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Class org.netlib.lapack.DGGGLM

java.lang.Object
   |
   +----org.netlib.lapack.DGGGLM

public class DGGGLM

extends Object

DGGGLM is a simplified interface to the JLAPACK routine dggglm.
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
 *  =======
 *
 *  DGGGLM 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N)
 *          On entry, D is the left hand side of the GLM equation.
 *          On exit, D is destroyed.
 *
 *  X       (output) DOUBLE PRECISION array, dimension (M)
 *  Y       (output) DOUBLE PRECISION array, dimension (P)
 *          On exit, X and Y are the solutions of the GLM problem.
 *
 *  WORK    (workspace/output) DOUBLE PRECISION 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
 *          DGEQRF, SGERQF, DORMQR and SORMRQ.
 *
 *  INFO    (output) INTEGER
 *          = 0:  successful exit.
 *          < 0:  if INFO = -i, the i-th argument had an illegal value.
 *
 *  ===================================================================
 *
 *     .. Parameters ..

DGGGLM()

DGGGLM(int, int, int, double[][], double[][], double[], double[], double[], double[], int, intW)

 public DGGGLM()

 public static void DGGGLM(int n,
                           int m,
                           int p,
                           double a[][],
                           double b[][],
                           double d[],
                           double x[],
                           double y[],
                           double work[],
                           int lwork,
                           intW info)

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