SUBROUTINE CGGLSE( M, N, P, A, LDA, B, LDB, C, D, X, WORK, LDWORK, * INFO) COMPLEX A(LDA,*), B(LDB,*), C(*), D(*), X(*), WORK(*) INTEGER M, N, P, LDA, LDB, LDWORK, INFO SUBROUTINE CGGLSE_64( M, N, P, A, LDA, B, LDB, C, D, X, WORK, * LDWORK, INFO) COMPLEX A(LDA,*), B(LDB,*), C(*), D(*), X(*), WORK(*) INTEGER*8 M, N, P, LDA, LDB, LDWORK, INFO
SUBROUTINE GGLSE( [M], [N], [P], A, [LDA], B, [LDB], C, D, X, [WORK], * [LDWORK], [INFO]) COMPLEX, DIMENSION(:) :: C, D, X, WORK COMPLEX, DIMENSION(:,:) :: A, B INTEGER :: M, N, P, LDA, LDB, LDWORK, INFO SUBROUTINE GGLSE_64( [M], [N], [P], A, [LDA], B, [LDB], C, D, X, * [WORK], [LDWORK], [INFO]) COMPLEX, DIMENSION(:) :: C, D, X, WORK COMPLEX, DIMENSION(:,:) :: A, B INTEGER(8) :: M, N, P, LDA, LDB, LDWORK, INFO
void cgglse(int m, int n, int p, complex *a, int lda, complex *b, int ldb, complex *c, complex *d, complex *x, int *info);
void cgglse_64(long m, long n, long p, complex *a, long lda, complex *b, long ldb, complex *c, complex *d, complex *x, long *info);
minimize || c - A*x ||_2 subject to B*x = d
where A is an M-by-N matrix, B is a P-by-N matrix, c is a given M-vector, and d is a given P-vector. It is assumed that
P <= N <= M+P, and
rank(B) = P and rank( ( A ) ) = N. ( ( B ) )
These conditions ensure that the LSE problem has a unique solution, which is obtained using a GRQ factorization of the matrices B and A.
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.