org.netlib.lapack
Class DGGLSE
java.lang.Object
org.netlib.lapack.DGGLSE
public class DGGLSE
- extends java.lang.Object
DGGLSE is a simplified interface to the JLAPACK routine dgglse.
This interface converts Java-style 2D row-major arrays into
the 1D column-major linearized arrays expected by the lower
level JLAPACK routines. Using this interface also allows you
to omit offset and leading dimension arguments. However, because
of these conversions, these routines will be slower than the low
level ones. Following is the description from the original Fortran
source. Contact seymour@cs.utk.edu with any questions.
* ..
*
* Purpose
* =======
*
* DGGLSE 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 generalized RQ factorization of the
* matrices (B, A) given by
*
* B = (0 R)*Q, A = Z*T*Q.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrices A and B. N >= 0.
*
* P (input) INTEGER
* The number of rows of the matrix B. 0 <= P <= N <= M+P.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, the elements on and above the diagonal of the array
* contain the min(M,N)-by-N upper trapezoidal matrix T.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
* On entry, the P-by-N matrix B.
* On exit, the upper triangle of the subarray B(1:P,N-P+1:N)
* contains the P-by-P upper triangular matrix R.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,P).
*
* C (input/output) DOUBLE PRECISION array, dimension (M)
* 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) DOUBLE PRECISION array, dimension (P)
* On entry, D contains the right hand side vector for the
* constrained equation.
* On exit, D is destroyed.
*
* X (output) DOUBLE PRECISION array, dimension (N)
* On exit, X is the solution of the LSE problem.
*
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,M+N+P).
* For optimum performance LWORK >= P+min(M,N)+max(M,N)*NB,
* where NB is an upper bound for the optimal blocksizes for
* DGEQRF, SGERQF, DORMQR and SORMRQ.
*
* 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.
*
* INFO (output) INTEGER
* = 0: successful exit.
* < 0: if INFO = -i, the i-th argument had an illegal value.
* = 1: the upper triangular factor R associated with B in the
* generalized RQ factorization of the pair (B, A) is
* singular, so that rank(B) < P; the least squares
* solution could not be computed.
* = 2: the (N-P) by (N-P) part of the upper trapezoidal factor
* T associated with A in the generalized RQ factorization
* of the pair (B, A) is singular, so that
* rank( (A) ) < N; the least squares solution could not
* ( (B) )
* be computed.
*
* =====================================================================
*
* .. Parameters ..
Method Summary |
static void |
DGGLSE(int m,
int n,
int p,
double[][] a,
double[][] b,
double[] c,
double[] d,
double[] x,
double[] work,
int lwork,
intW info)
|
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
DGGLSE
public DGGLSE()
DGGLSE
public static void DGGLSE(int m,
int n,
int p,
double[][] a,
double[][] b,
double[] c,
double[] d,
double[] x,
double[] work,
int lwork,
intW info)