NAME
sgglse - solve the linear equality-constrained least squares
(LSE) problem
SYNOPSIS
SUBROUTINE SGGLSE( M, N, P, A, LDA, B, LDB, C, D, X, WORK,
LWORK, INFO )
INTEGER INFO, LDA, LDB, LWORK, M, N, P
REAL A( LDA, * ), B( LDB, * ), C( * ), D( * ), WORK( * ), X(
* )
#include <sunperf.h>
void sgglse(int m, int n, int p, float *sa, int lda, float
*sb, int ldb, float *sc, float *d, float *sx, int
*info) ;
PURPOSE
SGGLSE 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) REAL 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) REAL 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) REAL 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) REAL array, dimension (P)
On entry, D contains the right hand side vector
for the constrained equation. On exit, D is des-
troyed.
X (output) REAL array, dimension (N)
On exit, X is the solution of the LSE problem.
WORK (workspace/output) REAL 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 SGEQRF, SGERQF,
SORMQR and SORMRQ.
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an ille-
gal value.
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