NAME
cgglse - solve the linear equality-constrained least squares
(LSE) problem
SYNOPSIS
SUBROUTINE CGGLSE( M, N, P, A, LDA, B, LDB, C, D, X, WORK,
LWORK, INFO )
INTEGER INFO, LDA, LDB, LWORK, M, N, P
COMPLEX A( LDA, * ), B( LDB, * ), C( * ), D( * ), WORK( * ),
X( * )
#include <sunperf.h>
void cgglse(int m, int n, int p, complex *ca, int lda, com-
plex *cb, int ldb, complex *cc, complex *d, com-
plex *cx, int *info) ;
PURPOSE
CGGLSE solves the linear equality-constrained least squares
(LSE) problem:
minimize || c - A*x ||_2 subject to B*x = d
where A is an M-by-N matrix, B is a P-by-N matrix, c is a
given M-vector, and d is a given P-vector. It is assumed
that
P <= N <= M+P, and
rank(B) = P and rank( ( A ) ) = N.
( ( B ) )
These conditions ensure that the LSE problem has a unique
solution, which is obtained using a GRQ factorization of the
matrices B and A.
ARGUMENTS
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrices A and B. N
>= 0.
P (input) INTEGER
The number of rows of the matrix B. 0 <= P <= N <=
M+P.
A (input/output) COMPLEX array, dimension (LDA,N)
On entry, the M-by-N matrix A. On exit, A is des-
troyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,M).
B (input/output) COMPLEX array, dimension (LDB,N)
On entry, the P-by-N matrix B. On exit, B is des-
troyed.
LDB (input) INTEGER
The leading dimension of the array B. LDB >=
max(1,P).
C (input/output) COMPLEX array, dimension (M)
On entry, C contains the right hand side vector
for the least squares part of the LSE problem. On
exit, the residual sum of squares for the solution
is given by the sum of squares of elements N-P+1
to M of vector C.
D (input/output) COMPLEX array, dimension (P)
On entry, D contains the right hand side vector
for the constrained equation. On exit, D is des-
troyed.
X (output) COMPLEX array, dimension (N)
On exit, X is the solution of the LSE problem.
WORK (workspace/output) COMPLEX array, dimension
(LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >=
max(1,M+N+P). For optimum performance LWORK >=
P+min(M,N)+max(M,N)*NB, where NB is an upper bound
for the optimal blocksizes for CGEQRF, CGERQF,
CUNMQR and CUNMRQ.
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an ille-
gal value.
|
Закладки на сайте Проследить за страницей |
Created 1996-2025 by Maxim Chirkov Добавить, Поддержать, Вебмастеру |