
NAMEzgelsd.f SYNOPSISFunctions/Subroutinessubroutine zgelsd (M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, RWORK, IWORK, INFO) Function/Subroutine Documentationsubroutine zgelsd (integerM, integerN, integerNRHS, complex*16, dimension( lda, * )A, integerLDA, complex*16, dimension( ldb, * )B, integerLDB, double precision, dimension( * )S, double precisionRCOND, integerRANK, complex*16, dimension( * )WORK, integerLWORK, double precision, dimension( * )RWORK, integer, dimension( * )IWORK, integerINFO)ZGELSD computes the minimumnorm solution to a linear least squares problem for GE matrices Purpose:ZGELSD computes the minimumnorm solution to a real linear least squares problem: minimize 2norm( b  A*x ) using the singular value decomposition (SVD) of A. A is an MbyN matrix which may be rankdeficient. 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 MbyNRHS right hand side matrix B and the NbyNRHS solution matrix X. The problem is solved in three steps: (1) Reduce the coefficient matrix A to bidiagonal form with Householder tranformations, 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 tranformations 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 XMP, Cray YMP, Cray C90, or Cray2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. M
Author:
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 MbyN 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 MbyNRHS right hand side matrix B. On exit, B is overwritten by the NbyNRHS solution matrix X. If m >= n and RANK = n, the residual sumofsquares for the solution in the ith 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 2norm = 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 ith argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i offdiagonal elements of an intermediate bidiagonal form did not converge to zero. Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Contributors:
Ming Gu and RenCang Li, Computer Science Division,
University of California at Berkeley, USA
Definition at line 225 of file zgelsd.f.
Osni Marques, LBNL/NERSC, USA AuthorGenerated automatically by Doxygen for LAPACK from the source code.
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