CGELST(3)

💖 CGELST(3) — Library Functions Manual 💖

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🌸 NAME 🌸

/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/cgelst.f

✨ SYNOPSIS ✨

Functions/Subroutines

subroutine CGELST (trans, m, n, nrhs, a, lda, b, ldb, work, lwork, info)
     CGELST solves overdetermined or underdetermined systems for GE
     matrices using QR or LQ factorization with compact WY representation
     of Q.

🦋 Function/Subroutine Documentation 🦋

Here's the full signature, because bestie deserves the whole thing:

subroutine CGELST (character trans, integer m, integer n, integer nrhs,
     complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, *
     ) b, integer ldb, complex, dimension( * ) work, integer lwork, integer
     info)

CGELST solves overdetermined or underdetermined systems for GE matrices using QR or LQ factorization with compact WY representation of Q.

🎀 Purpose 🎀

CGELST solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, or its conjugate-transpose, using a QR or LQ factorization of A with compact WY representation of Q. It is assumed that A has full rank.

The following options are provided:

1. If TRANS = 'N' and m >= n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A*X ||.
2. If TRANS = 'N' and m < n: find the minimum norm solution of an underdetermined system A * X = B.
3. If TRANS = 'C' and m >= n: find the minimum norm solution of an underdetermined system A**T * X = B.
4. If TRANS = 'C' and m < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A**T * X ||.

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.

💅 Parameters 💅

TRANS

TRANS is CHARACTER*1

• = 'N': the linear system involves A;
• = 'C': the linear system involves A**H.

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 the matrices B and X. NRHS >=0.

A

A is COMPLEX array, dimension (LDA,N)

On entry, the M-by-N matrix A.

On exit,

• if M >= N, A is overwritten by details of its QR factorization as returned by CGEQRT;
• if M < N, A is overwritten by details of its LQ factorization as returned by CGELQT.

LDA

LDA is INTEGER

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

B

B is COMPLEX array, dimension (LDB,NRHS)

On entry, the matrix B of right hand side vectors, stored columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS if TRANS = 'C'.

On exit, if INFO = 0, B is overwritten by the solution vectors, stored columnwise:

• if TRANS = 'N' and m >= n, rows 1 to n of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of modulus of elements N+1 to M in that column;
• if TRANS = 'N' and m < n, rows 1 to N of B contain the minimum norm solution vectors;
• if TRANS = 'C' and m >= n, rows 1 to M of B contain the minimum norm solution vectors;
• if TRANS = 'C' and m < n, rows 1 to M of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of the modulus of elements M+1 to N in that column.

LDB

LDB is INTEGER

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

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, MN + max( MN, NRHS ) ).

For optimal performance, LWORK >= max( 1, (MN + max( MN, NRHS ))*NB ).

where MN = min(M,N) and NB is the optimum block size.

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
• > 0: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed.

👑 Author 👑

• Univ. of Tennessee
• Univ. of California Berkeley
• Univ. of Colorado Denver
• NAG Ltd.

🌈 Contributors 🌈

• November 2022, Igor Kozachenko,
• Computer Science Division,
• University of California, Berkeley

Definition at line 192 of file cgelst.f.

👑 Author 👑

Generated automatically by Doxygen for LAPACK from the source code.

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