cgglse - solve the linear equality-constrained least squares (LSE) problem
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
#include <sunperf.h>
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);
cgglse solves the linear equality-constrained least squares (LSE) problem:
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.
WORK(1)
returns the optimal LDWORK.
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.
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.