# realGEsolve - Man Page

real

## Synopsis

### Functions

subroutine **sgels** (TRANS, M, **N**, **NRHS**, A, **LDA**, B, **LDB**, WORK, LWORK, INFO)

**SGELS solves overdetermined or underdetermined systems for GE matrices**

subroutine **sgelsd** (M, **N**, **NRHS**, A, **LDA**, B, **LDB**, S, RCOND, RANK, WORK, LWORK, IWORK, INFO)

**SGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices**

subroutine **sgelss** (M, **N**, **NRHS**, A, **LDA**, B, **LDB**, S, RCOND, RANK, WORK, LWORK, INFO)

**SGELSS solves overdetermined or underdetermined systems for GE matrices**

subroutine **sgelsy** (M, **N**, **NRHS**, A, **LDA**, B, **LDB**, JPVT, RCOND, RANK, WORK, LWORK, INFO)

**SGELSY solves overdetermined or underdetermined systems for GE matrices**

subroutine **sgesv** (**N**, **NRHS**, A, **LDA**, IPIV, B, **LDB**, INFO)

**SGESV computes the solution to system of linear equations A * X = B for GE matrices** (simple driver)

subroutine **sgesvx** (FACT, TRANS, **N**, **NRHS**, A, **LDA**, AF, LDAF, IPIV, EQUED, R, C, B, **LDB**, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO)

**SGESVX computes the solution to system of linear equations A * X = B for GE matrices**

subroutine **sgesvxx** (FACT, TRANS, **N**, **NRHS**, A, **LDA**, AF, LDAF, IPIV, EQUED, R, C, B, **LDB**, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO)

**SGESVXX computes the solution to system of linear equations A * X = B for GE matrices**

subroutine **sgetsls** (TRANS, M, **N**, **NRHS**, A, **LDA**, B, **LDB**, WORK, LWORK, INFO)**SGETSLS**

## Detailed Description

This is the group of real solve driver functions for GE matrices

## Function Documentation

### subroutine sgels (character TRANS, integer M, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, real, dimension( * ) WORK, integer LWORK, integer INFO)

**SGELS solves overdetermined or underdetermined systems for GE matrices**

**Purpose:**

SGELS solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, or its transpose, using a QR or LQ factorization of A. It is assumed that A has full rank. The following options are provided: 1. If TRANS = 'N' and m >= n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A*X ||. 2. If TRANS = 'N' and m < n: find the minimum norm solution of an underdetermined system A * X = B. 3. If TRANS = 'T' and m >= n: find the minimum norm solution of an underdetermined system A**T * X = B. 4. If TRANS = 'T' and m < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A**T * X ||. 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.

**Parameters***TRANS*TRANS is CHARACTER*1 = 'N': the linear system involves A; = 'T': the linear system involves A**T.

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

*N*N is INTEGER The number of columns of the matrix A. N >= 0.

*NRHS*NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >=0.

*A*A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if M >= N, A is overwritten by details of its QR factorization as returned by SGEQRF; if M < N, A is overwritten by details of its LQ factorization as returned by SGELQF.

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

*B*B is REAL array, dimension (LDB,NRHS) On entry, the matrix B of right hand side vectors, stored columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS if TRANS = 'T'. On exit, if INFO = 0, B is overwritten by the solution vectors, stored columnwise: if TRANS = 'N' and m >= n, rows 1 to n of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of elements N+1 to M in that column; if TRANS = 'N' and m < n, rows 1 to N of B contain the minimum norm solution vectors; if TRANS = 'T' and m >= n, rows 1 to M of B contain the minimum norm solution vectors; if TRANS = 'T' and m < n, rows 1 to M of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of elements M+1 to N in that column.

*LDB*LDB is INTEGER The leading dimension of the array B. LDB >= MAX(1,M,N).

*WORK*WORK is REAL 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, MN + max( MN, NRHS ) ). For optimal performance, LWORK >= max( 1, MN + max( MN, NRHS )*NB ). where MN = min(M,N) and NB is the optimum block size. 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 > 0: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 181 of file sgels.f.

### subroutine sgelsd (integer M, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, real, dimension( * ) S, real RCOND, integer RANK, real, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer INFO)

**SGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices**

**Purpose:**

SGELSD 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 problem is solved in three steps: (1) Reduce the coefficient matrix A to bidiagonal form with Householder transformations, reducing the original problem into a "bidiagonal least squares problem" (BLS) (2) Solve the BLS using a divide and conquer approach. (3) Apply back all the Householder transformations to solve the original least squares problem. The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

**Parameters***M*M is INTEGER The number of rows of A. M >= 0.

*N*N is INTEGER The number of columns of A. N >= 0.

*NRHS*NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

*A*A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, A has been destroyed.

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

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

*S*S is 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*RCOND is 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*RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

*WORK*WORK is REAL 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 must be at least 1. The exact minimum amount of workspace needed depends on M, N and NRHS. As long as LWORK is at least 12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2, if M is greater than or equal to N or 12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2, if M is less than N, the code will execute correctly. SMLSIZ is returned by ILAENV and is equal to the maximum size of the subproblems at the bottom of the computation tree (usually about 25), and NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 ) For good performance, LWORK should generally be larger. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the array WORK and the minimum size of the array IWORK, and returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK is issued by XERBLA.

*IWORK*IWORK is INTEGER array, dimension (MAX(1,LIWORK)) LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN), where MINMN = MIN( M,N ). On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.

*INFO*INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal 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 converge to zero.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Contributors:**Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA

Osni Marques, LBNL/NERSC, USA

Definition at line 208 of file sgelsd.f.

### subroutine sgelss (integer M, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, real, dimension( * ) S, real RCOND, integer RANK, real, dimension( * ) WORK, integer LWORK, integer INFO)

**SGELSS solves overdetermined or underdetermined systems for GE matrices**

**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.

**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 matrix A. N >= 0.

*NRHS*NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

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

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

*S*S is 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*RCOND is 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*RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

*WORK*WORK is REAL 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 >= 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. 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. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 170 of file sgelss.f.

### subroutine sgelsy (integer M, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, integer, dimension( * ) JPVT, real RCOND, integer RANK, real, dimension( * ) WORK, integer LWORK, integer INFO)

**SGELSY solves overdetermined or underdetermined systems for GE matrices**

**Purpose:**

SGELSY computes the minimum-norm solution to a real 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 annihilated by orthogonal 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**T [ inv(T11)*Q1**T*B ] [ 0 ] where Q1 consists of the first RANK columns of Q. This routine is basically identical to the original xGELSX except three differences: o The call to the subroutine xGEQPF has been substituted by the the call to the subroutine xGEQP3. This subroutine is a Blas-3 version of the QR factorization with column pivoting. o Matrix B (the right hand side) is updated with Blas-3. o The permutation of matrix B (the right hand side) is faster and more simple.

**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 matrix A. N >= 0.

*NRHS*NRHS is INTEGER The number of right hand sides, i.e., the number of columns of matrices B and X. NRHS >= 0.

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

*B*B is REAL array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, the N-by-NRHS solution matrix X.

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

*JPVT*JPVT is INTEGER array, dimension (N) On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted to the front of AP, otherwise column i is a free column. On exit, if JPVT(i) = k, then the i-th column of AP was the k-th column of A.

*RCOND*RCOND is REAL 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 factorization with pivoting of A, whose estimated condition number < 1/RCOND.

*RANK*RANK is 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 factorization of A.

*WORK**LWORK*LWORK is INTEGER The dimension of the array WORK. The unblocked strategy requires that: LWORK >= MAX( MN+3*N+1, 2*MN+NRHS ), where MN = min( M, N ). The block algorithm requires that: LWORK >= MAX( MN+2*N+NB*(N+1), 2*MN+NB*NRHS ), where NB is an upper bound on the blocksize returned by ILAENV for the routines SGEQP3, STZRZF, STZRQF, SORMQR, and SORMRZ. 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.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Contributors:**A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA

E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain

G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain

Definition at line 202 of file sgelsy.f.

### subroutine sgesv (integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( ldb, * ) B, integer LDB, integer INFO)

**SGESV computes the solution to system of linear equations A * X = B for GE matrices** (simple driver)

**Purpose:**

SGESV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N matrix and X and B are N-by-NRHS matrices. The LU decomposition with partial pivoting and row interchanges is used to factor A as A = P * L * U, where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of A is then used to solve the system of equations A * X = B.

**Parameters***N*N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.

*NRHS*NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.

*A*A is REAL array, dimension (LDA,N) On entry, the N-by-N coefficient matrix A. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

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

*IPIV*IPIV is INTEGER array, dimension (N) The pivot indices that define the permutation matrix P; row i of the matrix was interchanged with row IPIV(i).

*B*B is REAL array, dimension (LDB,NRHS) On entry, the N-by-NRHS matrix of right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

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

*INFO*INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution could not be computed.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 121 of file sgesv.f.

### subroutine sgesvx (character FACT, character TRANS, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, character EQUED, real, dimension( * ) R, real, dimension( * ) C, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldx, * ) X, integer LDX, real RCOND, real, dimension( * ) FERR, real, dimension( * ) BERR, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

**SGESVX computes the solution to system of linear equations A * X = B for GE matrices**

**Purpose:**

SGESVX uses the LU factorization to compute the solution to a real system of linear equations A * X = B, where A is an N-by-N matrix and X and B are N-by-NRHS matrices. Error bounds on the solution and a condition estimate are also provided.

**Description:**

The following steps are performed: 1. If FACT = 'E', real scaling factors are computed to equilibrate the system: TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B Whether or not the system will be equilibrated depends on the scaling of the matrix A, but if equilibration is used, A is overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') or diag(C)*B (if TRANS = 'T' or 'C'). 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the matrix A (after equilibration if FACT = 'E') as A = P * L * U, where P is a permutation matrix, L is a unit lower triangular matrix, and U is upper triangular. 3. If some U(i,i)=0, so that U is exactly singular, then the routine returns with INFO = i. Otherwise, the factored form of A is used to estimate the condition number of the matrix A. If the reciprocal of the condition number is less than machine precision, INFO = N+1 is returned as a warning, but the routine still goes on to solve for X and compute error bounds as described below. 4. The system of equations is solved for X using the factored form of A. 5. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it. 6. If equilibration was used, the matrix X is premultiplied by diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so that it solves the original system before equilibration.

**Parameters***FACT*FACT is CHARACTER*1 Specifies whether or not the factored form of the matrix A is supplied on entry, and if not, whether the matrix A should be equilibrated before it is factored. = 'F': On entry, AF and IPIV contain the factored form of A. If EQUED is not 'N', the matrix A has been equilibrated with scaling factors given by R and C. A, AF, and IPIV are not modified. = 'N': The matrix A will be copied to AF and factored. = 'E': The matrix A will be equilibrated if necessary, then copied to AF and factored.

*TRANS*TRANS is CHARACTER*1 Specifies the form of the system of equations: = 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Transpose)

*N*N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.

*NRHS*NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

*A*A is REAL array, dimension (LDA,N) On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is not 'N', then A must have been equilibrated by the scaling factors in R and/or C. A is not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. On exit, if EQUED .ne. 'N', A is scaled as follows: EQUED = 'R': A := diag(R) * A EQUED = 'C': A := A * diag(C) EQUED = 'B': A := diag(R) * A * diag(C).

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

*AF*AF is REAL array, dimension (LDAF,N) If FACT = 'F', then AF is an input argument and on entry contains the factors L and U from the factorization A = P*L*U as computed by SGETRF. If EQUED .ne. 'N', then AF is the factored form of the equilibrated matrix A. If FACT = 'N', then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the original matrix A. If FACT = 'E', then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the equilibrated matrix A (see the description of A for the form of the equilibrated matrix).

*LDAF*LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*IPIV is INTEGER array, dimension (N) If FACT = 'F', then IPIV is an input argument and on entry contains the pivot indices from the factorization A = P*L*U as computed by SGETRF; row i of the matrix was interchanged with row IPIV(i). If FACT = 'N', then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the original matrix A. If FACT = 'E', then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the equilibrated matrix A.

*EQUED*EQUED is CHARACTER*1 Specifies the form of equilibration that was done. = 'N': No equilibration (always true if FACT = 'N'). = 'R': Row equilibration, i.e., A has been premultiplied by diag(R). = 'C': Column equilibration, i.e., A has been postmultiplied by diag(C). = 'B': Both row and column equilibration, i.e., A has been replaced by diag(R) * A * diag(C). EQUED is an input argument if FACT = 'F'; otherwise, it is an output argument.

*R*R is REAL array, dimension (N) The row scale factors for A. If EQUED = 'R' or 'B', A is multiplied on the left by diag(R); if EQUED = 'N' or 'C', R is not accessed. R is an input argument if FACT = 'F'; otherwise, R is an output argument. If FACT = 'F' and EQUED = 'R' or 'B', each element of R must be positive.

*C*C is REAL array, dimension (N) The column scale factors for A. If EQUED = 'C' or 'B', A is multiplied on the right by diag(C); if EQUED = 'N' or 'R', C is not accessed. C is an input argument if FACT = 'F'; otherwise, C is an output argument. If FACT = 'F' and EQUED = 'C' or 'B', each element of C must be positive.

*B*B is REAL array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if EQUED = 'N', B is not modified; if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by diag(R)*B; if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is overwritten by diag(C)*B.

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

*X*X is REAL array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to the original system of equations. Note that A and B are modified on exit if EQUED .ne. 'N', and the solution to the equilibrated system is inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.

*LDX*LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).

*RCOND*RCOND is REAL The estimate of the reciprocal condition number of the matrix A after equilibration (if done). If RCOND is less than the machine precision (in particular, if RCOND = 0), the matrix is singular to working precision. This condition is indicated by a return code of INFO > 0.

*FERR*FERR is REAL array, dimension (NRHS) The estimated forward error bound for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution corresponding to X(j), FERR(j) is an estimated upper bound for the magnitude of the largest element in (X(j) - XTRUE) divided by the magnitude of the largest element in X(j). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error.

*BERR*BERR is REAL array, dimension (NRHS) The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution).

*WORK*WORK is REAL array, dimension (4*N) On exit, WORK(1) contains the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If WORK(1) is much less than 1, then the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, condition estimator RCOND, and forward error bound FERR could be unreliable. If factorization fails with 0<INFO<=N, then WORK(1) contains the reciprocal pivot growth factor for the leading INFO columns of A.

*IWORK*IWORK is INTEGER array, dimension (N)

*INFO*INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is <= N: U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+1: U is nonsingular, but RCOND is less than machine precision, meaning that the matrix is singular to working precision. Nevertheless, the solution and error bounds are computed because there are a number of situations where the computed solution can be more accurate than the value of RCOND would suggest.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 346 of file sgesvx.f.

### subroutine sgesvxx (character FACT, character TRANS, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, character EQUED, real, dimension( * ) R, real, dimension( * ) C, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldx , * ) X, integer LDX, real RCOND, real RPVGRW, real, dimension( * ) BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

**SGESVXX computes the solution to system of linear equations A * X = B for GE matrices**

**Purpose:**

SGESVXX uses the LU factorization to compute the solution to a real system of linear equations A * X = B, where A is an N-by-N matrix and X and B are N-by-NRHS matrices. If requested, both normwise and maximum componentwise error bounds are returned. SGESVXX will return a solution with a tiny guaranteed error (O(eps) where eps is the working machine precision) unless the matrix is very ill-conditioned, in which case a warning is returned. Relevant condition numbers also are calculated and returned. SGESVXX accepts user-provided factorizations and equilibration factors; see the definitions of the FACT and EQUED options. Solving with refinement and using a factorization from a previous SGESVXX call will also produce a solution with either O(eps) errors or warnings, but we cannot make that claim for general user-provided factorizations and equilibration factors if they differ from what SGESVXX would itself produce.

**Description:**

The following steps are performed: 1. If FACT = 'E', real scaling factors are computed to equilibrate the system: TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B Whether or not the system will be equilibrated depends on the scaling of the matrix A, but if equilibration is used, A is overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') or diag(C)*B (if TRANS = 'T' or 'C'). 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the matrix A (after equilibration if FACT = 'E') as A = P * L * U, where P is a permutation matrix, L is a unit lower triangular matrix, and U is upper triangular. 3. If some U(i,i)=0, so that U is exactly singular, then the routine returns with INFO = i. Otherwise, the factored form of A is used to estimate the condition number of the matrix A (see argument RCOND). If the reciprocal of the condition number is less than machine precision, the routine still goes on to solve for X and compute error bounds as described below. 4. The system of equations is solved for X using the factored form of A. 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero), the routine will use iterative refinement to try to get a small error and error bounds. Refinement calculates the residual to at least twice the working precision. 6. If equilibration was used, the matrix X is premultiplied by diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so that it solves the original system before equilibration.

Some optional parameters are bundled in the PARAMS array. These settings determine how refinement is performed, but often the defaults are acceptable. If the defaults are acceptable, users can pass NPARAMS = 0 which prevents the source code from accessing the PARAMS argument.

**Parameters***FACT*FACT is CHARACTER*1 Specifies whether or not the factored form of the matrix A is supplied on entry, and if not, whether the matrix A should be equilibrated before it is factored. = 'F': On entry, AF and IPIV contain the factored form of A. If EQUED is not 'N', the matrix A has been equilibrated with scaling factors given by R and C. A, AF, and IPIV are not modified. = 'N': The matrix A will be copied to AF and factored. = 'E': The matrix A will be equilibrated if necessary, then copied to AF and factored.

*TRANS*TRANS is CHARACTER*1 Specifies the form of the system of equations: = 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Conjugate Transpose = Transpose)

*N*N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.

*NRHS**A*A is REAL array, dimension (LDA,N) On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is not 'N', then A must have been equilibrated by the scaling factors in R and/or C. A is not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. On exit, if EQUED .ne. 'N', A is scaled as follows: EQUED = 'R': A := diag(R) * A EQUED = 'C': A := A * diag(C) EQUED = 'B': A := diag(R) * A * diag(C).

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

*AF*AF is REAL array, dimension (LDAF,N) If FACT = 'F', then AF is an input argument and on entry contains the factors L and U from the factorization A = P*L*U as computed by SGETRF. If EQUED .ne. 'N', then AF is the factored form of the equilibrated matrix A. If FACT = 'N', then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the original matrix A. If FACT = 'E', then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the equilibrated matrix A (see the description of A for the form of the equilibrated matrix).

*LDAF*LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*IPIV is INTEGER array, dimension (N) If FACT = 'F', then IPIV is an input argument and on entry contains the pivot indices from the factorization A = P*L*U as computed by SGETRF; row i of the matrix was interchanged with row IPIV(i). If FACT = 'N', then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the original matrix A. If FACT = 'E', then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the equilibrated matrix A.

*EQUED*EQUED is CHARACTER*1 Specifies the form of equilibration that was done. = 'N': No equilibration (always true if FACT = 'N'). = 'R': Row equilibration, i.e., A has been premultiplied by diag(R). = 'C': Column equilibration, i.e., A has been postmultiplied by diag(C). = 'B': Both row and column equilibration, i.e., A has been replaced by diag(R) * A * diag(C). EQUED is an input argument if FACT = 'F'; otherwise, it is an output argument.

*R*R is REAL array, dimension (N) The row scale factors for A. If EQUED = 'R' or 'B', A is multiplied on the left by diag(R); if EQUED = 'N' or 'C', R is not accessed. R is an input argument if FACT = 'F'; otherwise, R is an output argument. If FACT = 'F' and EQUED = 'R' or 'B', each element of R must be positive. If R is output, each element of R is a power of the radix. If R is input, each element of R should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable.

*C*C is REAL array, dimension (N) The column scale factors for A. If EQUED = 'C' or 'B', A is multiplied on the right by diag(C); if EQUED = 'N' or 'R', C is not accessed. C is an input argument if FACT = 'F'; otherwise, C is an output argument. If FACT = 'F' and EQUED = 'C' or 'B', each element of C must be positive. If C is output, each element of C is a power of the radix. If C is input, each element of C should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable.

*B*B is REAL array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if EQUED = 'N', B is not modified; if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by diag(R)*B; if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is overwritten by diag(C)*B.

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

*X*X is REAL array, dimension (LDX,NRHS) If INFO = 0, the N-by-NRHS solution matrix X to the original system of equations. Note that A and B are modified on exit if EQUED .ne. 'N', and the solution to the equilibrated system is inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.

*LDX*LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).

*RCOND*RCOND is REAL Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned.

*RPVGRW*RPVGRW is REAL Reciprocal pivot growth. On exit, this contains the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If this is much less than 1, then the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, estimated condition numbers, and error bounds could be unreliable. If factorization fails with 0<INFO<=N, then this contains the reciprocal pivot growth factor for the leading INFO columns of A. In SGESVX, this quantity is returned in WORK(1).

*BERR*BERR is REAL array, dimension (NRHS) Componentwise relative backward error. This is the componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution).

*N_ERR_BNDS*N_ERR_BNDS is INTEGER Number of error bounds to return for each right hand side and each type (normwise or componentwise). See ERR_BNDS_NORM and ERR_BNDS_COMP below.

*ERR_BNDS_NORM*ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions.

*ERR_BNDS_COMP*ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions.

*NPARAMS*NPARAMS is INTEGER Specifies the number of parameters set in PARAMS. If <= 0, the PARAMS array is never referenced and default values are used.

*PARAMS*PARAMS is REAL array, dimension NPARAMS Specifies algorithm parameters. If an entry is < 0.0, then that entry will be filled with default value used for that parameter. Only positions up to NPARAMS are accessed; defaults are used for higher-numbered parameters. PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative refinement or not. Default: 1.0 = 0.0: No refinement is performed, and no error bounds are computed. = 1.0: Use the double-precision refinement algorithm, possibly with doubled-single computations if the compilation environment does not support DOUBLE PRECISION. (other values are reserved for future use) PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual computations allowed for refinement. Default: 10 Aggressive: Set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in err_bnds_norm and err_bnds_comp may no longer be trustworthy. PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence)

*WORK*WORK is REAL array, dimension (4*N)

*IWORK*IWORK is INTEGER array, dimension (N)

*INFO*INFO is INTEGER = 0: Successful exit. The solution to every right-hand side is guaranteed. < 0: If INFO = -i, the i-th argument had an illegal value > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+J: The solution corresponding to the Jth right-hand side is not guaranteed. The solutions corresponding to other right- hand sides K with K > J may not be guaranteed as well, but only the first such right-hand side is reported. If a small componentwise error is not requested (PARAMS(3) = 0.0) then the Jth right-hand side is the first with a normwise error bound that is not guaranteed (the smallest J such that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) the Jth right-hand side is the first with either a normwise or componentwise error bound that is not guaranteed (the smallest J such that either ERR_BNDS_NORM(J,1) = 0.0 or ERR_BNDS_COMP(J,1) = 0.0). See the definition of ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information about all of the right-hand sides check ERR_BNDS_NORM or ERR_BNDS_COMP.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 538 of file sgesvxx.f.

### subroutine sgetsls (character TRANS, integer M, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, real, dimension( * ) WORK, integer LWORK, integer INFO)

**SGETSLS**

**Purpose:**

SGETSLS solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, using a tall skinny QR or short wide LQ factorization of A. It is assumed that A has full rank. The following options are provided: 1. If TRANS = 'N' and m >= n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A*X ||. 2. If TRANS = 'N' and m < n: find the minimum norm solution of an underdetermined system A * X = B. 3. If TRANS = 'T' and m >= n: find the minimum norm solution of an undetermined system A**T * X = B. 4. If TRANS = 'T' and m < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A**T * X ||. 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.

**Parameters***TRANS*TRANS is CHARACTER*1 = 'N': the linear system involves A; = 'T': the linear system involves A**T.

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

*N*N is INTEGER The number of columns of the matrix A. N >= 0.

*NRHS*NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >=0.

*A*A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, A is overwritten by details of its QR or LQ factorization as returned by SGEQR or SGELQ.

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

*B*B is REAL array, dimension (LDB,NRHS) On entry, the matrix B of right hand side vectors, stored columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS if TRANS = 'T'. On exit, if INFO = 0, B is overwritten by the solution vectors, stored columnwise: if TRANS = 'N' and m >= n, rows 1 to n of B contain the least squares solution vectors. if TRANS = 'N' and m < n, rows 1 to N of B contain the minimum norm solution vectors; if TRANS = 'T' and m >= n, rows 1 to M of B contain the minimum norm solution vectors; if TRANS = 'T' and m < n, rows 1 to M of B contain the least squares solution vectors.

*LDB*LDB is INTEGER The leading dimension of the array B. LDB >= MAX(1,M,N).

*WORK*(workspace) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) contains optimal (or either minimal or optimal, if query was assumed) LWORK. See LWORK for details.

*LWORK*LWORK is INTEGER The dimension of the array WORK. If LWORK = -1 or -2, then a workspace query is assumed. If LWORK = -1, the routine calculates optimal size of WORK for the optimal performance and returns this value in WORK(1). If LWORK = -2, the routine calculates minimal size of WORK and returns this value in WORK(1).

*INFO*INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 160 of file sgetsls.f.

## Author

Generated automatically by Doxygen for LAPACK from the source code.

## Referenced By

The man pages sgels(3), sgelsd(3), sgelss(3), sgelsy(3), sgesv(3), sgesvx(3), sgesvxx(3) and sgetsls(3) are aliases of realGEsolve(3).