# cgglse.f man page

cgglse.f

## Synopsis

### Functions/Subroutines

subroutine **cgglse** (M, **N**, P, A, **LDA**, B, **LDB**, C, D, X, WORK, LWORK, INFO)

**CGGLSE solves overdetermined or underdetermined systems for OTHER matrices**

## Function/Subroutine Documentation

### subroutine cgglse (integer M, integer N, integer P, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) C, complex, dimension( * ) D, complex, dimension( * ) X, complex, dimension( * ) WORK, integer LWORK, integer INFO)

**CGGLSE solves overdetermined or underdetermined systems for OTHER matrices**

**Purpose:**

CGGLSE 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 generalized RQ factorization of the matrices (B, A) given by B = (0 R)*Q, A = Z*T*Q.

**Parameters:**-
*M*M is INTEGER The number of rows of the matrix A. M >= 0.

*N*N is INTEGER The number of columns of the matrices A and B. N >= 0.

*P*P is INTEGER The number of rows of the matrix B. 0 <= P <= N <= M+P.

*A*A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and above the diagonal of the array contain the min(M,N)-by-N upper trapezoidal matrix T.

*LDA*LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).

*B*B is COMPLEX array, dimension (LDB,N) On entry, the P-by-N matrix B. On exit, the upper triangle of the subarray B(1:P,N-P+1:N) contains the P-by-P upper triangular matrix R.

*LDB*LDB is INTEGER The leading dimension of the array B. LDB >= max(1,P).

*C*C is COMPLEX 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*D is COMPLEX array, dimension (P) On entry, D contains the right hand side vector for the constrained equation. On exit, D is destroyed.

*X*X is COMPLEX array, dimension (N) On exit, X is the solution of the LSE problem.

*WORK*WORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*LWORK is 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 CGEQRF, CGERQF, CUNMQR and CUNMRQ. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.

*INFO*INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. = 1: the upper triangular factor R associated with B in the generalized RQ factorization of the pair (B, A) is singular, so that rank(B) < P; the least squares solution could not be computed. = 2: the (N-P) by (N-P) part of the upper trapezoidal factor T associated with A in the generalized RQ factorization of the pair (B, A) is singular, so that rank( (A) ) < N; the least squares solution could not ( (B) ) be computed.

**Author:**-
Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**December 2016

Definition at line 182 of file cgglse.f.

## Author

Generated automatically by Doxygen for LAPACK from the source code.

## Referenced By

The man page cgglse(3) is an alias of cgglse.f(3).

Tue Nov 14 2017 Version 3.8.0 LAPACK