGEQPF has been substituted by the
!>     the call to the subroutine xGEQP3. This subroutine is a Blas-3
!>     version of the QR factorization with column pivoting.
!>   o Matrix B (the right hand side) is updated with Blas-3.
!> 

Parameters

M

!>          M is INTEGER
!>          The number of rows of the matrix A.  M >= 0.
!> 

N

!>          N is INTEGER
!>          The number of columns of the matrix A.  N >= 0.
!> 

NRHS

!>          NRHS is INTEGER
!>          The number of right hand sides, i.e., the number of
!>          columns of matrices B and X. NRHS >= 0.
!> 

A

!>          A is COMPLEX*16 array, dimension (LDA,N)
!>          On entry, the M-by-N matrix A.
!>          On exit, A has been overwritten by details of its
!>          complete orthogonal factorization.
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max(1,M).
!> 

B

!>          B is COMPLEX*16 array, dimension (LDB,NRHS)
!>          On entry, the M-by-NRHS right hand side matrix B.
!>          On exit, the N-by-NRHS solution matrix X.
!>          If M = 0 or N = 0, B is not referenced.
!> 

LDB

!>          LDB is INTEGER
!>          The leading dimension of the array B. LDB >= max(1,M,N).
!> 

JPVT

!>          JPVT is INTEGER array, dimension (N)
!>          On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
!>          to the front of AP, otherwise column i is a free column.
!>          On exit, if JPVT(i) = k, then the i-th column of A*P
!>          was the k-th column of A.
!> 

RCOND

!>          RCOND is DOUBLE PRECISION
!>          RCOND is used to determine the effective rank of A, which
!>          is defined as the order of the largest leading triangular
!>          submatrix R11 in the QR factorization with pivoting of A,
!>          whose estimated condition number < 1/RCOND.
!> 

RANK

!>          RANK is INTEGER
!>          The effective rank of A, i.e., the order of the submatrix
!>          R11.  This is the same as the order of the submatrix T11
!>          in the complete orthogonal factorization of A.
!>          If NRHS = 0, RANK = 0 on output.
!> 

WORK

!>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
!>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
!> 

LWORK

!>          LWORK is INTEGER
!>          The dimension of the array WORK.
!>          The unblocked strategy requires that:
!>            LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS )
!>          where MN = min(M,N).
!>          The block algorithm requires that:
!>            LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS )
!>          where NB is an upper bound on the blocksize returned
!>          by ILAENV for the routines ZGEQP3, ZTZRZF, CTZRQF, ZUNMQR,
!>          and ZUNMRZ.
!>
!>          If LWORK = -1, then a workspace query is assumed; the routine
!>          only calculates the optimal size of the WORK array, returns
!>          this value as the first entry of the WORK array, and no error
!>          message related to LWORK is issued by XERBLA.
!> 

RWORK

!>          RWORK is DOUBLE PRECISION array, dimension (2*N)
!> 

INFO

!>          INFO is INTEGER
!>          = 0: successful exit
!>          < 0: if INFO = -i, the i-th argument had an illegal value
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain

Definition at line 210 of file zgelsy.f.

Author

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