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- A
- (input/output) REAL or COMPLEX
array, shape
.
On entry, the matrix
.
On exit,
has been overwritten by details of its
complete orthogonal factorization.
- B
- (input/output) REAL or COMPLEX array,
shape
with
(B,1)
(A,1),
(A,2)) or shape
with
=
(A,1),
(A,2)).
On entry, the matrix
.
On exit, rows
to
contain the solution matrix
.
If
and
, the residual sum-of-squares for
the solution vector in a column of B is given by the sum of
squares of elements in rows
of that column.
- RANK
- Optional (output) INTEGER.
The effective rank of
, i.e., the order of the submatrix
. This is the same as the order of the submatrix
in the complete orthogonal factorization of
.
- JPVT
- Optional (input/output) INTEGER array,
shape
with
(JPVT)
(A,2).
On entry, if
, the
column of
is an initial column, otherwise it is a free column. Before
the
factorization of
, all initial columns are
permuted to the leading positions; only the remaining
free columns are moved as a result of column pivoting
during the factorization.
On exit, if
, then the
column of
the matrix product
was the
column of
.
- RCOND
- Optional (input) REAL.
is used to determine the effective rank of
.
This is defined as the order of the largest leading triangular
submatrix
in the
factorization of
, with
pivoting, whose estimated condition number
.
Default value:
where wp is the working precision.
- INFO
- Optional (output) INTEGER.
If
is not present and an error occurs, then the program is
terminated with an error message.
References: [1] and [17,9,20,35].
Next: Example (from Program LA_GELSY_EXAMPLE)
Up: Linear Least Squares Problems
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Susan Blackford
2001-08-19