public interface gglse
GGLSE solves the linear equality-constrained least squares (LSE)
problem:
minimize || c - Ax ||_2 subject to Bx = d
where A is an M-by-N matrix, B is a P-by-N matrix, c is a given
M-vector, and d is a given P-vector. It is assumed that
P <= N <= M+P, and
rank(B) = P and rank( (A) ) = N.
( (B) )
These conditions ensure that the LSE problem has a unique solution,
which is obtained using a generalized RQ factorization of the
matrices (B, A) given by
B = (0 R)Q, A = ZT*Q.
Subroutines
Arguments
| Type |
Intent | Optional | Attributes |
|
Name |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
m |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
n |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
p |
|
|
complex(kind=sp),
|
intent(inout) |
|
|
:: |
a(lda,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
lda |
|
|
complex(kind=sp),
|
intent(inout) |
|
|
:: |
b(ldb,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
ldb |
|
|
complex(kind=sp),
|
intent(inout) |
|
|
:: |
c(*) |
|
|
complex(kind=sp),
|
intent(inout) |
|
|
:: |
d(*) |
|
|
complex(kind=sp),
|
intent(out) |
|
|
:: |
x(*) |
|
|
complex(kind=sp),
|
intent(out) |
|
|
:: |
work(*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
lwork |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
info |
|
Arguments
| Type |
Intent | Optional | Attributes |
|
Name |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
m |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
n |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
p |
|
|
real(kind=dp),
|
intent(inout) |
|
|
:: |
a(lda,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
lda |
|
|
real(kind=dp),
|
intent(inout) |
|
|
:: |
b(ldb,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
ldb |
|
|
real(kind=dp),
|
intent(inout) |
|
|
:: |
c(*) |
|
|
real(kind=dp),
|
intent(inout) |
|
|
:: |
d(*) |
|
|
real(kind=dp),
|
intent(out) |
|
|
:: |
x(*) |
|
|
real(kind=dp),
|
intent(out) |
|
|
:: |
work(*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
lwork |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
info |
|
Arguments
| Type |
Intent | Optional | Attributes |
|
Name |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
m |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
n |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
p |
|
|
real(kind=sp),
|
intent(inout) |
|
|
:: |
a(lda,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
lda |
|
|
real(kind=sp),
|
intent(inout) |
|
|
:: |
b(ldb,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
ldb |
|
|
real(kind=sp),
|
intent(inout) |
|
|
:: |
c(*) |
|
|
real(kind=sp),
|
intent(inout) |
|
|
:: |
d(*) |
|
|
real(kind=sp),
|
intent(out) |
|
|
:: |
x(*) |
|
|
real(kind=sp),
|
intent(out) |
|
|
:: |
work(*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
lwork |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
info |
|
Arguments
| Type |
Intent | Optional | Attributes |
|
Name |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
m |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
n |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
p |
|
|
complex(kind=dp),
|
intent(inout) |
|
|
:: |
a(lda,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
lda |
|
|
complex(kind=dp),
|
intent(inout) |
|
|
:: |
b(ldb,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
ldb |
|
|
complex(kind=dp),
|
intent(inout) |
|
|
:: |
c(*) |
|
|
complex(kind=dp),
|
intent(inout) |
|
|
:: |
d(*) |
|
|
complex(kind=dp),
|
intent(out) |
|
|
:: |
x(*) |
|
|
complex(kind=dp),
|
intent(out) |
|
|
:: |
work(*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
lwork |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
info |
|
Module Procedures