LAPACK  3.8.0
LAPACK: Linear Algebra PACKage
dgeqls.f
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1 *> \brief \b DGEQLS
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 * Definition:
9 * ===========
10 *
11 * SUBROUTINE DGEQLS( M, N, NRHS, A, LDA, TAU, B, LDB, WORK, LWORK,
12 * INFO )
13 *
14 * .. Scalar Arguments ..
15 * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS
16 * ..
17 * .. Array Arguments ..
18 * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), TAU( * ),
19 * $ WORK( LWORK )
20 * ..
21 *
22 *
23 *> \par Purpose:
24 * =============
25 *>
26 *> \verbatim
27 *>
28 *> Solve the least squares problem
29 *> min || A*X - B ||
30 *> using the QL factorization
31 *> A = Q*L
32 *> computed by DGEQLF.
33 *> \endverbatim
34 *
35 * Arguments:
36 * ==========
37 *
38 *> \param[in] M
39 *> \verbatim
40 *> M is INTEGER
41 *> The number of rows of the matrix A. M >= 0.
42 *> \endverbatim
43 *>
44 *> \param[in] N
45 *> \verbatim
46 *> N is INTEGER
47 *> The number of columns of the matrix A. M >= N >= 0.
48 *> \endverbatim
49 *>
50 *> \param[in] NRHS
51 *> \verbatim
52 *> NRHS is INTEGER
53 *> The number of columns of B. NRHS >= 0.
54 *> \endverbatim
55 *>
56 *> \param[in] A
57 *> \verbatim
58 *> A is DOUBLE PRECISION array, dimension (LDA,N)
59 *> Details of the QL factorization of the original matrix A as
60 *> returned by DGEQLF.
61 *> \endverbatim
62 *>
63 *> \param[in] LDA
64 *> \verbatim
65 *> LDA is INTEGER
66 *> The leading dimension of the array A. LDA >= M.
67 *> \endverbatim
68 *>
69 *> \param[in] TAU
70 *> \verbatim
71 *> TAU is DOUBLE PRECISION array, dimension (N)
72 *> Details of the orthogonal matrix Q.
73 *> \endverbatim
74 *>
75 *> \param[in,out] B
76 *> \verbatim
77 *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
78 *> On entry, the m-by-nrhs right hand side matrix B.
79 *> On exit, the n-by-nrhs solution matrix X, stored in rows
80 *> m-n+1:m.
81 *> \endverbatim
82 *>
83 *> \param[in] LDB
84 *> \verbatim
85 *> LDB is INTEGER
86 *> The leading dimension of the array B. LDB >= M.
87 *> \endverbatim
88 *>
89 *> \param[out] WORK
90 *> \verbatim
91 *> WORK is DOUBLE PRECISION array, dimension (LWORK)
92 *> \endverbatim
93 *>
94 *> \param[in] LWORK
95 *> \verbatim
96 *> LWORK is INTEGER
97 *> The length of the array WORK. LWORK must be at least NRHS,
98 *> and should be at least NRHS*NB, where NB is the block size
99 *> for this environment.
100 *> \endverbatim
101 *>
102 *> \param[out] INFO
103 *> \verbatim
104 *> INFO is INTEGER
105 *> = 0: successful exit
106 *> < 0: if INFO = -i, the i-th argument had an illegal value
107 *> \endverbatim
108 *
109 * Authors:
110 * ========
111 *
112 *> \author Univ. of Tennessee
113 *> \author Univ. of California Berkeley
114 *> \author Univ. of Colorado Denver
115 *> \author NAG Ltd.
116 *
117 *> \date December 2016
118 *
119 *> \ingroup double_lin
120 *
121 * =====================================================================
122  SUBROUTINE dgeqls( M, N, NRHS, A, LDA, TAU, B, LDB, WORK, LWORK,
123  $ INFO )
124 *
125 * -- LAPACK test routine (version 3.7.0) --
126 * -- LAPACK is a software package provided by Univ. of Tennessee, --
127 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
128 * December 2016
129 *
130 * .. Scalar Arguments ..
131  INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS
132 * ..
133 * .. Array Arguments ..
134  DOUBLE PRECISION A( lda, * ), B( ldb, * ), TAU( * ),
135  $ work( lwork )
136 * ..
137 *
138 * =====================================================================
139 *
140 * .. Parameters ..
141  DOUBLE PRECISION ONE
142  parameter( one = 1.0d+0 )
143 * ..
144 * .. External Subroutines ..
145  EXTERNAL dormql, dtrsm, xerbla
146 * ..
147 * .. Intrinsic Functions ..
148  INTRINSIC max
149 * ..
150 * .. Executable Statements ..
151 *
152 * Test the input arguments.
153 *
154  info = 0
155  IF( m.LT.0 ) THEN
156  info = -1
157  ELSE IF( n.LT.0 .OR. n.GT.m ) THEN
158  info = -2
159  ELSE IF( nrhs.LT.0 ) THEN
160  info = -3
161  ELSE IF( lda.LT.max( 1, m ) ) THEN
162  info = -5
163  ELSE IF( ldb.LT.max( 1, m ) ) THEN
164  info = -8
165  ELSE IF( lwork.LT.1 .OR. lwork.LT.nrhs .AND. m.GT.0 .AND. n.GT.0 )
166  $ THEN
167  info = -10
168  END IF
169  IF( info.NE.0 ) THEN
170  CALL xerbla( 'DGEQLS', -info )
171  RETURN
172  END IF
173 *
174 * Quick return if possible
175 *
176  IF( n.EQ.0 .OR. nrhs.EQ.0 .OR. m.EQ.0 )
177  $ RETURN
178 *
179 * B := Q' * B
180 *
181  CALL dormql( 'Left', 'Transpose', m, nrhs, n, a, lda, tau, b, ldb,
182  $ work, lwork, info )
183 *
184 * Solve L*X = B(m-n+1:m,:)
185 *
186  CALL dtrsm( 'Left', 'Lower', 'No transpose', 'Non-unit', n, nrhs,
187  $ one, a( m-n+1, 1 ), lda, b( m-n+1, 1 ), ldb )
188 *
189  RETURN
190 *
191 * End of DGEQLS
192 *
193  END
subroutine dtrsm(SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, B, LDB)
DTRSM
Definition: dtrsm.f:183
subroutine dormql(SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
DORMQL
Definition: dormql.f:169
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine dgeqls(M, N, NRHS, A, LDA, TAU, B, LDB, WORK, LWORK, INFO)
DGEQLS
Definition: dgeqls.f:124