Module PTLS in VANHUFFEL

• VANHUFFEL Information

• Components
  • Documentation from NETLIB
  • Fullsource from NETLIB
  • Source from NETLIB

PTLS

 
Uses a total least squares approximation to solve the overdetermined system of
equations AX=B where both the data matrix A as well as the observation matrix B are
inaccurate. Will also solve square and underdetermined systems by computing the
minimum norm solution, and is more efficient than the author's routine DTLS. (See
S. Van Huffel and J. Vandewalle, J. Comp. Appl. Math. 21 (1988), pp. 333-341.).
 
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 PTLS (C, LDC, M, N, L, RANK, THETA, X, LDX, Q, INUL, WRK, IWRK,
           LWRK, TOL1, TOL2, IERR, IWARN)
 
Details  : Documentation Fullsource Source
Sites    : (1) NETLIB
 

Implementation of PTLS 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 PTLS-doc from VANHUFFEL' | mail netlib@ornl.gov
   Source       : echo 'send only PTLS from VANHUFFEL' | mail netlib@ornl.gov
   Fullsource   : echo 'send PTLS from VANHUFFEL linpack blas' | mail
                  netlib@ornl.gov