subroutine sgetsls (TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO)
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 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:
- 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 ||.
- If TRANS = 'N' and m < n: find the minimum norm solution of an underdetermined system A * X = B.
- If TRANS = 'T' and m >= n: find the minimum norm solution of an undetermined system A**T * X = B.
- 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.
TRANS is CHARACTER*1 = 'N': the linear system involves A; = 'T': the linear system involves A**T.
M is INTEGER The number of rows of the matrix A. M >= 0.
N is INTEGER The number of columns of the matrix A. N >= 0.
NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >=0.
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 is INTEGER The leading dimension of the array A. LDA >= max(1,M).
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 is INTEGER The leading dimension of the array B. LDB >= MAX(1,M,N).
(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 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 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.
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Definition at line 162 of file sgetsls.f.
Generated automatically by Doxygen for LAPACK from the source code.
The man page sgetsls(3) is an alias of sgetsls.f(3).