Example (from Program LA_GGLSE_EXAMPLE)

The results below are computed with $\epsilon = 1.19209 \times 10^{-7}$.

$$A = \left( \begin{array}{rrr} -6 & 7 & 4 \\ 4 & -7 & 5 \... ... cm} d=\left( \begin{array}{r} 2 \\ -1 \end{array} \right)$$

Arrays ${\bf A}, {\bf B}, {\bf C}$, and ${\bf D}$ on entry:

$$\begin{array}{cc} {\bf A} \\ \begin{array}{\vert rrr\vert... ...rt r\vert} \hline 2 \\ -1 \\ \hline \end{array} \end{array}$$

The call:
CALL LA_GGLSE( A, B, C, D, X, INFO )

${\bf C}, {\bf X}$, and ${\bf INFO}$ on exit:

$$\begin{array}{c} {\bf C} \\ \begin{array}{\vert l\vert} \... ...ay}\hspace{1.00 cm} \begin{array}{c} {\bf INFO} = 0 \end{array}$$

The solution vector $x$ and the residual sum-of-squares are:

$$x= \left( \begin{array}{l} \;\;\; 3.33333 \times 10^{-1} \\... ... \ \ \ \ \Vert c - Ax \Vert^2_2 = 12.12456. \hspace{0.50 cm}$$