org.netlib.lapack
Class Dggglm

java.lang.Object
  extended by org.netlib.lapack.Dggglm

public class Dggglm
extends java.lang.Object

Following is the description from the original
Fortran source.  For each array argument, the Java
version will include an integer offset parameter, so
the arguments may not match the description exactly.
Contact seymour@cs.utk.edu with any questions.

* .. * * Purpose * ======= * * DGGGLM solves a general Gauss-Markov linear model (GLM) problem: * * minimize || y ||_2 subject to d = A*x + B*y * x * * where A is an N-by-M matrix, B is an N-by-P matrix, and d is a * given N-vector. It is assumed that M <= N <= M+P, and * * rank(A) = M and rank( A B ) = N. * * Under these assumptions, the constrained equation is always * consistent, and there is a unique solution x and a minimal 2-norm * solution y, which is obtained using a generalized QR factorization * of A and B. * * In particular, if matrix B is square nonsingular, then the problem * GLM is equivalent to the following weighted linear least squares * problem * * minimize || inv(B)*(d-A*x) ||_2 * x * * where inv(B) denotes the inverse of B. * * Arguments * ========= * * N (input) INTEGER * The number of rows of the matrices A and B. N >= 0. * * M (input) INTEGER * The number of columns of the matrix A. 0 <= M <= N. * * P (input) INTEGER * The number of columns of the matrix B. P >= N-M. * * A (input/output) DOUBLE PRECISION array, dimension (LDA,M) * On entry, the N-by-M matrix A. * On exit, A is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) DOUBLE PRECISION array, dimension (LDB,P) * On entry, the N-by-P matrix B. * On exit, B is destroyed. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * D (input/output) DOUBLE PRECISION array, dimension (N) * On entry, D is the left hand side of the GLM equation. * On exit, D is destroyed. * * X (output) DOUBLE PRECISION array, dimension (M) * Y (output) DOUBLE PRECISION array, dimension (P) * On exit, X and Y are the solutions of the GLM problem. * * WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N+M+P). * For optimum performance, LWORK >= M+min(N,P)+max(N,P)*NB, * where NB is an upper bound for the optimal blocksizes for * DGEQRF, SGERQF, DORMQR and SORMRQ. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * =================================================================== * * .. Parameters ..


Constructor Summary
Dggglm()
           
 
Method Summary
static void dggglm(int n, int m, int p, double[] a, int _a_offset, int lda, double[] b, int _b_offset, int ldb, double[] d, int _d_offset, double[] x, int _x_offset, double[] y, int _y_offset, double[] work, int _work_offset, int lwork, intW info)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Dggglm

public Dggglm()
Method Detail

dggglm

public static void dggglm(int n,
                          int m,
                          int p,
                          double[] a,
                          int _a_offset,
                          int lda,
                          double[] b,
                          int _b_offset,
                          int ldb,
                          double[] d,
                          int _d_offset,
                          double[] x,
                          int _x_offset,
                          double[] y,
                          int _y_offset,
                          double[] work,
                          int _work_offset,
                          int lwork,
                          intW info)