SRC/cgetsls.f(3)
πΈ NAME πΈ
SRC/cgetsls.f β bestie, this is the page from the Library Functions Manual, and it's all about the cgetsls subroutine. It's giving linear-solver main character energy π
β¨
π SYNOPSIS π
Functions/Subroutines
subroutine cgetsls (trans, m, n, nrhs, a, lda, b, ldb, work, lwork,
info)
CGETSLS
π¦ Function/Subroutine Documentation π¦
subroutine cgetsls (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)
CGETSLS
Purpose
CGETSLS solves overdetermined or underdetermined complex linear systems involving an M-by-N matrix A, using a tall skinny QR or short wide LQ factorization of A.
It is assumed that A has full rank, and only a rudimentary protection against rank-deficient matrices is provided. This subroutine only detects exact rank-deficiency, where a diagonal element of the triangular factor of A is exactly zero.
It is conceivable for one (or more) of the diagonal elements of the triangular factor of A to be subnormally tiny numbers without this subroutine signalling an error. The solutions computed for such almost-rank-deficient matrices may be less accurate due to a loss of numerical precision.
The following options are provided:
- If
TRANS = 'N'andm >= n: find the least squares solution of an overdetermined system, i.e., solve the least squares problemminimize || B - A*X ||. - If
TRANS = 'N'andm < n: find the minimum norm solution of an underdetermined systemA * X = B. - If
TRANS = 'C'andm >= n: find the minimum norm solution of an undetermined systemA**T * X = B. - If
TRANS = 'C'andm < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problemminimize || 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 involvesA;= 'C': the linear system involvesA**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, A is overwritten by details of its QR or LQ factorization as returned by CGEQR or CGELQ.
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'andm >= n, rows 1 to n ofBcontain the least squares solution vectors. - if
TRANS = 'N'andm < n, rows 1 to N ofBcontain the minimum norm solution vectors; - if
TRANS = 'C'andm >= n, rows 1 to M ofBcontain the minimum norm solution vectors; - if
TRANS = 'C'andm < n, rows 1 to M ofBcontain the least squares solution vectors.
LDB
LDB is INTEGER. The leading dimension of the array B. LDB >= MAX(1,M,N).
WORK
(workspace) COMPLEX array, dimension (MAX(1,LWORK)). On exit, if INFO = 0, WORK(1) contains optimal (or either minimal or optimal, if query was assumed) LWORK. See LWORK for details.
LWORK
LWORK is INTEGER. The dimension of the array WORK. LWORK >= 1. If LWORK = -1 or -2, then a workspace query is assumed. If LWORK = -1, the routine calculates optimal size of WORK for the optimal performance and returns this value in WORK(1). If LWORK = -2, the routine calculates minimal size of WORK and returns this value in WORK(1).
INFO
INFO is INTEGER.
= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i, the i-th diagonal element of the triangular factor ofAis exactly zero, so thatAdoes 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.
Definition at line 169 of file cgetsls.f.
π Author π
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