constrained_lstsq Interface
-
- experimental
- 30 statements
- Source File
public interface constrained_lstsq
Computes the solution of the equality constrained least-squares problem
minimize || Ax - b ||² subject to Cx = d
where A is of size m x n and C of size p x n.
(Specification)
Description
This interface provides methods for computing the solution of an equality-constrained
least-squares problem using a function. Supported data types include real and
complex.
Functions
private module function stdlib_linalg_c_constrained_lstsq(A, b, C, d, overwrite_matrices, err) result(x)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| complex(kind=sp), | intent(inout), | target | :: | A(:,:) |
Least-squares cost |
|
| complex(kind=sp), | intent(inout), | target | :: | b(:) |
Least-squares cost |
|
| complex(kind=sp), | intent(inout), | target | :: | C(:,:) |
Equality constraints. |
|
| complex(kind=sp), | intent(inout), | target | :: | d(:) |
Equality constraints. |
|
| logical(kind=lk), | intent(in), | optional | :: | overwrite_matrices |
[optional] Can A and C be overwritten? |
|
| type(linalg_state_type), | intent(out), | optional | :: | err |
[optional] State return flag. |
Return Value complex(kind=sp), allocatable, target, (:)
Solution of the constrained least-squares problem.
private module function stdlib_linalg_d_constrained_lstsq(A, b, C, d, overwrite_matrices, err) result(x)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| real(kind=dp), | intent(inout), | target | :: | A(:,:) |
Least-squares cost |
|
| real(kind=dp), | intent(inout), | target | :: | b(:) |
Least-squares cost |
|
| real(kind=dp), | intent(inout), | target | :: | C(:,:) |
Equality constraints. |
|
| real(kind=dp), | intent(inout), | target | :: | d(:) |
Equality constraints. |
|
| logical(kind=lk), | intent(in), | optional | :: | overwrite_matrices |
[optional] Can A and C be overwritten? |
|
| type(linalg_state_type), | intent(out), | optional | :: | err |
[optional] State return flag. |
Return Value real(kind=dp), allocatable, target, (:)
Solution of the constrained least-squares problem.
private module function stdlib_linalg_s_constrained_lstsq(A, b, C, d, overwrite_matrices, err) result(x)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| real(kind=sp), | intent(inout), | target | :: | A(:,:) |
Least-squares cost |
|
| real(kind=sp), | intent(inout), | target | :: | b(:) |
Least-squares cost |
|
| real(kind=sp), | intent(inout), | target | :: | C(:,:) |
Equality constraints. |
|
| real(kind=sp), | intent(inout), | target | :: | d(:) |
Equality constraints. |
|
| logical(kind=lk), | intent(in), | optional | :: | overwrite_matrices |
[optional] Can A and C be overwritten? |
|
| type(linalg_state_type), | intent(out), | optional | :: | err |
[optional] State return flag. |
Return Value real(kind=sp), allocatable, target, (:)
Solution of the constrained least-squares problem.
private module function stdlib_linalg_z_constrained_lstsq(A, b, C, d, overwrite_matrices, err) result(x)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| complex(kind=dp), | intent(inout), | target | :: | A(:,:) |
Least-squares cost |
|
| complex(kind=dp), | intent(inout), | target | :: | b(:) |
Least-squares cost |
|
| complex(kind=dp), | intent(inout), | target | :: | C(:,:) |
Equality constraints. |
|
| complex(kind=dp), | intent(inout), | target | :: | d(:) |
Equality constraints. |
|
| logical(kind=lk), | intent(in), | optional | :: | overwrite_matrices |
[optional] Can A and C be overwritten? |
|
| type(linalg_state_type), | intent(out), | optional | :: | err |
[optional] State return flag. |
Return Value complex(kind=dp), allocatable, target, (:)
Solution of the constrained least-squares problem.