NAME
zgelsx - compute the minimum-norm solution to a complex
linear least squares problem
SYNOPSIS
SUBROUTINE ZGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND,
RANK, WORK, RWORK, INFO )
INTEGER INFO, LDA, LDB, M, N, NRHS, RANK
DOUBLE PRECISION RCOND
INTEGER JPVT( * )
DOUBLE PRECISION RWORK( * )
COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
#include <sunperf.h>
void zgelsx(int m, int n, int nrhs, doublecomplex *za, int
lda, doublecomplex *zb, int ldb, int *jpivot, dou-
ble rcond, int *rank, int *info);
PURPOSE
ZGELSX computes the minimum-norm solution to a complex
linear least squares problem:
minimize || A * X - B ||
using a complete orthogonal factorization 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 routine first computes a QR factorization with column
pivoting:
A * P = Q * [ R11 R12 ]
[ 0 R22 ]
with R11 defined as the largest leading submatrix whose
estimated condition number is less than 1/RCOND. The order
of R11, RANK, is the effective rank of A.
Then, R22 is considered to be negligible, and R12 is annihi-
lated by unitary transformations from the right, arriving at
the complete orthogonal factorization:
A * P = Q * [ T11 0 ] * Z
[ 0 0 ]
The minimum-norm solution is then
X = P * Z' [ inv(T11)*Q1'*B ]
[ 0 ]
where Q1 consists of the first RANK columns of Q.
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 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, A has
been overwritten by details of its complete
orthogonal factorization.
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, the N-by-NRHS solution matrix X. If m >=
n and RANK = n, the residual 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).
JPVT (input/output) INTEGER array, dimension (N)
On entry, if JPVT(i) .ne. 0, the i-th column of A
is an initial column, otherwise it is a free
column. Before the QR factorization of A, all
initial columns are permuted to the leading posi-
tions; only the remaining free columns are moved
as a result of column pivoting during the factori-
zation. On exit, if JPVT(i) = k, then the i-th
column of A*P was the k-th column of A.
RCOND (input) DOUBLE PRECISION
RCOND is used to determine the effective rank of
A, which is defined as the order of the largest
leading triangular submatrix R11 in the QR factor-
ization with pivoting of A, whose estimated
condition number < 1/RCOND.
RANK (output) INTEGER
The effective rank of A, i.e., the order of the
submatrix R11. This is the same as the order of
the submatrix T11 in the complete orthogonal fac-
torization of A.
WORK (workspace) COMPLEX*16 array, dimension
(min(M,N) + max( N, 2*min(M,N)+NRHS )),
RWORK (workspace) DOUBLE PRECISION array, dimension
(2*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille-
gal value
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