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double(3) LAPACK double(3)

NAME

double -

Functions


subroutine dgels (TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO)
 
DGELS solves overdetermined or underdetermined systems for GE matrices subroutine dgelsd (M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, IWORK, INFO)
 
DGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices subroutine dgelss (M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, INFO)
 
DGELSS solves overdetermined or underdetermined systems for GE matrices subroutine dgelsy (M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, INFO)
 
DGELSY solves overdetermined or underdetermined systems for GE matrices subroutine dgesv (N, NRHS, A, LDA, IPIV, B, LDB, INFO)
 
DGESV computes the solution to system of linear equations A * X = B for GE matrices subroutine dgesvx (FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO)
 
DGESVX computes the solution to system of linear equations A * X = B for GE matrices subroutine dgesvxx (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)
 
DGESVXX computes the solution to system of linear equations A * X = B for GE matrices subroutine dgetsls (TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO)
 
subroutine dsgesv (N, NRHS, A, LDA, IPIV, B, LDB, X, LDX, WORK, SWORK, ITER, INFO)
 
DSGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement) subroutine sgetsls (TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO)
 

Detailed Description

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

Function Documentation

subroutine dgels (characterTRANS, integerM, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DGELS solves overdetermined or underdetermined systems for GE matrices
Purpose:
 DGELS 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 DOUBLE PRECISION 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 DGEQRF;
            if M <  N, A is overwritten by details of its LQ
                       factorization as returned by DGELQF.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
B
          B is DOUBLE PRECISION 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 DOUBLE PRECISION 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.
Date:
December 2016

subroutine dgelsd (integerM, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )S, double precisionRCOND, integerRANK, double precision, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerINFO)

DGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices
Purpose:
 DGELSD 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 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 DOUBLE PRECISION 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 WORK array, returns this value as the first entry of the WORK array, 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:
December 2016
Contributors:
Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA
 

Osni Marques, LBNL/NERSC, USA
 

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

DGELSS solves overdetermined or underdetermined systems for GE matrices
Purpose:
 DGELSS 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 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 DOUBLE PRECISION 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:
December 2016

subroutine dgelsy (integerM, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integer, dimension( * )JPVT, double precisionRCOND, integerRANK, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DGELSY solves overdetermined or underdetermined systems for GE matrices
Purpose:
 DGELSY 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION
          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
          WORK is DOUBLE PRECISION 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.
          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 DGEQP3, DTZRZF, STZRQF, DORMQR,
          and DORMRZ.
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.
Date:
December 2016
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
 

subroutine dgesv (integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DGESV computes the solution to system of linear equations A * X = B for GE matrices
Purpose:
 DGESV 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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.
Date:
December 2016

subroutine dgesvx (characterFACT, characterTRANS, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, characterEQUED, double precision, dimension( * )R, double precision, dimension( * )C, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precisionRCOND, double precision, dimension( * )FERR, double precision, dimension( * )BERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DGESVX computes the solution to system of linear equations A * X = B for GE matrices
Purpose:
 DGESVX 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DGETRF.  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 DGETRF; 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION
          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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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.
Date:
April 2012

subroutine dgesvxx (characterFACT, characterTRANS, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, characterEQUED, double precision, dimension( * )R, double precision, dimension( * )C, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx , * )X, integerLDX, double precisionRCOND, double precisionRPVGRW, double precision, dimension( * )BERR, integerN_ERR_BNDS, double precision, dimension( nrhs, * )ERR_BNDS_NORM, double precision, dimension( nrhs, * )ERR_BNDS_COMP, integerNPARAMS, double precision, dimension( * )PARAMS, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DGESVXX computes the solution to system of linear equations A * X = B for GE matrices
Purpose:
    DGESVXX uses the LU factorization to compute the solution to a
    double precision 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. DGESVXX 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.
DGESVXX 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 DGESVXX 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 DGESVXX would itself produce.
Description:
    The following steps are performed:
1. If FACT = 'E', double precision 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
          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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DGETRF.  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 DGETRF; 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION
     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 DOUBLE PRECISION
     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 DGESVX, this quantity is
     returned in WORK(1).
BERR
          BERR is DOUBLE PRECISION 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 DOUBLE PRECISION 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) * dlamch('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) * dlamch('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) * dlamch('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 DOUBLE PRECISION 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 .LT. 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) * dlamch('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) * dlamch('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) * dlamch('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 .LE. 0, the
     PARAMS array is never referenced and default values are used.
PARAMS
          PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
     Specifies algorithm parameters.  If an entry is .LT. 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: 1.0D+0 = 0.0 : No refinement is performed, and no error bounds are computed. = 1.0 : Use the extra-precise refinement algorithm. (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 DOUBLE PRECISION 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.
Date:
April 2012

subroutine dgetsls (characterTRANS, integerM, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )WORK, integerLWORK, integerINFO)

Purpose:
DGETSLS 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 DOUBLE PRECISION 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 DGEQR or DGELQ.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
B
          B is DOUBLE PRECISION 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) DOUBLE PRECISION 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.
Date:
December 2016

subroutine dsgesv (integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precision, dimension( n, * )WORK, real, dimension( * )SWORK, integerITER, integerINFO)

DSGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement)
Purpose:
 DSGESV 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.
DSGESV first attempts to factorize the matrix in SINGLE PRECISION and use this factorization within an iterative refinement procedure to produce a solution with DOUBLE PRECISION normwise backward error quality (see below). If the approach fails the method switches to a DOUBLE PRECISION factorization and solve.
The iterative refinement is not going to be a winning strategy if the ratio SINGLE PRECISION performance over DOUBLE PRECISION performance is too small. A reasonable strategy should take the number of right-hand sides and the size of the matrix into account. This might be done with a call to ILAENV in the future. Up to now, we always try iterative refinement.
The iterative refinement process is stopped if ITER > ITERMAX or for all the RHS we have: RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX where o ITER is the number of the current iteration in the iterative refinement process o RNRM is the infinity-norm of the residual o XNRM is the infinity-norm of the solution o ANRM is the infinity-operator-norm of the matrix A o EPS is the machine epsilon returned by DLAMCH('Epsilon') The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively.
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 DOUBLE PRECISION array,
          dimension (LDA,N)
          On entry, the N-by-N coefficient matrix A.
          On exit, if iterative refinement has been successfully used
          (INFO.EQ.0 and ITER.GE.0, see description below), then A is
          unchanged, if double precision factorization has been used
          (INFO.EQ.0 and ITER.LT.0, see description below), then the
          array A contains 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).
          Corresponds either to the single precision factorization
          (if INFO.EQ.0 and ITER.GE.0) or the double precision
          factorization (if INFO.EQ.0 and ITER.LT.0).
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          The N-by-NRHS right hand side matrix B.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
X
          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
          If INFO = 0, the N-by-NRHS solution matrix X.
LDX
          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).
WORK
          WORK is DOUBLE PRECISION array, dimension (N,NRHS)
          This array is used to hold the residual vectors.
SWORK
          SWORK is REAL array, dimension (N*(N+NRHS))
          This array is used to use the single precision matrix and the
          right-hand sides or solutions in single precision.
ITER
          ITER is INTEGER
          < 0: iterative refinement has failed, double precision
               factorization has been performed
               -1 : the routine fell back to full precision for
                    implementation- or machine-specific reasons
               -2 : narrowing the precision induced an overflow,
                    the routine fell back to full precision
               -3 : failure of SGETRF
               -31: stop the iterative refinement after the 30th
                    iterations
          > 0: iterative refinement has been successfully used.
               Returns the number of iterations
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) computed in DOUBLE PRECISION 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.
Date:
June 2016

subroutine sgetsls (characterTRANS, integerM, integerN, integerNRHS, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, real, dimension( * )WORK, integerLWORK, integerINFO)

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.
Date:
December 2016

Author

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