dgglse (l)  Linux Manuals
dgglse: solves the linear equalityconstrained least squares (LSE) problem
NAME
DGGLSE  solves the linear equalityconstrained least squares (LSE) problemSYNOPSIS
 SUBROUTINE DGGLSE(
 M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO )
 INTEGER INFO, LDA, LDB, LWORK, M, N, P
 DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( * ), D( * ), WORK( * ), X( * )
PURPOSE
DGGLSE solves the linear equalityconstrained least squares (LSE) problem:where A is an MbyN matrix, B is a PbyN matrix, c is a given Mvector, and d is a given Pvector. It is assumed that
P <= N <= M+P, and
These conditions ensure that the LSE problem has a unique solution, which is obtained using a generalized RQ factorization of the matrices (B, A) given by
B
ARGUMENTS
 M (input) INTEGER
 The number of rows of the matrix A. M >= 0.
 N (input) INTEGER
 The number of columns of the matrices A and B. N >= 0.
 P (input) INTEGER
 The number of rows of the matrix B. 0 <= P <= N <= M+P.
 A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
 On entry, the MbyN matrix A. On exit, the elements on and above the diagonal of the array contain the min(M,N)byN upper trapezoidal matrix T.
 LDA (input) INTEGER
 The leading dimension of the array A. LDA >= max(1,M).
 B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
 On entry, the PbyN matrix B. On exit, the upper triangle of the subarray B(1:P,NP+1:N) contains the PbyP upper triangular matrix R.
 LDB (input) INTEGER
 The leading dimension of the array B. LDB >= max(1,P).
 C (input/output) DOUBLE PRECISION array, dimension (M)
 On entry, C contains the right hand side vector for the least squares part of the LSE problem. On exit, the residual sum of squares for the solution is given by the sum of squares of elements NP+1 to M of vector C.
 D (input/output) DOUBLE PRECISION array, dimension (P)
 On entry, D contains the right hand side vector for the constrained equation. On exit, D is destroyed.
 X (output) DOUBLE PRECISION array, dimension (N)
 On exit, X is the solution of the LSE problem.
 WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
 On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
 LWORK (input) INTEGER
 The dimension of the array WORK. LWORK >= max(1,M+N+P). For optimum performance LWORK >= P+min(M,N)+max(M,N)*NB, where NB is an upper bound for the optimal blocksizes for DGEQRF, SGERQF, DORMQR and SORMRQ. If LWORK = 1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
 INFO (output) INTEGER

= 0: successful exit.
< 0: if INFO = i, the ith argument had an illegal value.
= 1: the upper triangular factor R associated with B in the generalized RQ factorization of the pair (B, A) is singular, so that rank(B) < P; the least squares solution could not be computed. = 2: the (NP) by (NP) part of the upper trapezoidal factor T associated with A in the generalized RQ factorization of the pair (B, A) is singular, so that rank( (A) ) < N; the least squares solution could not ( (B) ) be computed.