zgelss.f man page

zgelss.f —

Synopsis

Functions/Subroutines

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

Function/Subroutine Documentation

subroutine zgelss (integerM, integerN, integerNRHS, complex*16, dimension( lda, * )A, integerLDA, complex*16, dimension( ldb, * )B, integerLDB, double precision, dimension( * )S, double precisionRCOND, integerRANK, complex*16, dimension( * )WORK, integerLWORK, double precision, dimension( * )RWORK, integerINFO)

ZGELSS solves overdetermined or underdetermined systems for GE matrices

Purpose:

ZGELSS computes the minimum norm solution to a complex 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 COMPLEX*16 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 COMPLEX*16 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 the modulus of elements n+1:m in that column.

LDB

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

S

S is DOUBLE PRECISION 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 DOUBLE PRECISION
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 COMPLEX*16 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 >=  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.

RWORK

RWORK is DOUBLE PRECISION array, dimension (5*min(M,N))

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 178 of file zgelss.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

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

Sat Nov 16 2013 Version 3.4.2 LAPACK