org.netlib.lapack
Class SGGGLM
java.lang.Object
org.netlib.lapack.SGGGLM
public class SGGGLM
- extends java.lang.Object
SGGGLM is a simplified interface to the JLAPACK routine sggglm.
This interface converts Java-style 2D row-major arrays into
the 1D column-major linearized arrays expected by the lower
level JLAPACK routines. Using this interface also allows you
to omit offset and leading dimension arguments. However, because
of these conversions, these routines will be slower than the low
level ones. Following is the description from the original Fortran
source. 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 A and B.
*
* 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, A is destroyed.
*
* 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, B is destroyed.
*
* 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 (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.
*
* ===================================================================
*
* .. Parameters ..
|
Method Summary |
static void |
SGGGLM(int n,
int m,
int p,
float[][] a,
float[][] b,
float[] d,
float[] x,
float[] y,
float[] work,
int lwork,
intW info)
|
| Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
SGGGLM
public SGGGLM()
SGGGLM
public static void SGGGLM(int n,
int m,
int p,
float[][] a,
float[][] b,
float[] d,
float[] x,
float[] y,
float[] work,
int lwork,
intW info)