SRC/dgetsls.f(3)
β¨ NAME β¨
SRC/dgetsls.f β bestie, this is the SRC/dgetsls.f(3) page from the Library Functions Manual, and it's all about the DGETSLS subroutine. It's giving linear-systems main character energy. π«Ά
πΈ SYNOPSIS πΈ
π§ Functions/Subroutines π§
subroutine dgetsls (trans, m, n, nrhs, a, lda, b, ldb, work, lwork,
info)
DGETSLS
π¦ Function/Subroutine Documentation π¦
subroutine dgetsls (character trans, integer m, integer n, integer nrhs,
double precision, dimension( lda, * ) a, integer lda, double precision,
dimension( ldb, * ) b, integer ldb, double precision, dimension( * )
work, integer lwork, integer info)
DGETSLS
π Purpose π
okay so here's the deal: DGETSLS solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, using a tall skinny QR or short wide LQ factorization of A. iconic behavior, honestly. β¨
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. π
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. no cap, that's the caveat. π
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 problem
minimize || B - A*X ||.
- If
TRANS = 'N'andm < n: find the minimum norm solution of an underdetermined systemA * X = B. - If
TRANS = 'T'andm >= n: find the minimum norm solution of an undetermined systemA**T * X = B. - If
TRANS = 'T'andm < 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. π₯
π Parameters π
TRANS
TRANS is CHARACTER*1
= 'N': the linear system involvesA;= 'T': the linear system involvesA**T.
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 DOUBLE PRECISION 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 DGEQR or DGELQ.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B
B is DOUBLE PRECISION 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 = 'T'.
On exit, if INFO = 0, B is overwritten by the solution vectors, stored columnwise:
- if
TRANS = 'N'andm >= n, rows1tonofBcontain the least squares solution vectors. - if
TRANS = 'N'andm < n, rows1toNofBcontain the minimum norm solution vectors; - if
TRANS = 'T'andm >= n, rows1toMofBcontain the minimum norm solution vectors; - if
TRANS = 'T'andm < n, rows1toMofBcontain the least squares solution vectors.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= MAX(1,M,N).
WORK
(workspace) DOUBLE PRECISION 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, thei-th argument had an illegal value> 0: ifINFO = i, thei-th diagonal element of the triangular factor ofAis exactly zero, so thatAdoes not have full rank; the least squares solution could not be computed.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 169 of file dgetsls.f.
π Author π
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