dgelsy (3) - Linux Manuals

NAME

dgelsy.f -

SYNOPSIS


Functions/Subroutines


subroutine dgelsy (M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, INFO)
DGELSY solves overdetermined or underdetermined systems for GE matrices

Function/Subroutine Documentation

subroutine dgelsy (integerM, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integer, dimension( * )JPVT, double precisionRCOND, integerRANK, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DGELSY solves overdetermined or underdetermined systems for GE matrices

Purpose: 

 DGELSY computes the minimum-norm solution to a real linear least
 squares problem:
     minimize || A * X - B ||
 using a complete orthogonal factorization 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 routine first computes a QR factorization with column pivoting:
     A * P = Q * [ R11 R12 ]
                 [  0  R22 ]
 with R11 defined as the largest leading submatrix whose estimated
 condition number is less than 1/RCOND.  The order of R11, RANK,
 is the effective rank of A.

 Then, R22 is considered to be negligible, and R12 is annihilated
 by orthogonal transformations from the right, arriving at the
 complete orthogonal factorization:
    A * P = Q * [ T11 0 ] * Z
                [  0  0 ]
 The minimum-norm solution is then
    X = P * Z**T [ inv(T11)*Q1**T*B ]
                 [        0         ]
 where Q1 consists of the first RANK columns of Q.

 This routine is basically identical to the original xGELSX except
 three differences:
   o The call to the subroutine xGEQPF has been substituted by the
     the call to the subroutine xGEQP3. This subroutine is a Blas-3
     version of the QR factorization with column pivoting.
   o Matrix B (the right hand side) is updated with Blas-3.
   o The permutation of matrix B (the right hand side) is faster and
     more simple.


 

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 matrices B and X. NRHS >= 0.


A 

          A is DOUBLE PRECISION array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit, A has been overwritten by details of its
          complete orthogonal factorization.


LDA 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).


B 

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the M-by-NRHS right hand side matrix B.
          On exit, the N-by-NRHS solution matrix X.


LDB 

          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,M,N).


JPVT 

          JPVT is INTEGER array, dimension (N)
          On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
          to the front of AP, otherwise column i is a free column.
          On exit, if JPVT(i) = k, then the i-th column of AP
          was the k-th column of A.


RCOND 

          RCOND is DOUBLE PRECISION
          RCOND is used to determine the effective rank of A, which
          is defined as the order of the largest leading triangular
          submatrix R11 in the QR factorization with pivoting of A,
          whose estimated condition number < 1/RCOND.


RANK 

          RANK is INTEGER
          The effective rank of A, i.e., the order of the submatrix
          R11.  This is the same as the order of the submatrix T11
          in the complete orthogonal factorization of A.


WORK 

          WORK is DOUBLE PRECISION 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.
          The unblocked strategy requires that:
             LWORK >= MAX( MN+3*N+1, 2*MN+NRHS ),
          where MN = min( M, N ).
          The block algorithm requires that:
             LWORK >= MAX( MN+2*N+NB*(N+1), 2*MN+NB*NRHS ),
          where NB is an upper bound on the blocksize returned
          by ILAENV for the routines DGEQP3, DTZRZF, STZRQF, DORMQR,
          and DORMRZ.

          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.


 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Contributors:

A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA

 E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain 

 G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain 

 

Definition at line 204 of file dgelsy.f.

Author

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