NAME
zgglse - solve the linear equality-constrained least squares
(LSE) problem
SYNOPSIS
SUBROUTINE ZGGLSE( M, N, P, A, LDA, B, LDB, C, D, X, WORK,
LWORK, INFO )
INTEGER INFO, LDA, LDB, LWORK, M, N, P
COMPLEX*16 A( LDA, * ), B( LDB, * ), C( * ), D( * ), WORK( *
), X( * )
#include <sunperf.h>
void zgglse(int m, int n, int p, doublecomplex *za, int lda,
doublecomplex *zb, int ldb, doublecomplex *zc,
doublecomplex *d, doublecomplex *zx, int *info) ;
PURPOSE
ZGGLSE 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*16 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*16 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*16 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*16 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*16 array, dimension (N)
On exit, X is the solution of the LSE problem.
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 >=
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 ZGEQRF, CGERQF,
ZUNMQR 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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