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| SRC/lapack_64_obj/sgglse.f(3) | Library Functions Manual | SRC/lapack_64_obj/sgglse.f(3) | 
NAME¶
SRC/lapack_64_obj/sgglse.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine SGGLSE (m, n, p, a, lda, b, ldb, c, d, x, work,
    lwork, info)
  
   SGGLSE solves overdetermined or underdetermined systems for OTHER
    matrices
  
Function/Subroutine Documentation¶
subroutine SGGLSE (integer m, integer n, integer p, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, real, dimension( * ) c, real, dimension( * ) d, real, dimension( * ) x, real, dimension( * ) work, integer lwork, integer info)¶
SGGLSE solves overdetermined or underdetermined systems for OTHER matrices
Purpose:
!> !> SGGLSE solves the linear equality-constrained least squares (LSE) !> problem: !> !> minimize || c - A*x ||_2 subject to B*x = d !> !> where A is an M-by-N matrix, B is a P-by-N matrix, c is a given !> M-vector, and d is a given P-vector. It is assumed that !> P <= N <= M+P, and !> !> rank(B) = P and rank( (A) ) = N. !> ( (B) ) !> !> These conditions ensure that the LSE problem has a unique solution, !> which is obtained using a generalized RQ factorization of the !> matrices (B, A) given by !> !> B = (0 R)*Q, A = Z*T*Q. !> !> Callers of this subroutine should note that the singularity/rank-deficiency checks !> implemented in this subroutine are rudimentary. The STRTRS subroutine called by this !> subroutine only signals a failure due to singularity if the problem is exactly singular. !> !> It is conceivable for one (or more) of the factors involved in the generalized RQ !> factorization of the pair (B, A) to be subnormally close to singularity without this !> subroutine signalling an error. The solutions computed for such almost-rank-deficient !> problems may be less accurate due to a loss of numerical precision. !> !>
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 matrices A and B. N >= 0. !>
P
!> P is INTEGER !> The number of rows of the matrix B. 0 <= P <= N <= M+P. !>
A
!> A is REAL array, dimension (LDA,N) !> On entry, the M-by-N matrix A. !> On exit, the elements on and above the diagonal of the array !> contain the min(M,N)-by-N upper trapezoidal matrix T. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,M). !>
B
!> B is REAL array, dimension (LDB,N) !> On entry, the P-by-N matrix B. !> On exit, the upper triangle of the subarray B(1:P,N-P+1:N) !> contains the P-by-P upper triangular matrix R. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,P). !>
C
!> C is REAL array, dimension (M) !> On entry, C contains the right hand side vector for the !> least squares part of the LSE problem. !> On exit, the residual sum of squares for the solution !> is given by the sum of squares of elements N-P+1 to M of !> vector C. !>
D
!> D is REAL array, dimension (P) !> On entry, D contains the right hand side vector for the !> constrained equation. !> On exit, D is destroyed. !>
X
!> X is REAL array, dimension (N) !> On exit, X is the solution of the LSE problem. !>
WORK
!> WORK is REAL 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. LWORK >= max(1,M+N+P). !> For optimum performance LWORK >= P+min(M,N)+max(M,N)*NB, !> where NB is an upper bound for the optimal blocksizes for !> SGEQRF, SGERQF, SORMQR and SORMRQ. !> !> 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. !>
INFO
!> INFO is INTEGER !> = 0: successful exit. !> < 0: if INFO = -i, the i-th argument had an illegal value. !> = 1: the upper triangular factor R associated with B in the !> generalized RQ factorization of the pair (B, A) is exactly !> singular, so that rank(B) < P; the least squares !> solution could not be computed. !> = 2: the (N-P) by (N-P) part of the upper trapezoidal factor !> T associated with A in the generalized RQ factorization !> of the pair (B, A) is exactly singular, so that !> rank( (A) ) < N; the least squares solution could not !> ( (B) ) !> be computed. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 189 of file sgglse.f.
Author¶
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