sgelss.f man page

sgelss.f —

Synopsis

Functions/Subroutines

subroutine sgelss (M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, INFO)
SGELSS solves overdetermined or underdetermined systems for GE matrices

Function/Subroutine Documentation

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

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.

Date:

November 2011

Definition at line 172 of file sgelss.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

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

Sat Nov 16 2013 Version 3.4.2 LAPACK