NAG Library Function Document

nag_dgglse (f08zac)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     order – Nag_OrderTypeInput

On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by $\mathbf{order}=\mathrm{Nag\_RowMajor}$. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.

Constraint: $\mathbf{order}=\mathrm{Nag\_RowMajor}$ or $\mathrm{Nag\_ColMajor}$.

2:     m – IntegerInput

On entry: $m$, the number of rows of the matrix $A$.

Constraint: $\mathbf{m}\ge 0$.

3:     n – IntegerInput

On entry: $n$, the number of columns of the matrices $A$ and $B$.

Constraint: $\mathbf{n}\ge 0$.

4:     p – IntegerInput

On entry: $p$, the number of rows of the matrix $B$.

Constraint: $0\le \mathbf{p}\le \mathbf{n}\le \mathbf{m}+\mathbf{p}$.

5:     a[$\mathit{dim}$] – doubleInput/Output

Note: the dimension, dim, of the array a must be at least

• $\max \left(1,\mathbf{pda}\times \mathbf{n}\right)$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\max \left(1,\mathbf{m}\times \mathbf{pda}\right)$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

The $\left(i,j\right)$th element of the matrix $A$ is stored in

• $\mathbf{a}\left[\left(j-1\right)\times \mathbf{pda}+i-1\right]$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\mathbf{a}\left[\left(i-1\right)\times \mathbf{pda}+j-1\right]$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

On entry: the $m$ by $n$ matrix $A$.

On exit: a is overwritten.

6:     pda – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) in the array a.

Constraints:

• if $\mathbf{order}=\mathrm{Nag\_ColMajor}$, $\mathbf{pda}\ge \max \left(1,\mathbf{m}\right)$;
• if $\mathbf{order}=\mathrm{Nag\_RowMajor}$, $\mathbf{pda}\ge \max \left(1,\mathbf{n}\right)$.

7:     b[$\mathit{dim}$] – doubleInput/Output

Note: the dimension, dim, of the array b must be at least

• $\max \left(1,\mathbf{pdb}\times \mathbf{n}\right)$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\max \left(1,\mathbf{p}\times \mathbf{pdb}\right)$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

The $\left(i,j\right)$th element of the matrix $B$ is stored in

• $\mathbf{b}\left[\left(j-1\right)\times \mathbf{pdb}+i-1\right]$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\mathbf{b}\left[\left(i-1\right)\times \mathbf{pdb}+j-1\right]$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

On entry: the $p$ by $n$ matrix $B$.

On exit: b is overwritten.

8:     pdb – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) in the array b.

Constraints:

• if $\mathbf{order}=\mathrm{Nag\_ColMajor}$, $\mathbf{pdb}\ge \max \left(1,\mathbf{p}\right)$;
• if $\mathbf{order}=\mathrm{Nag\_RowMajor}$, $\mathbf{pdb}\ge \max \left(1,\mathbf{n}\right)$.

9:     c[m] – doubleInput/Output

On entry: the right-hand side vector $c$ for the least squares part of the LSE problem.

On exit: the residual sum of squares for the solution vector $x$ is given by the sum of squares of elements $\mathbf{c}\left[\mathbf{n}-\mathbf{p}\right],\mathbf{c}\left[\mathbf{n}-\mathbf{p}+1\right],\dots ,\mathbf{c}\left[\mathbf{m}-1\right]$; the remaining elements are overwritten.

10:   d[p] – doubleInput/Output

On entry: the right-hand side vector $d$ for the equality constraints.

On exit: d is overwritten.

11:   x[n] – doubleOutput

On exit: the solution vector $x$ of the LSE problem.

12:   fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.

NE_BAD_PARAM

On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.

NE_INT

On entry, $\mathbf{m}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{m}\ge 0$.

On entry, $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{n}\ge 0$.

On entry, $\mathbf{pda}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pda}>0$.

On entry, $\mathbf{pdb}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pdb}>0$.

NE_INT_2

On entry, $\mathbf{pda}=⟨\mathit{\text{value}}⟩$ and $\mathbf{m}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pda}\ge \max \left(1,\mathbf{m}\right)$.

On entry, $\mathbf{pda}=⟨\mathit{\text{value}}⟩$ and $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pda}\ge \max \left(1,\mathbf{n}\right)$.

On entry, $\mathbf{pdb}=⟨\mathit{\text{value}}⟩$ and $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pdb}\ge \max \left(1,\mathbf{n}\right)$.

On entry, $\mathbf{pdb}=⟨\mathit{\text{value}}⟩$ and $\mathbf{p}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pdb}\ge \max \left(1,\mathbf{p}\right)$.

NE_INT_3

On entry, $\mathbf{p}=⟨\mathit{\text{value}}⟩$, $\mathbf{m}=⟨\mathit{\text{value}}⟩$ and $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $0\le \mathbf{p}\le \mathbf{n}\le \mathbf{m}+\mathbf{p}$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

NE_SINGULAR

The $\left(N-P\right)$ by $\left(N-P\right)$ part of the upper trapezoidal factor $T$ associated with $A$ in the generalized $RQ$ factorization of the pair $\left(B,A\right)$ is singular, so that the rank of the matrix ($E$) comprising the rows of $A$ and $B$ is less than $n$; the least squares solutions could not be computed.

The upper triangular factor $R$ associated with $B$ in the generalized $RQ$ factorization of the pair $\left(B,A\right)$ is singular, so that $\mathrm{rank}\left(B\right)<p$; the least squares solution could not be computed.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (f08zace.c)

10.2  Program Data

Program Data (f08zace.d)

10.3  Program Results

Program Results (f08zace.r)