SUBROUTINE ZGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, * WORK, LWORK, RWORK, INFO) DOUBLE COMPLEX A(LDA,*), B(LDB,*), WORK(*) INTEGER M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER JPVT(*) DOUBLE PRECISION RCOND DOUBLE PRECISION RWORK(*) SUBROUTINE ZGELSY_64( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, * WORK, LWORK, RWORK, INFO) DOUBLE COMPLEX A(LDA,*), B(LDB,*), WORK(*) INTEGER*8 M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER*8 JPVT(*) DOUBLE PRECISION RCOND DOUBLE PRECISION RWORK(*)
SUBROUTINE GELSY( [M], [N], [NRHS], A, [LDA], B, [LDB], JPVT, RCOND, * RANK, [WORK], [LWORK], [RWORK], [INFO]) COMPLEX(8), DIMENSION(:) :: WORK COMPLEX(8), DIMENSION(:,:) :: A, B INTEGER :: M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER, DIMENSION(:) :: JPVT REAL(8) :: RCOND REAL(8), DIMENSION(:) :: RWORK SUBROUTINE GELSY_64( [M], [N], [NRHS], A, [LDA], B, [LDB], JPVT, * RCOND, RANK, [WORK], [LWORK], [RWORK], [INFO]) COMPLEX(8), DIMENSION(:) :: WORK COMPLEX(8), DIMENSION(:,:) :: A, B INTEGER(8) :: M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER(8), DIMENSION(:) :: JPVT REAL(8) :: RCOND REAL(8), DIMENSION(:) :: RWORK
void zgelsy(int m, int n, int nrhs, doublecomplex *a, int lda, doublecomplex *b, int ldb, int *jpvt, double rcond, int *rank, int *info);
void zgelsy_64(long m, long n, long nrhs, doublecomplex *a, long lda, doublecomplex *b, long ldb, long *jpvt, double rcond, long *rank, long *info);
using a complete orthogonal factorization 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 routine first computes a QR factorization with column pivoting: A * P = Q * [ R11 R12 ]
[ 0 R22 ]
with R11 defined as the largest leading submatrix whose estimated condition number is less than 1/RCOND. The order of R11, RANK, is the effective rank of A.
Then, R22 is considered to be negligible, and R12 is annihilated by unitary transformations from the right, arriving at the complete orthogonal factorization:
A * P = Q * [ T11 0 ] * Z [ 0 0 ]
The minimum-norm solution is then
X = P * Z' [ inv(T11)*Q1'*B ] [ 0 ]
where Q1 consists of the first RANK columns of Q.
This routine is basically identical to the original xGELSX except three differences:
o The permutation of matrix B (the right hand side) is faster and more simple. o The call to the subroutine xGEQPF has been substituted by the the call to the subroutine xGEQP3. This subroutine is a Blas-3 version of the QR factorization with column pivoting. o Matrix B (the right hand side) is updated with Blas-3.
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.