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GAMS Module DTLS in VANHUFFEL


DTLS

 
Solves, by using a total least squares approximation, the overdetermined system
of equations AX=B where both the data matrix A as well as the observation matrix B
are inaccurate. This routine will also solve square and underdetermined systems
by computing the minimum norm solution. (See S. Van Huffel, J. Comp. Appl. Math. 25
(1989) pp. 111-119.).
 
Classes  :  D9a1 . Least squares (L-2) solution of singular, overdetermined or
                 underdetermined systems of linear equations without
                 constraints
            D9a4 . Other solutions of singular, overdetermined or
                 underdetermined systems of linear equations without
                 constraints
 
Type     : Fortran subroutine in VANHUFFEL package.
Access   : Some uses prohibited. Portable.
Precision: Double.
 
Usage    : CALL DTLS (C, LDC, M, N, L, S, X, LDX, WRK, RANK, TOL1, TOL2, COMPRT,
           IERR, IWARN)
 
Details  : Documentation Fullsource Source
Sites    : (1) NETLIB
 

Implementation of DTLS from VANHUFFEL on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Double.
 
You may access components from NETLIB outside GAMS as follows.
 
   Documentation: echo 'send DTLS-doc from VANHUFFEL' | mail netlib@ornl.gov
   Source       : echo 'send only DTLS from VANHUFFEL' | mail netlib@ornl.gov
   Fullsource   : echo 'send DTLS from VANHUFFEL linpack blas' | mail
                  netlib@ornl.gov


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