dgels3
Part of dgels.f(3).
Usage
Functions/Subroutines
subroutine dgels (trans, m, n, nrhs, a, lda, b, ldb, work, lwork, info)
DGELS solves overdetermined or underdetermined systems for GE matrices
Function/Subroutine Documentation
subroutine dgels (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)
DGELS solves overdetermined or underdetermined systems for GE matrices
Purpose:
!> !> DGELS solves overdetermined or underdetermined real linear systems !> involving an M-by-N matrix A, or its transpose, using a QR or 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: !> !> 1. If TRANS = 'N' and m >= n: find the least squares solution of !> an overdetermined system, i.e., solve the least squares problem !> minimize || B - A*X ||. !> !> 2. If TRANS = 'N' and m < n: find the minimum norm solution of !> an underdetermined system A * X = B. !> !> 3. If TRANS = 'T' and m >= n: find the minimum norm solution of !> an underdetermined system A**T * X = B. !> !> 4. If TRANS = 'T' and m < 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. !>
Parameters
TRANS
!> TRANS is CHARACTER*1 !> = 'N': the linear system involves A; !> = 'T': the linear system involves A**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, !> if M >= N, A is overwritten by details of its QR !> factorization as returned by DGEQRF; !> if M < N, A is overwritten by details of its LQ !> factorization as returned by DGELQF. !>
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' and m >= n, rows 1 to n of B contain the least !> squares solution vectors; the residual sum of squares for the !> solution in each column is given by the sum of squares of !> elements N+1 to M in that column; !> if TRANS = 'N' and m < n, rows 1 to N of B contain the !> minimum norm solution vectors; !> if TRANS = 'T' and m >= n, rows 1 to M of B contain the !> minimum norm solution vectors; !> if TRANS = 'T' and m < n, rows 1 to M of B contain the !> least squares solution vectors; the residual sum of squares !> for the solution in each column is given by the sum of !> squares of elements M+1 to N in that column. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= MAX(1,M,N). !>
WORK
!> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
!> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
!>
LWORK
!> LWORK is INTEGER !> The dimension of the array WORK. !> LWORK >= max( 1, MN + max( MN, NRHS ) ). !> For optimal performance, !> LWORK >= max( 1, MN + max( MN, NRHS )*NB ). !> where MN = min(M,N) and NB is the optimum block size. !> !> 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
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = i, the i-th diagonal element of the !> triangular factor of A is exactly zero, so that A does 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 191 of file dgels.f.
Releases
14 releases since Debian 1.3 (Bo); the text changed 10 times.