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Livre :
Expressions régulières,
Syntaxe et mise en oeuvre :
GNU/Linux |
CentOS 4.8 |
i386 |
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zgglse(l) |
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ZGGLSE - solve the linear equality-constrained least squares (LSE) problem
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SUBROUTINE ZGGLSE( |
M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO ) | ||
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INTEGER |
INFO, LDA, LDB, LWORK, M, N, P | ||
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COMPLEX*16 |
A( LDA, * ), B( LDB, * ), C( * ), D( * ), WORK( * ), X( * ) |
ZGGLSE 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 GRQ factorization of the matrices B and A.
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) COMPLEX*16 array, dimension (LDA,N)
On entry, the M-by-N matrix A. On exit, A is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B (input/output) COMPLEX*16 array, dimension (LDB,N)
On entry, the P-by-N matrix B. On exit, B is destroyed.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,P).
C (input/output) COMPLEX*16 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) COMPLEX*16 array, dimension (P)
On entry, D contains the right hand side vector for the constrained equation. On exit, D is destroyed.
X (output) COMPLEX*16 array, dimension (N)
On exit, X is the solution of the LSE problem.
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 >= 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 ZGEQRF, CGERQF, ZUNMQR and CUNMRQ.
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.
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zgglse(l) | |