zgelss()

subroutine zgelss	(	integer	m,
		integer	n,
		integer	nrhs,
		complex*16, dimension( lda, * )	a,
		integer	lda,
		complex*16, dimension( ldb, * )	b,
		integer	ldb,
		double precision, dimension( * )	s,
		double precision	rcond,
		integer	rank,
		complex*16, dimension( * )	work,
		integer	lwork,
		double precision, dimension( * )	rwork,
		integer	info )

ZGELSS solves overdetermined or underdetermined systems for GE matrices

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Purpose:

!>
!> ZGELSS computes the minimum norm solution to a complex linear
!> least squares problem:
!>
!> Minimize 2-norm(| b - A*x |).
!>
!> using the singular value decomposition (SVD) of A. A is an M-by-N
!> matrix which may be rank-deficient.
!>
!> 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.
!>
!> The effective rank of A is determined by treating as zero those
!> singular values which are less than RCOND times the largest singular
!> value.
!> 

Parameters

[in]	M	!> M is INTEGER !> The number of rows of the matrix A. M >= 0. !>
[in]	N	!> N is INTEGER !> The number of columns of the matrix A. N >= 0. !>
[in]	NRHS	!> NRHS is INTEGER !> The number of right hand sides, i.e., the number of columns !> of the matrices B and X. NRHS >= 0. !>
[in,out]	A	!> A is COMPLEX*16 array, dimension (LDA,N) !> On entry, the M-by-N matrix A. !> On exit, the first min(m,n) rows of A are overwritten with !> its right singular vectors, stored rowwise. !>
[in]	LDA	!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,M). !>
[in,out]	B	!> B is COMPLEX*16 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 the modulus of elements n+1:m in that column. !>
[in]	LDB	!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,M,N). !>
[out]	S	!> S is DOUBLE PRECISION 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)). !>
[in]	RCOND	!> RCOND is DOUBLE PRECISION !> 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. !>
[out]	RANK	!> RANK is INTEGER !> The effective rank of A, i.e., the number of singular values !> which are greater than RCOND*S(1). !>
[out]	WORK	!> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) !> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. !>
[in]	LWORK	!> LWORK is INTEGER !> The dimension of the array WORK. LWORK >= 1, and also: !> LWORK >= 2*min(M,N) + max(M,N,NRHS) !> 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 WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA. !>
[out]	RWORK	!> RWORK is DOUBLE PRECISION array, dimension (5*min(M,N)) !>
[out]	INFO	!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value. !> > 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. !>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.