/home/abui...D/cgelsx.f(3)
β¨ NAME β¨
Okay so this is a Library Functions Manual page for /home/abui...D/cgelsx.f(3), and the source file it points at is:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/DEPRECATED/cgelsx.f
π SYNOPSIS π
π§ Functions/Subroutines
subroutine CGELSX (m, n, nrhs, a, lda, b, ldb, jpvt, rcond, rank, work,
rwork, info)
CGELSX solves overdetermined or underdetermined systems for GE matrices π
β¨
πΈ Function/Subroutine Documentation πΈ
π¦ subroutine CGELSX
subroutine CGELSX (integer m, integer n, integer nrhs, complex, dimension(
lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb,
integer, dimension( * ) jpvt, real rcond, integer rank, complex,
dimension( * ) work, real, dimension( * ) rwork, integer info)
CGELSX solves overdetermined or underdetermined systems for GE matrices β¨
π Purpose π
β οΈ Deprecated alert: This routine is deprecated and has been replaced by routine CGELSY. Noted, bestie π.
CGELSX computes the minimum-norm solution to a complex 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 unitary 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**H [ inv(T11)*Q1**H*B ]
[ 0 ]
where Q1 consists of the first RANK columns of Q.
π Parameters π
MβMisINTEGER; the number of rows of the matrixA.M >= 0.NβNisINTEGER; the number of columns of the matrixA.N >= 0.NRHSβNRHSisINTEGER; the number of right hand sides, i.e., the number of columns of matricesBandX.NRHS >= 0.AβAisCOMPLEXarray, dimension(LDA,N); on entry, theM-by-NmatrixA; on exit,Ahas been overwritten by details of its complete orthogonal factorization.LDAβLDAisINTEGER; the leading dimension of the arrayA.LDA >= max(1,M).BβBisCOMPLEXarray, dimension(LDB,NRHS); on entry, theM-by-NRHSright hand side matrixB; on exit, theN-by-NRHSsolution matrixX. Ifm >= nandRANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of elementsN+1:Min that column.LDBβLDBisINTEGER; the leading dimension of the arrayB.LDB >= max(1,M,N).JPVTβJPVTisINTEGERarray, dimension(N); on entry, ifJPVT(i) .ne. 0, the i-th column ofAis an initial column, otherwise it is a free column. Before the QR factorization ofA, all initial columns are permuted to the leading positions; only the remaining free columns are moved as a result of column pivoting during the factorization. On exit, ifJPVT(i) = k, then the i-th column ofA*Pwas the k-th column ofA.RCONDβRCONDisREAL;RCONDis used to determine the effective rank ofA, which is defined as the order of the largest leading triangular submatrixR11in the QR factorization with pivoting ofA, whose estimated condition number< 1/RCOND.RANKβRANKisINTEGER; the effective rank ofA, i.e., the order of the submatrixR11. This is the same as the order of the submatrixT11in the complete orthogonal factorization ofA.WORKβWORKisCOMPLEXarray, dimension(min(M,N) + max( N, 2*min(M,N)+NRHS )),RWORKβRWORKisREALarray, dimension(2*N).INFOβINFOisINTEGER;= 0: successful exit;< 0: ifINFO = -i, the i-th argument had an illegal value.
π«Ά Author π«Ά
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 182 of file cgelsx.f.
π Author π
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