123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123 |
- *DECK SUDS
- SUBROUTINE SUDS (A, X, B, NEQ, NUK, NRDA, IFLAG, MLSO, WORK,
- + IWORK)
- C***BEGIN PROLOGUE SUDS
- C***SUBSIDIARY
- C***PURPOSE Subsidiary to BVSUP
- C***LIBRARY SLATEC
- C***TYPE SINGLE PRECISION (SUDS-S, DSUDS-D)
- C***AUTHOR Watts, H. A., (SNLA)
- C***DESCRIPTION
- C
- C SUDS solves the underdetermined system of linear equations A Z = B
- C where A is NEQ by NUK and NEQ .LE. NUK. In particular, if rank A
- C equals IRA, a vector X and a matrix U are determined such that
- C X is the UNIQUE solution of smallest length, satisfying A X = B,
- C and the columns of U form an orthonormal basis for the null
- C space of A, satisfying A U = 0 . Then all solutions Z are
- C given by
- C Z = X + C(1)*U(1) + ..... + C(NUK-IRA)*U(NUK-IRA)
- C where U(J) represents the J-th column of U and the C(J) are
- C arbitrary constants.
- C If the system of equations are not compatible, only the least
- C squares solution of minimal length is computed.
- C SUDS is an interfacing routine which calls subroutine LSSUDS
- C for the solution. LSSUDS in turn calls subroutine ORTHOR and
- C possibly subroutine OHTROL for the decomposition of A by
- C orthogonal transformations. In the process, ORTHOR calls upon
- C subroutine CSCALE for scaling.
- C
- C **********************************************************************
- C INPUT
- C **********************************************************************
- C
- C A -- Contains the matrix of NEQ equations in NUK unknowns and must
- C be dimensioned NRDA by NUK. The original A is destroyed.
- C X -- Solution array of length at least NUK
- C B -- Given constant vector of length NEQ, B is destroyed
- C NEQ -- Number of equations, NEQ greater or equal to 1
- C NUK -- Number of columns in the matrix (which is also the number
- C of unknowns), NUK not smaller than NEQ
- C NRDA -- Row dimension of A, NRDA greater or equal to NEQ
- C IFLAG -- Status indicator
- C =0 For the first call (and for each new problem defined by
- C a new matrix A) when the matrix data is treated as exact
- C =-K For the first call (and for each new problem defined by
- C a new matrix A) when the matrix data is assumed to be
- C accurate to about K digits
- C =1 For subsequent calls whenever the matrix A has already
- C been decomposed (problems with new vectors B but
- C same matrix A can be handled efficiently)
- C MLSO -- =0 If only the minimal length solution is wanted
- C =1 If the complete solution is wanted, includes the
- C linear space defined by the matrix U in the abstract
- C WORK(*),IWORK(*) -- Arrays for storage of internal information,
- C WORK must be dimensioned at least
- C NUK + 3*NEQ + MLSO*NUK*(NUK-rank A)
- C where it is possible for 0 .LE. rank A .LE. NEQ
- C IWORK must be dimensioned at least 3 + NEQ
- C IWORK(2) -- Scaling indicator
- C =-1 If the matrix is to be pre-scaled by
- C columns when appropriate
- C If the scaling indicator is not equal to -1
- C no scaling will be attempted
- C For most problems scaling will probably not be necessary
- C
- C **********************************************************************
- C OUTPUT
- C **********************************************************************
- C
- C IFLAG -- Status indicator
- C =1 If solution was obtained
- C =2 If improper input is detected
- C =3 If rank of matrix is less than NEQ
- C To continue simply reset IFLAG=1 and call SUDS again
- C =4 If the system of equations appears to be inconsistent.
- C However, the least squares solution of minimal length
- C was obtained.
- C X -- Minimal length least squares solution of A X = B
- C A -- Contains the strictly upper triangular part of the reduced
- C matrix and transformation information
- C WORK(*),IWORK(*) -- Contains information needed on subsequent
- C calls (IFLAG=1 case on input) which must not
- C be altered.
- C The matrix U described in the abstract is
- C stored in the NUK*(NUK-rank A) elements of
- C the work array beginning at WORK(1+NUK+3*NEQ).
- C However U is not defined when MLSO=0 or
- C IFLAG=4.
- C IWORK(1) Contains the numerically determined
- C rank of the matrix A
- C
- C **********************************************************************
- C
- C***SEE ALSO BVSUP
- C***REFERENCES H. A. Watts, Solving linear least squares problems
- C using SODS/SUDS/CODS, Sandia Report SAND77-0683,
- C Sandia Laboratories, 1977.
- C***ROUTINES CALLED LSSUDS
- C***REVISION HISTORY (YYMMDD)
- C 750601 DATE WRITTEN
- C 890831 Modified array declarations. (WRB)
- C 891214 Prologue converted to Version 4.0 format. (BAB)
- C 900328 Added TYPE section. (WRB)
- C 910408 Updated the AUTHOR and REFERENCES sections. (WRB)
- C 920501 Reformatted the REFERENCES section. (WRB)
- C***END PROLOGUE SUDS
- DIMENSION A(NRDA,*),X(*),B(*),WORK(*),IWORK(*)
- C
- C***FIRST EXECUTABLE STATEMENT SUDS
- IS=2
- IP=3
- IL=IP+NEQ
- KV=1+NEQ
- KT=KV+NEQ
- KS=KT+NEQ
- KU=KS+NUK
- C
- CALL LSSUDS(A,X,B,NEQ,NUK,NRDA,WORK(KU),NUK,IFLAG,MLSO,IWORK(1),
- 1 IWORK(IS),A,WORK(1),IWORK(IP),B,WORK(KV),WORK(KT),
- 2 IWORK(IL),WORK(KS))
- C
- RETURN
- END
|