cgels


NAME

cgels - solve overdetermined or underdetermined complex linear systems involving an M-by-N matrix A, or its conjugate-transpose, using a QR or LQ factorization of A


SYNOPSIS

  SUBROUTINE CGELS( TRANSA, M, N, NRHS, A, LDA, B, LDB, WORK, LDWORK, 
 *      INFO)
  CHARACTER * 1 TRANSA
  COMPLEX A(LDA,*), B(LDB,*), WORK(*)
  INTEGER M, N, NRHS, LDA, LDB, LDWORK, INFO
 
  SUBROUTINE CGELS_64( TRANSA, M, N, NRHS, A, LDA, B, LDB, WORK, 
 *      LDWORK, INFO)
  CHARACTER * 1 TRANSA
  COMPLEX A(LDA,*), B(LDB,*), WORK(*)
  INTEGER*8 M, N, NRHS, LDA, LDB, LDWORK, INFO
 

F95 INTERFACE

  SUBROUTINE GELS( [TRANSA], [M], [N], [NRHS], A, [LDA], B, [LDB], 
 *       [WORK], [LDWORK], [INFO])
  CHARACTER(LEN=1) :: TRANSA
  COMPLEX, DIMENSION(:) :: WORK
  COMPLEX, DIMENSION(:,:) :: A, B
  INTEGER :: M, N, NRHS, LDA, LDB, LDWORK, INFO
 
  SUBROUTINE GELS_64( [TRANSA], [M], [N], [NRHS], A, [LDA], B, [LDB], 
 *       [WORK], [LDWORK], [INFO])
  CHARACTER(LEN=1) :: TRANSA
  COMPLEX, DIMENSION(:) :: WORK
  COMPLEX, DIMENSION(:,:) :: A, B
  INTEGER(8) :: M, N, NRHS, LDA, LDB, LDWORK, INFO
 

C INTERFACE

#include <sunperf.h>

void cgels(char transa, int m, int n, int nrhs, complex *a, int lda, complex *b, int ldb, int *info);

void cgels_64(char transa, long m, long n, long nrhs, complex *a, long lda, complex *b, long ldb, long *info);


PURPOSE

cgels solves overdetermined or underdetermined complex linear systems involving an M-by-N matrix A, or its conjugate-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 = 'C' and m >= n: find the minimum norm solution of an undetermined system A**H * 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**H * 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.


ARGUMENTS

* TRANSA (input)
* M (input)
The number of rows of the matrix A. M >= 0.

* N (input)
The number of columns of the matrix A. N >= 0.

* NRHS (input)
The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

* A (input/output)
On entry, the M-by-N matrix A. if M >= N, A is overwritten by details of its QR factorization as returned by CGEQRF; if M < N, A is overwritten by details of its LQ factorization as returned by CGELQF.

* LDA (input)
The leading dimension of the array A. LDA >= max(1,M).

* B (input/output)
On entry, the matrix B of right hand side vectors, stored columnwise; B is M-by-NRHS if TRANSA = 'N', or N-by-NRHS if TRANSA = 'C'. On exit, B is overwritten by the solution vectors, stored columnwise: if TRANSA = '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 TRANSA = 'N' and m < n, rows 1 to N of B contain the minimum norm solution vectors; if TRANSA = 'C' and m >= n, rows 1 to M of B contain the minimum norm solution vectors; if TRANSA = 'C' 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 (input)
The leading dimension of the array B. LDB >= MAX(1,M,N).

* WORK (workspace)
On exit, if INFO = 0, WORK(1) returns the optimal LDWORK.

* LDWORK (input)
The dimension of the array WORK. LDWORK >= max( 1, MN + max( MN, NRHS ) ). For optimal performance, LDWORK >= max( 1, MN + max( MN, NRHS )*NB ). where MN = min(M,N) and NB is the optimum block size.

If LDWORK = -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 LDWORK is issued by XERBLA.

* INFO (output)