cgelsy - norm solution to a complex linear least squares problem
SUBROUTINE CGELSY(M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO) COMPLEX A(LDA,*), B(LDB,*), WORK(*) INTEGER M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER JPVT(*) REAL RCOND REAL RWORK(*) SUBROUTINE CGELSY_64(M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO) COMPLEX A(LDA,*), B(LDB,*), WORK(*) INTEGER*8 M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER*8 JPVT(*) REAL RCOND REAL RWORK(*) F95 INTERFACE SUBROUTINE GELSY(M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO) COMPLEX, DIMENSION(:) :: WORK COMPLEX, DIMENSION(:,:) :: A, B INTEGER :: M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER, DIMENSION(:) :: JPVT REAL :: RCOND REAL, DIMENSION(:) :: RWORK SUBROUTINE GELSY_64(M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO) COMPLEX, DIMENSION(:) :: WORK COMPLEX, DIMENSION(:,:) :: A, B INTEGER(8) :: M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER(8), DIMENSION(:) :: JPVT REAL :: RCOND REAL, DIMENSION(:) :: RWORK C INTERFACE #include <sunperf.h> void cgelsy(int m, int n, int nrhs, complex *a, int lda, complex *b, int ldb, int *jpvt, float rcond, int *rank, int *info); void cgelsy_64(long m, long n, long nrhs, complex *a, long lda, complex *b, long ldb, long *jpvt, float rcond, long *rank, long *info);
Oracle Solaris Studio Performance Library cgelsy(3P) NAME cgelsy - compute the minimum-norm solution to a complex linear least squares problem SYNOPSIS SUBROUTINE CGELSY(M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO) COMPLEX A(LDA,*), B(LDB,*), WORK(*) INTEGER M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER JPVT(*) REAL RCOND REAL RWORK(*) SUBROUTINE CGELSY_64(M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO) COMPLEX A(LDA,*), B(LDB,*), WORK(*) INTEGER*8 M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER*8 JPVT(*) REAL RCOND REAL RWORK(*) F95 INTERFACE SUBROUTINE GELSY(M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO) COMPLEX, DIMENSION(:) :: WORK COMPLEX, DIMENSION(:,:) :: A, B INTEGER :: M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER, DIMENSION(:) :: JPVT REAL :: RCOND REAL, DIMENSION(:) :: RWORK SUBROUTINE GELSY_64(M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO) COMPLEX, DIMENSION(:) :: WORK COMPLEX, DIMENSION(:,:) :: A, B INTEGER(8) :: M, N, NRHS, LDA, LDB, RANK, LWORK, INFO INTEGER(8), DIMENSION(:) :: JPVT REAL :: RCOND REAL, DIMENSION(:) :: RWORK C INTERFACE #include <sunperf.h> void cgelsy(int m, int n, int nrhs, complex *a, int lda, complex *b, int ldb, int *jpvt, float rcond, int *rank, int *info); void cgelsy_64(long m, long n, long nrhs, complex *a, long lda, complex *b, long ldb, long *jpvt, float rcond, long *rank, long *info); PURPOSE cgelsy computes the minimum-norm solution to a complex linear least squares problem: minimize || A * X - B || 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 con- dition 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. ARGUMENTS 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 matrices B and X. NRHS >= 0. A (input/output) On entry, the M-by-N matrix A. On exit, A has been overwrit- ten by details of its complete orthogonal factorization. LDA (input) The leading dimension of the array A. LDA >= max(1,M). B (input/output) On entry, the M-by-NRHS right hand side matrix B. On exit, the N-by-NRHS solution matrix X. LDB (input) The leading dimension of the array B. LDB >= max(1,M,N). JPVT (input/output) On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted to the front of AP, otherwise column i is a free column. On exit, if JPVT(i) = k, then the i-th column of A*P was the k- th column of A. RCOND (input) RCOND is used to determine the effective rank of A, which is defined as the order of the largest leading triangular subma- trix R11 in the QR factorization with pivoting of A, whose estimated condition number < 1/RCOND. RANK (output) The effective rank of A, i.e., the order of the submatrix R11. This is the same as the order of the submatrix T11 in the complete orthogonal factorization of A. WORK (workspace) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) The dimension of the array WORK. The unblocked strategy requires that: LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS ) where MN = min(M,N). The block algorithm requires that: LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS ) where NB is an upper bound on the blocksize returned by ILAENV for the routines CGEQP3, CTZRZF, CTZRQF, CUNMQR, and CUNMRZ. 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. RWORK (workspace) dimension(2*N) INFO (output) = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value FURTHER DETAILS Based on contributions by A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain 7 Nov 2015 cgelsy(3P)