cgglse (3p)

Name

cgglse - constrained least squares (LSE) problem

Synopsis

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




F95 INTERFACE
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




C INTERFACE
#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);

Description

Oracle Solaris Studio Performance Library                           cgglse(3P)



NAME
       cgglse  -  solve  the  linear  equality-constrained least squares (LSE)
       problem


SYNOPSIS
       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




   F95 INTERFACE
       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




   C INTERFACE
       #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);



PURPOSE
       cgglse solves the linear equality-constrained least squares (LSE) prob-
       lem:

               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-vec-
       tor, 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.


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


       N (input) The number of columns of the matrices A and B. N >= 0.


       P (input) The number of rows of the matrix B. 0 <= P <= N <= M+P.


       A (input/output)
                 On entry, the M-by-N matrix A.  On exit, A is destroyed.


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


       B (input/output)
                 On entry, the P-by-N matrix B.  On exit, B is destroyed.


       LDB (input)
                 The leading dimension of the array B. LDB >= max(1,P).


       C (input/output)
                 On entry, C contains the right hand side vector for the least
                 squares  part  of the LSE problem.  On exit, the residual sum
                 of squares for the solution is given by the sum of squares of
                 elements N-P+1 to M of vector C.


       D (input/output)
                 On  entry, D contains the right hand side vector for the con-
                 strained equation.  On exit, D is destroyed.


       X (output)
                 On exit, X is the solution of the LSE problem.


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


       LDWORK (input)
                 The dimension of the array WORK. LDWORK >= max(1,M+N+P).  For
                 optimum  performance  LDWORK >= P+min(M,N)+max(M,N)*NB, where
                 NB is an upper bound for the optimal blocksizes  for  CGEQRF,
                 CGERQF, CUNMQR and CUNMRQ.

                 If  LDWORK  = -1, then a workspace query is assumed; the rou-
                 tine 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)
                 = 0:  successful exit.
                 < 0:  if INFO = -i, the i-th argument had an illegal value.




                                  7 Nov 2015                        cgglse(3P)