IRIX 6.2 Development Libraries/SGI IRIX 6.2 Development Libraries.iso/dist/complib.idb/usr/share/catman/p_man/cat3/complib/CQRSL.z/CQRSL

Text File | 1996-03-14 | 6KB | 199 lines

CCCCQQQQRRRRSSSSLLLL((((3333FFFF))))                                                            CCCCQQQQRRRRSSSSLLLL((((3333FFFF))))



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     CQRSL   - CQRSL applies the output of CQRDC to compute coordinate
     transformations, projections, and least squares solutions.  For K .LE.
     MIN(N,P), let XK be the matrix

        XK = (X(JVPT(1)),X(JVPT(2)), ... ,X(JVPT(K)))

     formed from columnns JVPT(1), ... ,JVPT(K) of the original N x P matrix X
     that was input to CQRDC (if no pivoting was done, XK consists of the
     first K columns of X in their original order).  CQRDC produces a factored
     unitary matrix Q and an upper triangular matrix R such that

        XK = Q * (R)
        (0)

     This information is contained in coded form in the arrays X and QRAUX.


SSSSYYYYNNNNOOOOPPPPSSSSYYYYSSSS
      SUBROUTINE CQRSL(X,LDX,N,K,QRAUX,Y,QY,QTY,B,RSD,XB,JOB,INFO)

DDDDEEEESSSSCCCCRRRRIIIIPPPPTTTTIIIIOOOONNNN
     On Entry

     XXXX COMPLEX(LDX,P).
        X contains the output of CQRDC.

     LLLLDDDDXXXX INTEGER.
        LDX is the leading dimension of the array X.

     NNNN INTEGER.
        N is the number of rows of the matrix XK.  It must
        have the same value as N in CQRDC.

     KKKK INTEGER.
        K is the number of columns of the matrix XK.  K
        must not be greater than (N,P), where P is the
        same as in the calling sequence to CQRDC.

     QQQQRRRRAAAAUUUUXXXX COMPLEX(P).
        QRAUX contains the auxiliary output from CQRDC.

     YYYY COMPLEX(N)
        Y contains an N-vector that is to be manipulated
        by CQRSL.

     JJJJOOOOBBBB INTEGER.
        JOB specifies what is to be computed.  JOB has
        the decimal expansion ABCDE, with the following
        meaning.
        If A .NE. 0, compute QY.
        If B,C,D, or E .NE. 0, compute QTY.



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CCCCQQQQRRRRSSSSLLLL((((3333FFFF))))                                                            CCCCQQQQRRRRSSSSLLLL((((3333FFFF))))



        If C .NE. 0, compute B.
        If D .NE. 0, compute RSD .
        If E .NE. 0, compute  XB.
        Note that a request to compute B, RSD, or XB
        automatically triggers the computation of QTY, for
        which an array must be provided in the calling
        sequence.  On Return

     QQQQYYYY COMPLEX(N).
        QY contains Q*Y, if its computation has been
        requested.

     QQQQTTTTYYYY COMPLEX(N).
        QTY contains CTRANS(Q)*Y, if its computation has
        been requested.  Here CTRANS(Q) is the conjugate
        transpose of the matrix Q.

     BBBB COMPLEX(K)
        B contains the solution of the least squares problem
        minimize NORM2(Y - XK*B),
        if its computation has been requested.  (Note that
        if pivoting was requested in CQRDC, the J-th
        component of B will be associated with column JVPT(J)
        of the original matrix X that was input into CQRDC.)

     RRRRSSSSDDDD COMPLEX(N).
        RSD contains the least squares residual Y - XK*B,
        if its computation has been requested.  RSD is
        also the orthogonal projection of Y onto the
        orthogonal complement of the column space of XK.

     XXXXBBBB COMPLEX(N).
        XB contains the least squares approximation XK*B,
        if its computation has been requested.  XB is also
        the orthogonal projection of Y onto the column space
        of X.

     IIIINNNNFFFFOOOO INTEGER.
        INFO is zero unless the computation of B has
        been requested and R is exactly singular.  In
        this case, INFO is the index of the first zero
        diagonal element of R and B is left unaltered.  The parameters QY,
     QTY, B, RSD, and XB are not referenced if their computation is not
     requested and in this case can be replaced by dummy variables in the
     calling program.  To save storage, the user may in some cases use the
     same array for different parameters in the calling sequence.  A
     frequently occuring example is when one wishes to compute any of B, RSD,
     or XB and does not need Y or QTY.  In this case one may identify Y, QTY,
     and one of B, RSD, or XB, while providing separate arrays for anything
     else that is to be computed.  Thus the calling sequence CALL
     CQRSL(X,LDX,N,K,QRAUX,Y,DUM,Y,B,Y,DUM,110,INFO) will result in the
     computation of B and RSD, with RSD overwriting Y.  More generally, each



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CCCCQQQQRRRRSSSSLLLL((((3333FFFF))))                                                            CCCCQQQQRRRRSSSSLLLL((((3333FFFF))))



     item in the following list contains groups of permissible identifications
     for a single callinng sequence.  1. (Y,QTY,B) (RSD) (XB) (QY) 2.
     (Y,QTY,RSD) (B) (XB) (QY) 3. (Y,QTY,XB) (B) (RSD) (QY) 4. (Y,QY) (QTY,B)
     (RSD) (XB) 5. (Y,QY) (QTY,RSD) (B) (XB) 6. (Y,QY) (QTY,XB) (B) (RSD) In
     any group the value returned in the array allocated to the group
     corresponds to the last member of the group.  LINPACK.  This version
     dated 08/14/78 .  Stewart, G. W., University of Maryland, Argonne
     National Lab.

     CCCCQQQQRRRRSSSSLLLL uses the following functions and subprograms. BLAS
     CAXPY,CCOPY,CDOTC Fortran ABS,AIMAG,MIN0,MOD,REAL












































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