NAME
zgelss - compute the minimum norm solution to a complex
linear least squares problem
SYNOPSIS
SUBROUTINE ZGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND,
RANK, WORK, LWORK, RWORK, INFO )
INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
DOUBLE PRECISION RCOND
DOUBLE PRECISION RWORK( * ), S( * )
COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
#include <sunperf.h>
void zgelss(int m, int n, int nrhs, doublecomplex *za, int
lda, doublecomplex *zb, int ldb, double *s, double
rcond, int *rank, int *info) ;
PURPOSE
ZGELSS computes the minimum norm solution to a complex
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.
ARGUMENTS
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number
of columns of the matrices B and X. NRHS >= 0.
A (input/output) COMPLEX*16 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 (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,M).
B (input/output) COMPLEX*16 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 solu-
tion matrix X. If m >= n and RANK = n, the resi-
dual 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 (input) INTEGER
The leading dimension of the array B. LDB >=
max(1,M,N).
S (output) 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 (input) 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 (output) INTEGER
The effective rank of A, i.e., the number of
singular values which are greater than RCOND*S(1).
WORK (workspace/output) COMPLEX*16 array, dimension
(LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= 1, and
also: LWORK >= 2*min(M,N) + max(M,N,NRHS) For
good performance, LWORK should generally be
larger.
RWORK (workspace) DOUBLE PRECISION array, dimension
(5*min(M,N)-1)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille-
gal 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 con-
verge to zero.
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