sgelsd.f man page

sgelsd.f —

Synopsis

Functions/Subroutines

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

Function/Subroutine Documentation

subroutine sgelsd (integerM, integerN, integerNRHS, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, real, dimension( * )S, realRCOND, integerRANK, real, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerINFO)

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 tranformations 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.

Date:

November 2011

Contributors:

Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA
Osni Marques, LBNL/NERSC, USA

Definition at line 210 of file sgelsd.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

sgelsd(3) is an alias of sgelsd.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK