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sgelss (3)
  • >> sgelss (3) ( Solaris man: Библиотечные вызовы )
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    NAME
         sgelss - compute the minimum norm solution to a real  linear
         least squares problem
    
    SYNOPSIS
         SUBROUTINE SGELSS( M, N, NRHS, A, LDA,  B,  LDB,  S,  RCOND,
                   RANK, WORK, LWORK, INFO )
    
         INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
    
         REAL RCOND
    
         REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
    
    
    
         #include <sunperf.h>
    
         void sgelss(int m, int n, int  nrhs,  float  *sa,  int  lda,
                   float  *sb,  int  ldb,  float *s, float rcond, int
                   *rank,
                     int *info) ;
    
    PURPOSE
         SGELSS computes the minimum norm solution to a  real  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) REAL 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) REAL 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,max(M,N)).
    
         S         (output) REAL 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) REAL
                   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) 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 >=  1,  and
                   also:   LWORK  >=  3*min(M,N)  +  max( 2*min(M,N),
                   max(M,N),  NRHS  )  For  good  performance,  LWORK
                   should generally be larger.
    
         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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