SRC/sgetsls.f(3)
okay bestie, welcome to the Library Functions Manual for SRC/sgetsls.f β yes, the whole manual vibe is right here, and this page is lowkey a baddie. Let's get into it π
β¨
π NAME π
SRC/sgetsls.f
β¨ SYNOPSIS β¨
π Functions/Subroutines π
Here's the subroutine energy:
subroutine sgetsls (trans, m, n, nrhs, a, lda, b, ldb, work, lwork, info)
SGETSLS
π¦ Function/Subroutine Documentation π¦
πΈ subroutine sgetsls πΈ
subroutine sgetsls (character trans, integer m, integer n, integer nrhs,
real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b,
integer ldb, real, dimension( * ) work, integer lwork, integer info)
SGETSLS
The subroutine's name is SGETSLS, and it is absolutely the main character π.
π Purpose π
okay so SGETSLS 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.
Bestie, it assumes 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. 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 ||.
Also, 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. slay π«Ά
π Parameters π
TRANSβTRANS is CHARACTER*1;= 'N': the linear system involvesA;= 'T': the linear system involvesA**T.MβM is INTEGER; the number of rows of the matrixA.M >= 0.NβN is INTEGER; the number of columns of the matrixA.N >= 0.NRHSβNRHS is INTEGER; the number of right hand sides, i.e., the number of columns of the matricesBandX.NRHS >=0.AβA is REAL array, dimension (LDA,N). On entry, theM-by-NmatrixA. On exit,Ais overwritten by details of its QR or LQ factorization as returned bySGEQRorSGELQ.LDAβLDA is INTEGER; the leading dimension of the arrayA.LDA >= max(1,M).BβB is REAL array, dimension (LDB,NRHS). On entry, the matrixBof right hand side vectors, stored columnwise;BisM-by-NRHSifTRANS = 'N', orN-by-NRHSifTRANS = 'T'. On exit, ifINFO = 0,Bis 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.
- if
LDBβLDB is INTEGER; the leading dimension of the arrayB.LDB >= MAX(1,M,N).WORKβ(workspace) REAL array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)contains optimal (or either minimal or optimal, if query was assumed)LWORK. SeeLWORKfor details.LWORKβLWORK is INTEGER; the dimension of the arrayWORK.LWORK >= 1. IfLWORK = -1or-2, then a workspace query is assumed. IfLWORK = -1, the routine calculates optimal size ofWORKfor the optimal performance and returns this value inWORK(1). IfLWORK = -2, the routine calculates minimal size ofWORKand returns this value inWORK(1).INFOβINFO 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 sgetsls.f.
π Author π
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