fortran-lapack
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la_least_squares::solve_weighted_lstsq Interface Reference

Public Member Functions

subroutine la_ssolve_weighted_lstsq (w, a, b, x, cond, overwrite_a, rank, err)
 Compute the real(sp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))
 
subroutine la_dsolve_weighted_lstsq (w, a, b, x, cond, overwrite_a, rank, err)
 Compute the real(dp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))
 
subroutine la_qsolve_weighted_lstsq (w, a, b, x, cond, overwrite_a, rank, err)
 Compute the real(qp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))
 
subroutine la_csolve_weighted_lstsq (w, a, b, x, cond, overwrite_a, rank, err)
 Compute the complex(sp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))
 
subroutine la_zsolve_weighted_lstsq (w, a, b, x, cond, overwrite_a, rank, err)
 Compute the complex(dp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))
 
subroutine la_wsolve_weighted_lstsq (w, a, b, x, cond, overwrite_a, rank, err)
 Compute the complex(qp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))
 

Member Function/Subroutine Documentation

◆ la_csolve_weighted_lstsq()

subroutine la_least_squares::solve_weighted_lstsq::la_csolve_weighted_lstsq ( real(sp), dimension(:), intent(in) w,
complex(sp), dimension(:,:), intent(inout), target a,
complex(sp), dimension(:), intent(in) b,
complex(sp), dimension(:), intent(inout), target, contiguous x,
real(sp), intent(in), optional cond,
logical(lk), intent(in), optional overwrite_a,
integer(ilp), intent(out), optional rank,
type(la_state), intent(out), optional err )

Compute the complex(sp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))

Parameters
[in]wWeight vector w[m]. It is always real, and all its entries must be positive
[in,out]aInput matrix a[m,n]
[in]bRight hand side vector b[m]
[in,out]xResult array x[n]
[in]cond[optional] cutoff for rank evaluation: singular values s(i)<=cond*maxval(s) are considered 0.
[in]overwrite_a[optional] Can A data be overwritten and destroyed?
[out]rank[optional] Return rank of A
[out]err[optional] state return flag. On error if not requested, the code will stop

◆ la_dsolve_weighted_lstsq()

subroutine la_least_squares::solve_weighted_lstsq::la_dsolve_weighted_lstsq ( real(dp), dimension(:), intent(in) w,
real(dp), dimension(:,:), intent(inout), target a,
real(dp), dimension(:), intent(in) b,
real(dp), dimension(:), intent(inout), target, contiguous x,
real(dp), intent(in), optional cond,
logical(lk), intent(in), optional overwrite_a,
integer(ilp), intent(out), optional rank,
type(la_state), intent(out), optional err )

Compute the real(dp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))

Parameters
[in]wWeight vector w[m]. It is always real, and all its entries must be positive
[in,out]aInput matrix a[m,n]
[in]bRight hand side vector b[m]
[in,out]xResult array x[n]
[in]cond[optional] cutoff for rank evaluation: singular values s(i)<=cond*maxval(s) are considered 0.
[in]overwrite_a[optional] Can A data be overwritten and destroyed?
[out]rank[optional] Return rank of A
[out]err[optional] state return flag. On error if not requested, the code will stop

◆ la_qsolve_weighted_lstsq()

subroutine la_least_squares::solve_weighted_lstsq::la_qsolve_weighted_lstsq ( real(qp), dimension(:), intent(in) w,
real(qp), dimension(:,:), intent(inout), target a,
real(qp), dimension(:), intent(in) b,
real(qp), dimension(:), intent(inout), target, contiguous x,
real(qp), intent(in), optional cond,
logical(lk), intent(in), optional overwrite_a,
integer(ilp), intent(out), optional rank,
type(la_state), intent(out), optional err )

Compute the real(qp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))

Parameters
[in]wWeight vector w[m]. It is always real, and all its entries must be positive
[in,out]aInput matrix a[m,n]
[in]bRight hand side vector b[m]
[in,out]xResult array x[n]
[in]cond[optional] cutoff for rank evaluation: singular values s(i)<=cond*maxval(s) are considered 0.
[in]overwrite_a[optional] Can A data be overwritten and destroyed?
[out]rank[optional] Return rank of A
[out]err[optional] state return flag. On error if not requested, the code will stop

◆ la_ssolve_weighted_lstsq()

subroutine la_least_squares::solve_weighted_lstsq::la_ssolve_weighted_lstsq ( real(sp), dimension(:), intent(in) w,
real(sp), dimension(:,:), intent(inout), target a,
real(sp), dimension(:), intent(in) b,
real(sp), dimension(:), intent(inout), target, contiguous x,
real(sp), intent(in), optional cond,
logical(lk), intent(in), optional overwrite_a,
integer(ilp), intent(out), optional rank,
type(la_state), intent(out), optional err )

Compute the real(sp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))

Parameters
[in]wWeight vector w[m]. It is always real, and all its entries must be positive
[in,out]aInput matrix a[m,n]
[in]bRight hand side vector b[m]
[in,out]xResult array x[n]
[in]cond[optional] cutoff for rank evaluation: singular values s(i)<=cond*maxval(s) are considered 0.
[in]overwrite_a[optional] Can A data be overwritten and destroyed?
[out]rank[optional] Return rank of A
[out]err[optional] state return flag. On error if not requested, the code will stop

◆ la_wsolve_weighted_lstsq()

subroutine la_least_squares::solve_weighted_lstsq::la_wsolve_weighted_lstsq ( real(qp), dimension(:), intent(in) w,
complex(qp), dimension(:,:), intent(inout), target a,
complex(qp), dimension(:), intent(in) b,
complex(qp), dimension(:), intent(inout), target, contiguous x,
real(qp), intent(in), optional cond,
logical(lk), intent(in), optional overwrite_a,
integer(ilp), intent(out), optional rank,
type(la_state), intent(out), optional err )

Compute the complex(qp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))

Parameters
[in]wWeight vector w[m]. It is always real, and all its entries must be positive
[in,out]aInput matrix a[m,n]
[in]bRight hand side vector b[m]
[in,out]xResult array x[n]
[in]cond[optional] cutoff for rank evaluation: singular values s(i)<=cond*maxval(s) are considered 0.
[in]overwrite_a[optional] Can A data be overwritten and destroyed?
[out]rank[optional] Return rank of A
[out]err[optional] state return flag. On error if not requested, the code will stop

◆ la_zsolve_weighted_lstsq()

subroutine la_least_squares::solve_weighted_lstsq::la_zsolve_weighted_lstsq ( real(dp), dimension(:), intent(in) w,
complex(dp), dimension(:,:), intent(inout), target a,
complex(dp), dimension(:), intent(in) b,
complex(dp), dimension(:), intent(inout), target, contiguous x,
real(dp), intent(in), optional cond,
logical(lk), intent(in), optional overwrite_a,
integer(ilp), intent(out), optional rank,
type(la_state), intent(out), optional err )

Compute the complex(dp) weighted least-squares solution into x: minimize ||D(Ax - b)||, D = diag(sqrt(w))

Parameters
[in]wWeight vector w[m]. It is always real, and all its entries must be positive
[in,out]aInput matrix a[m,n]
[in]bRight hand side vector b[m]
[in,out]xResult array x[n]
[in]cond[optional] cutoff for rank evaluation: singular values s(i)<=cond*maxval(s) are considered 0.
[in]overwrite_a[optional] Can A data be overwritten and destroyed?
[out]rank[optional] Return rank of A
[out]err[optional] state return flag. On error if not requested, the code will stop

The documentation for this interface was generated from the following file: