dgelss.f3
Usage
Functions/Subroutines
subroutine dgelss (m, n, nrhs, a, lda, b, ldb, s, rcond, rank, work, lwork, info)
DGELSS solves overdetermined or underdetermined systems for GE matrices
Function/Subroutine Documentation
subroutine dgelss (integer m, integer n, integer nrhs, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( * ) s, double precision rcond, integer rank, double precision, dimension( * ) work, integer lwork, integer info)
DGELSS solves overdetermined or underdetermined systems for GE matrices
Purpose:
!> !> DGELSS computes the minimum norm solution to a real linear least !> squares problem: !> !> Minimize 2-norm(| b - A*x |). !> !> using the singular value decomposition (SVD) 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 effective rank of A is determined by treating as zero those !> singular values which are less than RCOND times the largest singular !> value. !>
Parameters
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, the first min(m,n) rows of A are overwritten with !> its right singular vectors, stored rowwise. !>
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 M-by-NRHS right hand side matrix B. !> On exit, B is overwritten by the N-by-NRHS solution !> matrix X. If m >= n and RANK = n, the residual !> sum-of-squares for the solution in the i-th column is given !> by the sum of squares of elements n+1:m in that column. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,max(M,N)). !>
S
!> S is DOUBLE PRECISION array, dimension (min(M,N))
!> The singular values of A in decreasing order.
!> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
!>
RCOND
!> RCOND is DOUBLE PRECISION
!> RCOND is used to determine the effective rank of A.
!> Singular values S(i) <= RCOND*S(1) are treated as zero.
!> If RCOND < 0, machine precision is used instead.
!>
RANK
!> RANK is INTEGER
!> The effective rank of A, i.e., the number of singular values
!> which are greater than RCOND*S(1).
!>
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 >= 1, and also: !> LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS ) !> For good performance, LWORK should generally be larger. !> !> 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: the algorithm for computing the SVD failed to converge; !> if INFO = i, i off-diagonal elements of an intermediate !> bidiagonal form did not converge to zero. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 170 of file dgelss.f.
Releases
4 releases since Debian 7 (Wheezy); the text changed 3 times.