version 1.7, 2010/12/21 13:53:25
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version 1.8, 2011/07/22 07:38:04
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SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, |
SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, |
$ INFO ) |
$ INFO ) |
* |
* |
* -- LAPACK driver routine (version 3.2) -- |
* -- LAPACK driver routine (version 3.3.1) -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* November 2006 |
* -- April 2011 -- |
* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
CHARACTER TRANS |
CHARACTER TRANS |
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* |
* |
* Least-Squares Problem min || A * X - B || |
* Least-Squares Problem min || A * X - B || |
* |
* |
* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) |
* B(1:M,1:NRHS) := Q**T * B(1:M,1:NRHS) |
* |
* |
CALL DORMQR( 'Left', 'Transpose', M, NRHS, N, A, LDA, |
CALL DORMQR( 'Left', 'Transpose', M, NRHS, N, A, LDA, |
$ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, |
$ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, |
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* |
* |
ELSE |
ELSE |
* |
* |
* Overdetermined system of equations A' * X = B |
* Overdetermined system of equations A**T * X = B |
* |
* |
* B(1:N,1:NRHS) := inv(R') * B(1:N,1:NRHS) |
* B(1:N,1:NRHS) := inv(R**T) * B(1:N,1:NRHS) |
* |
* |
CALL DTRTRS( 'Upper', 'Transpose', 'Non-unit', N, NRHS, |
CALL DTRTRS( 'Upper', 'Transpose', 'Non-unit', N, NRHS, |
$ A, LDA, B, LDB, INFO ) |
$ A, LDA, B, LDB, INFO ) |
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30 CONTINUE |
30 CONTINUE |
40 CONTINUE |
40 CONTINUE |
* |
* |
* B(1:N,1:NRHS) := Q(1:N,:)' * B(1:M,1:NRHS) |
* B(1:N,1:NRHS) := Q(1:N,:)**T * B(1:M,1:NRHS) |
* |
* |
CALL DORMLQ( 'Left', 'Transpose', N, NRHS, M, A, LDA, |
CALL DORMLQ( 'Left', 'Transpose', N, NRHS, M, A, LDA, |
$ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, |
$ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, |
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* |
* |
ELSE |
ELSE |
* |
* |
* overdetermined system min || A' * X - B || |
* overdetermined system min || A**T * X - B || |
* |
* |
* B(1:N,1:NRHS) := Q * B(1:N,1:NRHS) |
* B(1:N,1:NRHS) := Q * B(1:N,1:NRHS) |
* |
* |
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* |
* |
* workspace at least NRHS, optimally NRHS*NB |
* workspace at least NRHS, optimally NRHS*NB |
* |
* |
* B(1:M,1:NRHS) := inv(L') * B(1:M,1:NRHS) |
* B(1:M,1:NRHS) := inv(L**T) * B(1:M,1:NRHS) |
* |
* |
CALL DTRTRS( 'Lower', 'Transpose', 'Non-unit', M, NRHS, |
CALL DTRTRS( 'Lower', 'Transpose', 'Non-unit', M, NRHS, |
$ A, LDA, B, LDB, INFO ) |
$ A, LDA, B, LDB, INFO ) |