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author | julie <julielangou@users.noreply.github.com> | 2011-10-06 06:53:11 +0000 |
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committer | julie <julielangou@users.noreply.github.com> | 2011-10-06 06:53:11 +0000 |
commit | e1d39294aee16fa6db9ba079b14442358217db71 (patch) | |
tree | 30e5aa04c1f6596991fda5334f63dfb9b8027849 /SRC/dgelss.f | |
parent | 5fe0466a14e395641f4f8a300ecc9dcb8058081b (diff) | |
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Integrating Doxygen in comments
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diff --git a/SRC/dgelss.f b/SRC/dgelss.f index 9402a5de..2e1cc919 100644 --- a/SRC/dgelss.f +++ b/SRC/dgelss.f @@ -1,10 +1,174 @@ +*> \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 .. |