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NAME
SGELS - solve overdetermined or underdetermined real linear
systems involving an M-by-N matrix A, or its transpose,
using a QR or LQ factorization of A
SYNOPSIS
SUBROUTINE SGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK,
LWORK, INFO )
CHARACTER TRANS
INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS
REAL A( LDA, * ), B( LDB, * ), WORK( LWORK )
PURPOSE
SGELS solves overdetermined or underdetermined real linear
systems involving an M-by-N matrix A, or its transpose,
using a QR or LQ factorization of A. It is assumed that A
has full rank.
The following options are provided:
1. If TRANS = 'N' and m >= n: find the least squares solu-
tion of
an overdetermined system, i.e., solve the least squares
problem
minimize || B - A*X ||.
2. If TRANS = 'N' and m < n: find the minimum norm solution
of
an underdetermined system A * X = B.
3. If TRANS = 'T' and m >= n: find the minimum norm solu-
tion of
an undetermined system A**T * X = B.
4. If TRANS = 'T' and m < n: find the least squares solu-
tion of
an overdetermined system, i.e., solve the least squares
problem
minimize || B - A**T * X ||.
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.
ARGUMENTS
TRANS (input) CHARACTER
= 'N': the linear system involves A;
= 'T': the linear system involves A**T.
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) REAL array, dimension (LDA,N)
On entry, the M-by-N matrix A. On exit, if M >= N,
A is overwritten by details of its QR factorization
as returned by SGEQRF; if M < N, A is overwritten
by details of its LQ factorization as returned by
SGELQF.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,M).
B (input/output) REAL array, dimension (LDB,NRHS)
On entry, the matrix B of right hand side vectors,
stored columnwise; B is M-by-NRHS if TRANS = 'N', or
N-by-NRHS if TRANS = 'T'. On exit, B is overwritten
by the solution vectors, stored columnwise: if
TRANS = 'N' and m >= n, rows 1 to n of B contain the
least squares solution vectors; the residual sum of
squares for the solution in each column is given by
the sum of squares of elements N+1 to M in that
column; if TRANS = 'N' and m < n, rows 1 to N of B
contain the minimum norm solution vectors; if TRANS
= 'T' and m >= n, rows 1 to M of B contain the
minimum norm solution vectors; if TRANS = 'T' and m
< n, rows 1 to M of B contain the least squares
solution vectors; the residual sum of squares for
the solution in each column is given by the sum of
squares of elements M+1 to N in that column.
LDB (input) INTEGER
The leading dimension of the array B. LDB >=
MAX(1,M,N).
WORK (workspace) REAL array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= min(M,N)
+ MAX(1,M,N,NRHS). For optimal performance, LWORK
>= min(M,N) + MAX(1,M,N,NRHS) * NB where NB is the
optimum block size.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value