Module NAG_OPT_LIN_LSQ in NAGC

• NAGC Information

• Components
  • Documentation from ITL
  • Example from ITL
  • Example-input from ITL
  • Example-output from ITL
  • Local-details from ITL

NAG_OPT_LIN_LSQ

 
Solves linearly constrained linear least-squares problems and convex
quadratic programming problems. It is not intended for large sparse problems.
 
Classes  :  D9b1 . Least squares (L-2) solution of singular, overdetermined or
                 underdetermined systems of linear equations with
                 constraints
            G2a1 . Linear programming with a dense matrix of constraints
            G2e1 . Quadratic programming for positive definite Hessians
                 (i.e., convex problems)
            G4d .  Find feasible point for optimization
 
Type     : C subroutine in NAGC library (E04 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
Note     : This procedure may also be invoked using the name e04ncc.
 
Usage    : void nag_opt_lin_lsq(Integer m, Integer n, Integer nclin, double
           a[], Integer tda, double bl[], double bu[], double cvec[], double
           b[], double h[], Integer tdh, Integer kx[], double x[], double
           *objf, Nag_E04_Opt *options, Nag_Comm *comm, NagError *fail)
 
See also : nag_opt_lp (e04mfc), nag_opt_init (e04xxc), nag_opt_read
           (e04xyc), nag_opt_free (e04xzc)
 
Details  : Documentation Example Example-input Example-output
           Local-details
Sites    : (1) ITL
 

Implementation of NAG_OPT_LIN_LSQ from NAGC on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
Note     : This procedure may also be invoked using the name e04ncc.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : cc -I/itl/links/generic/include -o prog prog.c
                  -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4}
                  -lnagc -lm
   Local-details: cat /itl/apps/nagclib-6/docs/implementation
   Example      : cat
                  /itl/apps/nagclib-6/clsol06da/examples/source/e04ncce.c
   Example-input: cat
                  /itl/apps/nagclib-6/clsol06da/examples/data/e04ncce.d
   Example-outpu: cat
                  /itl/apps/nagclib-6/clsol06da/examples/results/e04ncce.r
   Documentation: acroread
                  /itl/apps/nagclib-6/docs/NAGdoc/cl/pdf/E04/e04ncc_cl05.pdf