Overview | Package | Class | Tree | Deprecated | Index | Help
PREV CLASS NEXT CLASS | FRAMES NO FRAMES
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD

## org.netlib.lapack
Class Sggglm

    java.lang.Object
      org.netlib.lapack.Sggglm

    public class Sggglm

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
     *  =======
     *
     *  SGGGLM 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 the matrices (A, B) given by
     *
     *     A = Q*(R),   B = Q*T*Z.
     *           (0)
     *
     *  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) REAL array, dimension (LDA,M)
     *          On entry, the N-by-M matrix A.
     *          On exit, the upper triangular part of the array A contains
     *          the M-by-M upper triangular matrix R.
     *
     *  LDA     (input) INTEGER
     *          The leading dimension of the array A. LDA >= max(1,N).
     *
     *  B       (input/output) REAL array, dimension (LDB,P)
     *          On entry, the N-by-P matrix B.
     *          On exit, if N <= P, the upper triangle of the subarray
     *          B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
     *          if N > P, the elements on and above the (N-P)th subdiagonal
     *          contain the N-by-P upper trapezoidal matrix T.
     *
     *  LDB     (input) INTEGER
     *          The leading dimension of the array B. LDB >= max(1,N).
     *
     *  D       (input/output) REAL array, dimension (N)
     *          On entry, D is the left hand side of the GLM equation.
     *          On exit, D is destroyed.
     *
     *  X       (output) REAL array, dimension (M)
     *  Y       (output) REAL array, dimension (P)
     *          On exit, X and Y are the solutions of the GLM problem.
     *
     *  WORK    (workspace/output) REAL array, dimension (MAX(1,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
     *          SGEQRF, SGERQF, SORMQR 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.
     *          = 1:  the upper triangular factor R associated with A in the

     *                generalized QR factorization of the pair (A, B) is
     *                singular, so that rank(A) < M; the least squares
     *                solution could not be computed.
     *          = 2:  the bottom (N-M) by (N-M) part of the upper trapezoidal
     *                factor T associated with B in the generalized QR
     *                factorization of the pair (A, B) is singular, so that
     *                rank( A B ) < N; the least squares solution could not
     *                be computed.
     *
     *  ===================================================================
     *
     *     .. Parameters ..

Constructor Summary
`Sggglm()`

Method Summary
`static void` | `sggglm(int n, int m, int p, float[] a, int _a_offset, int lda, float[] b, int _b_offset, int ldb, float[] d, int _d_offset, float[] x, int _x_offset, float[] y, int _y_offset, float[] 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

### Sggglm

    public Sggglm()

Method Detail

### sggglm

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

Overview | Package | Class | Tree | Deprecated | Index | Help
PREV CLASS NEXT CLASS | FRAMES NO FRAMES
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD