.TH SGELSD 1 "November 2006" " LAPACK driver routine (version 3.1) " " LAPACK driver routine (version 3.1) "
.SH NAME
SGELSD - the minimum-norm solution to a real linear least squares problem
.SH SYNOPSIS
.TP 19
SUBROUTINE SGELSD(
M, N, NRHS, A, LDA, B, LDB, S, RCOND,
RANK, WORK, LWORK, IWORK, INFO )
.TP 19
.ti +4
INTEGER
INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
.TP 19
.ti +4
REAL
RCOND
.TP 19
.ti +4
INTEGER
IWORK( * )
.TP 19
.ti +4
REAL
A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
.SH PURPOSE
SGELSD computes the minimum-norm solution to a real linear least
squares problem:
minimize 2-norm(| b - A*x |)
.br
using the singular value decomposition (SVD) of A. A is an M-by-N
matrix which may be rank-deficient.
.br
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.
.br
The problem is solved in three steps:
.br
(1) Reduce the coefficient matrix A to bidiagonal form with
Householder transformations, reducing the original problem
into a "bidiagonal least squares problem" (BLS)
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(2) Solve the BLS using a divide and conquer approach.
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(3) Apply back all the Householder tranformations to solve
the original least squares problem.
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The effective rank of A is determined by treating as zero those
singular values which are less than RCOND times the largest singular
value.
.br
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
.br
.SH ARGUMENTS
.TP 8
M (input) INTEGER
The number of rows of A. M >= 0.
.TP 8
N (input) INTEGER
The number of columns of A. N >= 0.
.TP 8
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
.TP 8
A (input) REAL array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A has been destroyed.
.TP 8
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
.TP 8
B (input/output) REAL 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.
.TP 8
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,max(M,N)).
.TP 8
S (output) REAL 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)).
.TP 8
RCOND (input) REAL
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.
.TP 8
RANK (output) INTEGER
The effective rank of A, i.e., the number of singular values
which are greater than RCOND*S(1).
.TP 8
WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
.TP 8
LWORK (input) INTEGER
The dimension of the array WORK. LWORK must be at least 1.
The exact minimum amount of workspace needed depends on M,
N and NRHS. As long as LWORK is at least
12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,
if M is greater than or equal to N or
12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,
if M is less than N, the code will execute correctly.
SMLSIZ is returned by ILAENV and is equal to the maximum
size of the subproblems at the bottom of the computation
tree (usually about 25), and
NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
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 array WORK and the
minimum size of the array IWORK, and returns these values as
the first entries of the WORK and IWORK arrays, and no error
message related to LWORK is issued by XERBLA.
.TP 8
IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK))
LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
where MINMN = MIN( M,N ).
On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
.TP 8
INFO (output) INTEGER
= 0: successful exit
.br
< 0: if INFO = -i, the i-th argument had an illegal value.
.br
> 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.
.SH FURTHER DETAILS
Based on contributions by
.br
Ming Gu and Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
.br
Osni Marques, LBNL/NERSC, USA
.br