DGEQRS
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
Solve the least squares problem
min || A*X - B ||
using the QR factorization
A = Q*R
computed by DGEQRF.
min || A*X - B ||
using the QR factorization
A = Q*R
computed by DGEQRF.
Arguments
| M |
(input) INTEGER
The number of rows of the matrix A. M >= 0.
|
| N |
(input) INTEGER
The number of columns of the matrix A. M >= N >= 0.
|
| NRHS |
(input) INTEGER
The number of columns of B. NRHS >= 0.
|
| A |
(input) DOUBLE PRECISION array, dimension (LDA,N)
Details of the QR factorization of the original matrix A as
returned by DGEQRF. |
| LDA |
(input) INTEGER
The leading dimension of the array A. LDA >= M.
|
| TAU |
(input) DOUBLE PRECISION array, dimension (N)
Details of the orthogonal matrix Q.
|
| B |
(input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
On entry, the m-by-nrhs right hand side matrix B.
On exit, the n-by-nrhs solution matrix X. |
| LDB |
(input) INTEGER
The leading dimension of the array B. LDB >= M.
|
| WORK |
(workspace) DOUBLE PRECISION array, dimension (LWORK)
|
| LWORK |
(input) INTEGER
The length of the array WORK. LWORK must be at least NRHS,
and should be at least NRHS*NB, where NB is the block size for this environment. |
| INFO |
(output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |