subroutine zgglse (M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO)
subroutine zgglse (integerM, integerN, integerP, complex*16, dimension( lda, * )A, integerLDA, complex*16, dimension( ldb, * )B, integerLDB, complex*16, dimension( * )C, complex*16, dimension( * )D, complex*16, dimension( * )X, complex*16, dimension( * )WORK, integerLWORK, integerINFO)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.
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.
Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:
November 2011Definition at line 180 of file zgglse.f.