SRC/DEPRECATED/cgelsx.f(3)

๐Ÿ“ฆ
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๐Ÿ’… SRC/DEPRECATED/cgelsx.f(3)

okay so this is a page from the Library Functions Manual, and bestie, it's the glow-up of SRC/DEPRECATED/cgelsx.f โ€” yes, the path literally says DEPRECATED, we'll get to that ๐Ÿซถ


โœจ NAME โœจ

SRC/DEPRECATED/cgelsx.f โ€” the file, the legend, the whole vibe ๐ŸŒธ


๐Ÿฆ‹ SYNOPSIS ๐Ÿฆ‹

Functions/Subroutines

  • subroutine cgelsx (m, n, nrhs, a, lda, b, ldb, jpvt, rcond, rank, work, rwork, info) โ€” CGELSX solves overdetermined or underdetermined systems for GE matrices ๐Ÿ‘‘

๐ŸŽ€ Function/Subroutine Documentation ๐ŸŽ€

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 โœจ

๐Ÿงš Purpose:

โš ๏ธ This routine is deprecated and has been replaced by routine CGELSY. fr fr, go use CGELSY ๐Ÿ’€

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. ๐Ÿฆ‹

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. iconic, honestly.

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. ๐Ÿ’…

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. slay ๐Ÿ”ฅ


๐ŸŒˆ Parameters ๐ŸŒˆ

  • M โ€” M is INTEGER. The number of rows of the matrix A. M >= 0. โญ
  • N โ€” N is INTEGER. The number of columns of the matrix A. N >= 0. โญ
  • NRHS โ€” NRHS is INTEGER. The number of right hand sides, i.e., the number of columns of matrices B and X. NRHS >= 0. ๐Ÿ“
  • A โ€” A is COMPLEX 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. ๐Ÿ™ˆ (she gets a whole new look)
  • LDA โ€” LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,M). ๐Ÿ’œ
  • B โ€” B is COMPLEX array, dimension (LDB,NRHS). On entry, the M-by-NRHS right hand side matrix B. On exit, 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. ๐Ÿงฎ
  • LDB โ€” LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,M,N). ๐Ÿ’œ
  • JPVT โ€” 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. ๐Ÿ‘‘
  • RCOND โ€” 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. ๐ŸŽ€
  • RANK โ€” 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. โญ
  • WORK โ€” WORK is COMPLEX array, dimension (min(M,N) + max( N, 2*min(M,N)+NRHS )). ๐Ÿ› ๏ธ
  • RWORK โ€” RWORK is REAL array, dimension (2*N). ๐Ÿ› ๏ธ
  • INFO โ€” INFO is INTEGER.
    • = 0: successful exit โœจ
    • < 0: if INFO = -i, the i-th argument had an illegal value ๐Ÿ˜ญ

๐Ÿ‘‘ Author ๐Ÿ‘‘

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

Definition at line 182 of file cgelsx.f. ๐Ÿ“


๐ŸŒธ Author ๐ŸŒธ

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LAPACK ยท Version 3.12.0 ยท SRC/DEPRECATED/cgelsx.f(3) โ€” mwah, go fix your least squares problem, ily ๐Ÿซถ๐Ÿ’…โœจ

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