cgglse.f(3) LAPACK cgglse.f(3)[top]NAMEcgglse.f-SYNOPSISFunctions/Subroutines subroutine cgglse (M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO) CGGLSE solves overdetermined or underdetermined systems for OTHER matricesFunction/Subroutine Documentation subroutine cgglse (integerM, integerN, integerP, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldb, * )B, integerLDB, complex, dimension( * )C, complex, dimension( * )D, complex, dimension( * )X, complex, dimension( * )WORK, integerLWORK, integerINFO) 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 =, 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 =-1, 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 cgglse.f.-iAuthorGenerated automatically by Doxygen for LAPACK from the source code.Version 3.4.2Tue Sep 25 2012 cgglse.f(3)

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