GSP
Quick Navigator

Search Site

Unix VPS
A - Starter
B - Basic
C - Preferred
D - Commercial
MPS - Dedicated
Previous VPSs
* Sign Up! *

Support
Contact Us
Online Help
Handbooks
Domain Status
Man Pages

FAQ
Virtual Servers
Pricing
Billing
Technical

Network
Facilities
Connectivity
Topology Map

Miscellaneous
Server Agreement
Year 2038
Credits
 

USA Flag

 

 

Man Pages
zgglse.f(3) LAPACK zgglse.f(3)

zgglse.f -


subroutine zgglse (M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO)
 
ZGGLSE solves overdetermined or underdetermined systems for OTHER matrices

ZGGLSE solves overdetermined or underdetermined systems for OTHER matrices
Purpose:
 ZGGLSE 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*16 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*16 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*16 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*16 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*16 array, dimension (N)
          On exit, X is the solution of the LSE problem.
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 >= 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
          ZGEQRF, CGERQF, ZUNMQR 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:
November 2011
Definition at line 180 of file zgglse.f.

Generated automatically by Doxygen for LAPACK from the source code.
Sat Nov 16 2013 Version 3.4.2

Search for    or go to Top of page |  Section 3 |  Main Index

Powered by GSP Visit the GSP FreeBSD Man Page Interface.
Output converted with ManDoc.