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zgglse (3)
  • >> zgglse (3) ( Solaris man: Библиотечные вызовы )
  • 
    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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