SRC/zgetsls.f(3) Library Functions Manual SRC/zgetsls.f(3)

SRC/zgetsls.f


subroutine zgetsls (trans, m, n, nrhs, a, lda, b, ldb, work, lwork, info)
ZGETSLS

ZGETSLS

Purpose:

 ZGETSLS solves overdetermined or underdetermined complex 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 = 'C' and m >= n:  find the minimum norm solution of
    an undetermined system A**T * X = B.
 4. If TRANS = 'C' 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;
          = 'C': the linear system involves A**H.

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,
          A is overwritten by details of its QR or LQ
          factorization as returned by ZGEQR or ZGELQ.

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 matrix B of right hand side vectors, stored
          columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS
          if TRANS = 'C'.
          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 = 'C' and m >= n, rows 1 to M of B contain the
          minimum norm solution vectors;
          if TRANS = 'C' 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) COMPLEX*16 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.

Definition at line 160 of file zgetsls.f.

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