zgelsd.f - Online Linux Manual PageSection : 3
Updated : Tue Nov 14 2017
Source : Version 3.8.0
Note : LAPACK
NAMEzgelsd.f
SYNOPSIS
Functions/Subroutinessubroutine zgelsd (M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, RWORK, IWORK, INFO)
ZGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices
Function/Subroutine Documentation
subroutine zgelsd (integer M, integer N, integer NRHS, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) S, double precision RCOND, integer RANK, complex*16, dimension( * ) WORK, integer LWORK, double precision, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer INFO) ZGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices Purpose: ZGELSD computes the minimum-norm solution to a real linear least
squares problem:
minimize 2-norm(| b - A*x |)
using the singular value decomposition (SVD) 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 problem is solved in three steps:
(1) Reduce the coefficient matrix A to bidiagonal form with
Householder transformations, reducing the original problem
into a "bidiagonal least squares problem" (BLS)
(2) Solve the BLS using a divide and conquer approach.
(3) Apply back all the Householder transformations to solve
the original least squares problem.
The effective rank of A is determined by treating as zero those
singular values which are less than RCOND times the largest singular
value.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.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 the 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 destroyed.
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, B is overwritten by the N-by-NRHS solution matrix X.
If m >= n and RANK = n, the residual sum-of-squares for
the solution in the i-th column is given by the sum of
squares of the modulus of elements n+1:m in that column.
LDB LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,M,N).
S S is DOUBLE PRECISION array, dimension (min(M,N))
The singular values of A in decreasing order.
The condition number of A in the 2-norm = S(1)/S(min(m,n)).
RCOND RCOND is DOUBLE PRECISION
RCOND is used to determine the effective rank of A.
Singular values S(i) <= RCOND*S(1) are treated as zero.
If RCOND < 0, machine precision is used instead.
RANK RANK is INTEGER
The effective rank of A, i.e., the number of singular values
which are greater than RCOND*S(1).
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. LWORK must be at least 1.
The exact minimum amount of workspace needed depends on M,
N and NRHS. As long as LWORK is at least
2*N + N*NRHS
if M is greater than or equal to N or
2*M + M*NRHS
if M is less than N, the code will execute correctly.
For good performance, LWORK should generally be larger.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the array WORK and the
minimum sizes of the arrays RWORK and IWORK, and returns
these values as the first entries of the WORK, RWORK and
IWORK arrays, and no error message related to LWORK is issued
by XERBLA.
RWORK RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
LRWORK >=
10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
if M is greater than or equal to N or
10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
if M is less than N, the code will execute correctly.
SMLSIZ is returned by ILAENV and is equal to the maximum
size of the subproblems at the bottom of the computation
tree (usually about 25), and
NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
On exit, if INFO = 0, RWORK(1) returns the minimum LRWORK.
IWORK IWORK is INTEGER array, dimension (MAX(1,LIWORK))
LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
where MINMN = MIN( M,N ).
On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
INFO INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: the algorithm for computing the SVD failed to converge;
if INFO = i, i off-diagonal elements of an intermediate
bidiagonal form did not converge to zero.Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: June 2017 Contributors: Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA
Osni Marques, LBNL/NERSC, USA
Definition at line 227 of file zgelsd.f.
AuthorGenerated automatically by Doxygen for LAPACK from the source code. 0
Johanes Gumabo
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