/home/abui...D/sgelsx.f(3)
πΈ NAME πΈ
Okay bestie, this is the Library Functions Manual page for /home/abui...D/sgelsx.f(3), and the actual name/path itβs carrying is:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/DEPRECATED/sgelsx.f
Thatβs the deprecated LAPACK source file for SGELSX, and it is lowkey iconic but highkey replaced. π
β¨ SYNOPSIS β¨
π¦ Functions/Subroutines π¦
subroutine SGELSX (m, n, nrhs, a, lda, b, ldb, jpvt, rcond, rank, work,
info)
SGELSX solves overdetermined or underdetermined systems for GE
matrices
π Function/Subroutine Documentation π
π subroutine SGELSX π
subroutine SGELSX (integer m, integer n, integer nrhs, real, dimension( lda,
* ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, integer,
dimension( * ) jpvt, real rcond, integer rank, real, dimension( * )
work, integer info)
SGELSX solves overdetermined or underdetermined systems for GE matrices. Periodt. π
π§ Purpose π§
Deprecated alert, bestie: this routine is deprecated and has been replaced by routine SGELSY. No cap. π«Ά
SGELSX 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. Itβs giving βcomplete orthogonal factorization main character energy.β β¨
π Parameters π
M
M is INTEGER. Itβs the number of rows of the matrix A, and M >= 0. π
N
N is INTEGER. Itβs the number of columns of the matrix A, and N >= 0. π¦
NRHS
NRHS is INTEGER. Itβs the number of right hand sides, i.e., the number of columns of matrices B and X. NRHS >= 0. π«
A
A is REAL array, dimension (LDA,N).
On entry, itβs the M-by-N matrix A.
On exit, A has been overwritten by details of its complete orthogonal factorization. So donβt expect your original A to survive, bestie. π
LDA
LDA is INTEGER. Itβs the leading dimension of the array A, and LDA >= max(1,M). πΈ
B
B is REAL array, dimension (LDB,NRHS).
On entry, itβs the M-by-NRHS right hand side matrix B.
On exit, itβs the N-by-NRHS solution matrix X.
If m >= n and RANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of elements N+1:M in that column. π₯
LDB
LDB is INTEGER. Itβs the leading dimension of the array B, and LDB >= max(1,M,N). π
JPVT
JPVT is INTEGER array, dimension (N).
On entry, if JPVT(i) .ne. 0, the i-th column of A is an initial column, otherwise it is a free column. Before the QR factorization of A, 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, if JPVT(i) = k, then the i-th column of A*P was the k-th column of A. Permutation tea, iykyk. π
RCOND
RCOND is REAL.
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. β
RANK
RANK is INTEGER.
Itβs 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. π
WORK
WORK is REAL array, dimension
(max( min(M,N)+3*N, 2*min(M,N)+NRHS )),
INFO
INFO is INTEGER.
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 176 of file sgelsx.f.
π Author π
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