cgglse.f - Online Linux Manual PageSection : 3
Updated : Tue Nov 14 2017
Source : Version 3.8.0
Note : LAPACK
NAMEcgglse.f
SYNOPSIS
Functions/Subroutinessubroutine cgglse (M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO)
CGGLSE solves overdetermined or underdetermined systems for OTHER matrices
Function/Subroutine Documentation
subroutine cgglse (integer M, integer N, integer P, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) C, complex, dimension( * ) D, complex, dimension( * ) X, complex, dimension( * ) WORK, integer LWORK, integer INFO) CGGLSE solves overdetermined or underdetermined systems for OTHER matrices Purpose: CGGLSE 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.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 COMPLEX 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 COMPLEX 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 COMPLEX 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 COMPLEX array, dimension (P)
On entry, D contains the right hand side vector for the
constrained equation.
On exit, D is destroyed.
X X is COMPLEX array, dimension (N)
On exit, X is the solution of the LSE problem.
WORK WORK is COMPLEX 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
CGEQRF, CGERQF, CUNMQR and CUNMRQ.
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
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 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. Date: December 2016 Definition at line 182 of file cgglse.f.
AuthorGenerated automatically by Doxygen for LAPACK from the source code. 0
Johanes Gumabo
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