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authorjulie <julielangou@users.noreply.github.com>2011-10-06 06:53:11 +0000
committerjulie <julielangou@users.noreply.github.com>2011-10-06 06:53:11 +0000
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+*> \brief <b> DGELSS solves overdetermined or underdetermined systems for GE matrices</b>
+*
+* =========== DOCUMENTATION ===========
+*
+* Online html documentation available at
+* http://www.netlib.org/lapack/explore-html/
+*
+* Definition
+* ==========
+*
+* SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
+* WORK, LWORK, INFO )
+*
+* .. Scalar Arguments ..
+* INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
+* DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+*>\details \b Purpose:
+*>\verbatim
+*>
+*> DGELSS computes the minimum norm solution to a real 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.
+*>
+*>\endverbatim
+*
+* Arguments
+* =========
+*
+*> \param[in] M
+*> \verbatim
+*> M is INTEGER
+*> The number of rows of the matrix A. M >= 0.
+*> \endverbatim
+*>
+*> \param[in] N
+*> \verbatim
+*> N is INTEGER
+*> The number of columns of the matrix A. N >= 0.
+*> \endverbatim
+*>
+*> \param[in] NRHS
+*> \verbatim
+*> NRHS is INTEGER
+*> The number of right hand sides, i.e., the number of columns
+*> of the matrices B and X. NRHS >= 0.
+*> \endverbatim
+*>
+*> \param[in,out] A
+*> \verbatim
+*> A is DOUBLE PRECISION 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.
+*> \endverbatim
+*>
+*> \param[in] LDA
+*> \verbatim
+*> LDA is INTEGER
+*> The leading dimension of the array A. LDA >= max(1,M).
+*> \endverbatim
+*>
+*> \param[in,out] B
+*> \verbatim
+*> B is DOUBLE PRECISION 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.
+*> \endverbatim
+*>
+*> \param[in] LDB
+*> \verbatim
+*> LDB is INTEGER
+*> The leading dimension of the array B. LDB >= max(1,max(M,N)).
+*> \endverbatim
+*>
+*> \param[out] S
+*> \verbatim
+*> S is 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)).
+*> \endverbatim
+*>
+*> \param[in] RCOND
+*> \verbatim
+*> RCOND is 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.
+*> \endverbatim
+*>
+*> \param[out] RANK
+*> \verbatim
+*> RANK is INTEGER
+*> The effective rank of A, i.e., the number of singular values
+*> which are greater than RCOND*S(1).
+*> \endverbatim
+*>
+*> \param[out] WORK
+*> \verbatim
+*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*> \endverbatim
+*>
+*> \param[in] LWORK
+*> \verbatim
+*> LWORK is INTEGER
+*> The dimension of the array WORK. LWORK >= 1, and also:
+*> LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
+*> For good performance, LWORK should generally be larger.
+*> \endverbatim
+*> \verbatim
+*> 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.
+*> \endverbatim
+*>
+*> \param[out] INFO
+*> \verbatim
+*> INFO is 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.
+*> \endverbatim
+*>
+*
+* Authors
+* =======
+*
+*> \author Univ. of Tennessee
+*> \author Univ. of California Berkeley
+*> \author Univ. of Colorado Denver
+*> \author NAG Ltd.
+*
+*> \date November 2011
+*
+*> \ingroup doubleGEsolve
+*
+* =====================================================================
SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
$ WORK, LWORK, INFO )
*
-* -- LAPACK driver routine (version 3.2.2) --
+* -- LAPACK solve routine (version 3.2.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
-* June 2010
+* November 2011
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
@@ -14,90 +178,6 @@
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
* ..
*
-* Purpose
-* =======
-*
-* DGELSS computes the minimum norm solution to a real 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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,max(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) DOUBLE PRECISION array, dimension (MAX(1,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 >= 3*min(M,N) + max( 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.
-*
-* 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.
-*
* =====================================================================
*
* .. Parameters ..