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.
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