table of contents
/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
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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