cgelss.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 659 行 · 第 1/4 页

HTML
659 行
字号
1234
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
 <head>
  <title>cgelss.f</title>
 <meta name="generator" content="emacs 21.3.1; htmlfontify 0.20">
<style type="text/css"><!-- 
body { background: rgb(255, 255, 255);  color: rgb(0, 0, 0);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: none; }
span.default   { background: rgb(255, 255, 255);  color: rgb(0, 0, 0);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: none; }
span.default a { background: rgb(255, 255, 255);  color: rgb(0, 0, 0);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: underline; }
span.string   { color: rgb(188, 143, 143);  background: rgb(255, 255, 255);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: none; }
span.string a { color: rgb(188, 143, 143);  background: rgb(255, 255, 255);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: underline; }
span.comment   { color: rgb(178, 34, 34);  background: rgb(255, 255, 255);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: none; }
span.comment a { color: rgb(178, 34, 34);  background: rgb(255, 255, 255);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: underline; }
 --></style>

 </head>
  <body>

<pre>
      SUBROUTINE <a name="CGELSS.1"></a><a href="cgelss.f.html#CGELSS.1">CGELSS</a>( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
     $                   WORK, LWORK, RWORK, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK driver routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      INTEGER            INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
      REAL               RCOND
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      REAL               RWORK( * ), S( * )
      COMPLEX            A( LDA, * ), B( LDB, * ), WORK( * )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  <a name="CGELSS.20"></a><a href="cgelss.f.html#CGELSS.1">CGELSS</a> computes the minimum norm solution to a complex linear
</span><span class="comment">*</span><span class="comment">  least squares problem:
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Minimize 2-norm(| b - A*x |).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  using the singular value decomposition (SVD) of A. A is an M-by-N
</span><span class="comment">*</span><span class="comment">  matrix which may be rank-deficient.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Several right hand side vectors b and solution vectors x can be
</span><span class="comment">*</span><span class="comment">  handled in a single call; they are stored as the columns of the
</span><span class="comment">*</span><span class="comment">  M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
</span><span class="comment">*</span><span class="comment">  X.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  The effective rank of A is determined by treating as zero those
</span><span class="comment">*</span><span class="comment">  singular values which are less than RCOND times the largest singular
</span><span class="comment">*</span><span class="comment">  value.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  M       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of rows of the matrix A. M &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  N       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of columns of the matrix A. N &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  NRHS    (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of right hand sides, i.e., the number of columns
</span><span class="comment">*</span><span class="comment">          of the matrices B and X. NRHS &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  A       (input/output) COMPLEX array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment">          On entry, the M-by-N matrix A.
</span><span class="comment">*</span><span class="comment">          On exit, the first min(m,n) rows of A are overwritten with
</span><span class="comment">*</span><span class="comment">          its right singular vectors, stored rowwise.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDA     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array A. LDA &gt;= max(1,M).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  B       (input/output) COMPLEX array, dimension (LDB,NRHS)
</span><span class="comment">*</span><span class="comment">          On entry, the M-by-NRHS right hand side matrix B.
</span><span class="comment">*</span><span class="comment">          On exit, B is overwritten by the N-by-NRHS solution matrix X.
</span><span class="comment">*</span><span class="comment">          If m &gt;= n and RANK = n, the residual sum-of-squares for
</span><span class="comment">*</span><span class="comment">          the solution in the i-th column is given by the sum of
</span><span class="comment">*</span><span class="comment">          squares of the modulus of elements n+1:m in that column.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDB     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array B.  LDB &gt;= max(1,M,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  S       (output) REAL array, dimension (min(M,N))
</span><span class="comment">*</span><span class="comment">          The singular values of A in decreasing order.
</span><span class="comment">*</span><span class="comment">          The condition number of A in the 2-norm = S(1)/S(min(m,n)).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  RCOND   (input) REAL
</span><span class="comment">*</span><span class="comment">          RCOND is used to determine the effective rank of A.
</span><span class="comment">*</span><span class="comment">          Singular values S(i) &lt;= RCOND*S(1) are treated as zero.
</span><span class="comment">*</span><span class="comment">          If RCOND &lt; 0, machine precision is used instead.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  RANK    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          The effective rank of A, i.e., the number of singular values
</span><span class="comment">*</span><span class="comment">          which are greater than RCOND*S(1).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
</span><span class="comment">*</span><span class="comment">          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LWORK   (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The dimension of the array WORK. LWORK &gt;= 1, and also:
</span><span class="comment">*</span><span class="comment">          LWORK &gt;=  2*min(M,N) + max(M,N,NRHS)
</span><span class="comment">*</span><span class="comment">          For good performance, LWORK should generally be larger.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">          If LWORK = -1, then a workspace query is assumed; the routine
</span><span class="comment">*</span><span class="comment">          only calculates the optimal size of the WORK array, returns
</span><span class="comment">*</span><span class="comment">          this value as the first entry of the WORK array, and no error
</span><span class="comment">*</span><span class="comment">          message related to LWORK is issued by <a name="XERBLA.92"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  RWORK   (workspace) REAL array, dimension (5*min(M,N))
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  INFO    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          = 0:  successful exit
</span><span class="comment">*</span><span class="comment">          &lt; 0:  if INFO = -i, the i-th argument had an illegal value.
</span><span class="comment">*</span><span class="comment">          &gt; 0:  the algorithm for computing the SVD failed to converge;
</span><span class="comment">*</span><span class="comment">                if INFO = i, i off-diagonal elements of an intermediate
</span><span class="comment">*</span><span class="comment">                bidiagonal form did not converge to zero.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Parameters ..
</span>      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
      COMPLEX            CZERO, CONE
      PARAMETER          ( CZERO = ( 0.0E+0, 0.0E+0 ),
     $                   CONE = ( 1.0E+0, 0.0E+0 ) )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      LOGICAL            LQUERY
      INTEGER            BL, CHUNK, I, IASCL, IBSCL, IE, IL, IRWORK,
     $                   ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
     $                   MAXWRK, MINMN, MINWRK, MM, MNTHR
      REAL               ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Arrays ..
</span>      COMPLEX            VDUM( 1 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           <a name="CBDSQR.123"></a><a href="cbdsqr.f.html#CBDSQR.1">CBDSQR</a>, CCOPY, <a name="CGEBRD.123"></a><a href="cgebrd.f.html#CGEBRD.1">CGEBRD</a>, <a name="CGELQF.123"></a><a href="cgelqf.f.html#CGELQF.1">CGELQF</a>, CGEMM, CGEMV,
     $                   <a name="CGEQRF.124"></a><a href="cgeqrf.f.html#CGEQRF.1">CGEQRF</a>, <a name="CLACPY.124"></a><a href="clacpy.f.html#CLACPY.1">CLACPY</a>, <a name="CLASCL.124"></a><a href="clascl.f.html#CLASCL.1">CLASCL</a>, <a name="CLASET.124"></a><a href="claset.f.html#CLASET.1">CLASET</a>, <a name="CSRSCL.124"></a><a href="csrscl.f.html#CSRSCL.1">CSRSCL</a>, <a name="CUNGBR.124"></a><a href="cungbr.f.html#CUNGBR.1">CUNGBR</a>,
     $                   <a name="CUNMBR.125"></a><a href="cunmbr.f.html#CUNMBR.1">CUNMBR</a>, <a name="CUNMLQ.125"></a><a href="cunmlq.f.html#CUNMLQ.1">CUNMLQ</a>, <a name="CUNMQR.125"></a><a href="cunmqr.f.html#CUNMQR.1">CUNMQR</a>, <a name="SLABAD.125"></a><a href="slabad.f.html#SLABAD.1">SLABAD</a>, <a name="SLASCL.125"></a><a href="slascl.f.html#SLASCL.1">SLASCL</a>, <a name="SLASET.125"></a><a href="slaset.f.html#SLASET.1">SLASET</a>,
     $                   <a name="XERBLA.126"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Functions ..
</span>      INTEGER            <a name="ILAENV.129"></a><a href="hfy-index.html#ILAENV">ILAENV</a>
      REAL               <a name="CLANGE.130"></a><a href="clange.f.html#CLANGE.1">CLANGE</a>, <a name="SLAMCH.130"></a><a href="slamch.f.html#SLAMCH.1">SLAMCH</a>
      EXTERNAL           <a name="ILAENV.131"></a><a href="hfy-index.html#ILAENV">ILAENV</a>, <a name="CLANGE.131"></a><a href="clange.f.html#CLANGE.1">CLANGE</a>, <a name="SLAMCH.131"></a><a href="slamch.f.html#SLAMCH.1">SLAMCH</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          MAX, MIN
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Test the input arguments
</span><span class="comment">*</span><span class="comment">
</span>      INFO = 0
      MINMN = MIN( M, N )
      MAXMN = MAX( M, N )
      LQUERY = ( LWORK.EQ.-1 )
      IF( M.LT.0 ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
1234

cgelss.f.html - 源码说明

本页面展示了「famous linear algebra library (LAPACK) ports to windows」中的 cgelss.f.html 源码文件，采用 HTML 编程语言编写，共 659 行代码。您可以在线阅读完整代码内容，也可以返回资源详情页下载完整源码包进行本地学习和开发。

虫虫下载站收录了大量与algebra相关的技术资源，包括源代码、技术文档、电路图等，是电子工程师和嵌入式开发者的专业学习平台。

⌨️ 快捷键说明

复制代码Ctrl + C
搜索代码Ctrl + F
全屏模式F11
增大字号Ctrl + =
减小字号Ctrl + -
显示快捷键?