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sgels.f(3) LAPACK sgels.f(3)

NAME

sgels.f -

SYNOPSIS

Functions/Subroutines


subroutine sgels (TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO)
 
SGELS solves overdetermined or underdetermined systems for GE matrices

Function/Subroutine Documentation

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

SGELS solves overdetermined or underdetermined systems for GE matrices
Purpose:
 SGELS 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 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,
            if M >= N, A is overwritten by details of its QR
                       factorization as returned by SGEQRF;
            if M <  N, A is overwritten by details of its LQ
                       factorization as returned by SGELQF.
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; 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 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 >= 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:
November 2011
Definition at line 183 of file sgels.f.

Author

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