zgelss(3S)
ZGELSS - compute the minimum norm solution to a complex linear least squares problem
As shipped in IRIX 6.5.30. Added in IRIX 6.5.15.
NAME ZGELSS - compute the minimum norm solution to a complex linear least squares problem SYNOPSIS SUBROUTINE ZGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, RWORK, INFO ) INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK DOUBLE PRECISION RCOND DOUBLE PRECISION RWORK( * ), S( * ) COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * ) IMPLEMENTATION These routines are part of the SCSL Scientific Library and can be loaded using either the -lscs or the -lscs_mp option. The -lscs_mp option directs the linker to use the multi-processor version of the library. When linking to SCSL with -lscs or -lscs_mp, the default integer size is 4 bytes (32 bits). Another version of SCSL is available in which integers are 8 bytes (64 bits). This version allows the user access to larger memory sizes and helps when porting legacy Cray codes. It can be loaded by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use only one of the two versions; 4-byte integer and 8-byte integer library calls cannot be mixed. PURPOSE ZGELSS computes the minimum norm solution to a complex linear least squares problem: Minimize 2-norm(| b - A*x |). using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value. ARGUMENTS M (input) INTEGER The number of rows of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrix A. N >= 0. NRHS (input) INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A (input/output) COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the first min(m,n) rows of A are overwritten with its right singular vectors, stored rowwise. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input/output) COMPLEX*16 array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, B is overwritten by the N-by-NRHS solution matrix X. If m >= n and RANK = n, the residual sum-of-squares for the solution in the i- th column is given by the sum of squares of elements n+1:m in that column. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,M,N). S (output) DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A in decreasing order. The condition number of A in the 2-norm = S(1)/S(min(m,n)). RCOND (input) DOUBLE PRECISION RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead. RANK (output) INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1). WORK (workspace/output) COMPLEX*16 array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 1, and also: LWORK >= 2*min(M,N) + max(M,N,NRHS) For good performance, LWORK should generally be larger. 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. RWORK (workspace) DOUBLE PRECISION array, dimension (5*min(M,N)) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero. SEE ALSO INTRO_LAPACK(3S), INTRO_SCSL(3S) This man page is available only online.