org.netlib.lapack
Class Sgglse
java.lang.Object
org.netlib.lapack.Sgglse
public class Sgglse
- extends java.lang.Object
Following is the description from the original
Fortran source. For each array argument, the Java
version will include an integer offset parameter, so
the arguments may not match the description exactly.
Contact seymour@cs.utk.edu with any questions.
* ..
*
* Purpose
* =======
*
* SGGLSE 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) REAL 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) REAL 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) REAL 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) REAL array, dimension (P)
* On entry, D contains the right hand side vector for the
* constrained equation.
* On exit, D is destroyed.
*
* X (output) REAL array, dimension (N)
* On exit, X is the solution of the LSE problem.
*
* WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
* 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
* SGEQRF, SGERQF, SORMQR 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 |
sgglse(int m,
int n,
int p,
float[] a,
int _a_offset,
int lda,
float[] b,
int _b_offset,
int ldb,
float[] c,
int _c_offset,
float[] d,
int _d_offset,
float[] x,
int _x_offset,
float[] work,
int _work_offset,
int lwork,
intW info)
|
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Sgglse
public Sgglse()
sgglse
public static void sgglse(int m,
int n,
int p,
float[] a,
int _a_offset,
int lda,
float[] b,
int _b_offset,
int ldb,
float[] c,
int _c_offset,
float[] d,
int _d_offset,
float[] x,
int _x_offset,
float[] work,
int _work_offset,
int lwork,
intW info)