Install Now
gelss - gelss: least squares using SVD, QR iteration
Contents
Detailed Description
Function Documentation
subroutinecgelss(integerm,integern,integernrhs,complex,dimension(lda,*)a,integerlda,complex,dimension(ldb,*)b,integerldb,real,dimension(*)s,realrcond,integerrank,complex,dimension(*)work,integerlwork,real,dimension(*)rwork,integerinfo)CGELSSsolvesoverdeterminedorunderdeterminedsystemsforGEmatricesPurpose:
CGELSS 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.
ParametersM
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 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 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 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 COMPLEX 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 REAL 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.
subroutinedgelss(integerm,integern,integernrhs,doubleprecision,dimension(lda,*)a,integerlda,doubleprecision,dimension(ldb,*)b,integerldb,doubleprecision,dimension(*)s,doubleprecisionrcond,integerrank,doubleprecision,dimension(*)work,integerlwork,integerinfo)DGELSSsolvesoverdeterminedorunderdeterminedsystemsforGEmatricesPurpose:
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.
ParametersM
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.
subroutinesgelss(integerm,integern,integernrhs,real,dimension(lda,*)a,integerlda,real,dimension(ldb,*)b,integerldb,real,dimension(*)s,realrcond,integerrank,real,dimension(*)work,integerlwork,integerinfo)SGELSSsolvesoverdeterminedorunderdeterminedsystemsforGEmatricesPurpose:
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.
ParametersM
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.
subroutinezgelss(integerm,integern,integernrhs,complex*16,dimension(lda,*)a,integerlda,complex*16,dimension(ldb,*)b,integerldb,doubleprecision,dimension(*)s,doubleprecisionrcond,integerrank,complex*16,dimension(*)work,integerlwork,doubleprecision,dimension(*)rwork,integerinfo)ZGELSSsolvesoverdeterminedorunderdeterminedsystemsforGEmatricesPurpose:
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.
ParametersM
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.
Name
gelss - gelss: least squares using SVD, QR iteration
Synopsis
Functions
subroutine cgelss (m, n, nrhs, a, lda, b, ldb, s, rcond, rank, work, lwork, rwork, info)
CGELSSsolvesoverdeterminedorunderdeterminedsystemsforGEmatrices
subroutine dgelss (m, n, nrhs, a, lda, b, ldb, s, rcond, rank, work, lwork, info)
DGELSSsolvesoverdeterminedorunderdeterminedsystemsforGEmatrices
subroutine sgelss (m, n, nrhs, a, lda, b, ldb, s, rcond, rank, work, lwork, info)
SGELSSsolvesoverdeterminedorunderdeterminedsystemsforGEmatrices
subroutine zgelss (m, n, nrhs, a, lda, b, ldb, s, rcond, rank, work, lwork, rwork, info)
ZGELSSsolvesoverdeterminedorunderdeterminedsystemsforGEmatrices
PNG Icons