zgelsy (l) - Linux Man Pages

zgelsy: computes the minimum-norm solution to a complex linear least squares problem

NAME

ZGELSY - computes the minimum-norm solution to a complex linear least squares problem

SYNOPSIS

SUBROUTINE ZGELSY(
M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO )

    
INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK

    
DOUBLE PRECISION RCOND

    
INTEGER JPVT( * )

    
DOUBLE PRECISION RWORK( * )

    
COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )

PURPOSE

ZGELSY 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.
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.
The routine first computes a QR factorization with column pivoting:
 R11 R12 ]

            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.
Then, R22 is considered to be negligible, and R12 is annihilated by unitary transformations from the right, arriving at the complete orthogonal factorization:

T11 0 Z

           ]
The minimum-norm solution is then

Zaq inv(T11)*Q1aq*B ]

                     ]
where Q1 consists of the first RANK columns of Q.
This routine is basically identical to the original xGELSX except three differences:

  o The permutation of matrix B (the right hand side) is faster and
 more simple.

  o The call to the subroutine xGEQPF has been substituted by the
 the call to the subroutine xGEQP3. This subroutine is a Blas-3
 version of the QR factorization with column pivoting.
  o Matrix B (the right hand side) is updated with Blas-3.

ARGUMENTS

M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns of matrices B and X. NRHS >= 0.
A (input/output) COMPLEX*16 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.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
On entry, the M-by-NRHS right hand side matrix B. On exit, the N-by-NRHS solution matrix X.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,M,N).
JPVT (input/output) INTEGER array, dimension (N)
On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted to the front of AP, otherwise column i is a free column. On exit, if JPVT(i) = k, then the i-th column of A*P was the k-th column of A.
RCOND (input) DOUBLE PRECISION
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.
RANK (output) 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.
WORK (workspace/output) COMPLEX*16 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. The unblocked strategy requires that: LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS ) where MN = min(M,N). The block algorithm requires that: LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS ) where NB is an upper bound on the blocksize returned by ILAENV for the routines ZGEQP3, ZTZRZF, CTZRQF, ZUNMQR, and ZUNMRZ. 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.
RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value

FURTHER DETAILS

Based on contributions by

  A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
  E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
  G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain