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fortran-lapack
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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)) | |
| 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))
| [in] | w | Weight vector w[m]. It is always real, and all its entries must be positive |
| [in,out] | a | Input matrix a[m,n] |
| [in] | b | Right hand side vector b[m] |
| [in,out] | x | Result 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 |
| 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))
| [in] | w | Weight vector w[m]. It is always real, and all its entries must be positive |
| [in,out] | a | Input matrix a[m,n] |
| [in] | b | Right hand side vector b[m] |
| [in,out] | x | Result 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 |
| 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))
| [in] | w | Weight vector w[m]. It is always real, and all its entries must be positive |
| [in,out] | a | Input matrix a[m,n] |
| [in] | b | Right hand side vector b[m] |
| [in,out] | x | Result 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 |
| 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))
| [in] | w | Weight vector w[m]. It is always real, and all its entries must be positive |
| [in,out] | a | Input matrix a[m,n] |
| [in] | b | Right hand side vector b[m] |
| [in,out] | x | Result 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 |
| 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))
| [in] | w | Weight vector w[m]. It is always real, and all its entries must be positive |
| [in,out] | a | Input matrix a[m,n] |
| [in] | b | Right hand side vector b[m] |
| [in,out] | x | Result 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 |
| 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))
| [in] | w | Weight vector w[m]. It is always real, and all its entries must be positive |
| [in,out] | a | Input matrix a[m,n] |
| [in] | b | Right hand side vector b[m] |
| [in,out] | x | Result 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 |