
cggglm.f(3) LAPACK cggglm.f(3)
NAME
cggglm.f 
SYNOPSIS
Functions/Subroutines
subroutine cggglm (N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
CGGEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors
for GE matrices
Function/Subroutine Documentation
subroutine cggglm (integerN, integerM, integerP, complex, dimension( lda, * )A, integerLDA,
complex, dimension( ldb, * )B, integerLDB, complex, dimension( * )D, complex, dimension( *
)X, complex, dimension( * )Y, complex, dimension( * )WORK, integerLWORK, integerINFO)
CGGEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for
GE matrices
Purpose:
CGGGLM solves a general GaussMarkov linear model (GLM) problem:
minimize  y _2 subject to d = A*x + B*y
x
where A is an NbyM matrix, B is an NbyP matrix, and d is a
given Nvector. It is assumed that M <= N <= M+P, and
rank(A) = M and rank( A B ) = N.
Under these assumptions, the constrained equation is always
consistent, and there is a unique solution x and a minimal 2norm
solution y, which is obtained using a generalized QR factorization
of the matrices (A, B) given by
A = Q*(R), B = Q*T*Z.
(0)
In particular, if matrix B is square nonsingular, then the problem
GLM is equivalent to the following weighted linear least squares
problem
minimize  inv(B)*(dA*x) _2
x
where inv(B) denotes the inverse of B.
Parameters:
N
N is INTEGER
The number of rows of the matrices A and B. N >= 0.
M
M is INTEGER
The number of columns of the matrix A. 0 <= M <= N.
P
P is INTEGER
The number of columns of the matrix B. P >= NM.
A
A is COMPLEX array, dimension (LDA,M)
On entry, the NbyM matrix A.
On exit, the upper triangular part of the array A contains
the MbyM upper triangular matrix R.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX array, dimension (LDB,P)
On entry, the NbyP matrix B.
On exit, if N <= P, the upper triangle of the subarray
B(1:N,PN+1:P) contains the NbyN upper triangular matrix T;
if N > P, the elements on and above the (NP)th subdiagonal
contain the NbyP upper trapezoidal matrix T.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
D
D is COMPLEX array, dimension (N)
On entry, D is the left hand side of the GLM equation.
On exit, D is destroyed.
X
X is COMPLEX array, dimension (M)
Y
Y is COMPLEX array, dimension (P)
On exit, X and Y are the solutions of the GLM problem.
WORK
WORK is COMPLEX 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,N+M+P).
For optimum performance, LWORK >= M+min(N,P)+max(N,P)*NB,
where NB is an upper bound for the optimal blocksizes for
CGEQRF, CGERQF, CUNMQR and CUNMRQ.
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 ith argument had an illegal value.
= 1: the upper triangular factor R associated with A in the
generalized QR factorization of the pair (A, B) is
singular, so that rank(A) < M; the least squares
solution could not be computed.
= 2: the bottom (NM) by (NM) part of the upper trapezoidal
factor T associated with B in the generalized QR
factorization of the pair (A, B) is singular, so that
rank( A B ) < N; the least squares solution could not
be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Definition at line 185 of file cggglm.f.
Author
Generated automatically by Doxygen for LAPACK from the source code.
Version 3.4.2 Tue Sep 25 2012 cggglm.f(3) 
