dgelss.f(3) LAPACK dgelss.f(3)
NAME
dgelss.f -
SYNOPSIS
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 (integerM, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B,
integerLDB, double precision, dimension( * )S, double precisionRCOND, integerRANK, double precision, dimension( * )WORK, integerLWORK,
integerINFO)
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.
Date:
November 2011
Definition at line 172 of file dgelss.f.
Author
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Version 3.4.1 Sun May 26 2013 dgelss.f(3)