NAG Library Function Document

nag_dgels (f08aac)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{order}$ – 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 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.

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

2:    $\mathbf{trans}$ – Nag_TransTypeInput

On entry: if $\mathbf{trans}=\mathrm{Nag\_NoTrans}$, the linear system involves $A$.

If $\mathbf{trans}=\mathrm{Nag\_Trans}$, the linear system involves $A^{\mathrm{T}}$.

Constraint: $\mathbf{trans}=\mathrm{Nag\_NoTrans}$ or $\mathrm{Nag\_Trans}$.

3:    $\mathbf{m}$ – IntegerInput

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

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

4:    $\mathbf{n}$ – IntegerInput

On entry: $n$, the number of columns of the matrix $A$.

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

5:    $\mathbf{nrhs}$ – IntegerInput

On entry: $r$, the number of right-hand sides, i.e., the number of columns of the matrices $B$ and $X$.

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

6:    $\mathbf{a}\left[\mathit{dim}\right]$ – 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: if $\mathbf{m}\ge \mathbf{n}$, a is overwritten by details of its $QR$ factorization, as returned by nag_dgeqrf (f08aec).

If $\mathbf{m}<\mathbf{n}$, a is overwritten by details of its $LQ$ factorization, as returned by nag_dgelqf (f08ahc).

7:    $\mathbf{pda}$ – 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 $\mathbf{order}=\mathrm{Nag\_RowMajor}$, $\mathbf{pda}\ge \max \left(1,\mathbf{n}\right)$.

8:    $\mathbf{b}\left[\mathit{dim}\right]$ – doubleInput/Output

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

• $\max \left(1,\mathbf{pdb}\times \mathbf{nrhs}\right)$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\max \left(1,\max \left(1,\mathbf{m},\mathbf{n}\right)\times \mathbf{pdb}\right)$ 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 matrix $B$ of right-hand side vectors, stored in rows or columns; b is $m$ by $r$ if $\mathbf{trans}=\mathrm{Nag\_NoTrans}$, or $n$ by $r$ if $\mathbf{trans}=\mathrm{Nag\_Trans}$.

On exit: b is overwritten by the solution vectors, $x$, stored in rows or columns:

• if $\mathbf{trans}=\mathrm{Nag\_NoTrans}$ and $m\ge n$, or $\mathbf{trans}=\mathrm{Nag\_Trans}$ and $m<n$, elements $1$ to $\min \left(m,n\right)$ in each column of b contain the least squares solution vectors; the residual sum of squares for the solution is given by the sum of squares of the modulus of elements $\left(\min \left(m,n\right)+1\right)$ to $\max \left(m,n\right)$ in that column;
• otherwise, elements $1$ to $\max \left(m,n\right)$ in each column of b contain the minimum norm solution vectors.

9:    $\mathbf{pdb}$ – IntegerInput

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

Constraints:

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

10:  $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_FULL_RANK

Diagonal element $〈\mathit{\text{value}}〉$ of the triangular factor of $A$ is zero, so that $A$ does not have full rank; the least squares solution could not be computed.

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, $\mathbf{nrhs}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{nrhs}\ge 0$.

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 $\mathbf{nrhs}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{pdb}\ge \max \left(1,\mathbf{nrhs}\right)$.

NE_INT_3

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

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.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (f08aace.c)

10.2

Program Data

Program Data (f08aace.d)

10.3

Program Results

Program Results (f08aace.r)