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NAME DGGLSE - solve the linear equality constrained least squares (LSE) problem SYNOPSIS SUBROUTINE DGGLSE( M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO ) INTEGER INFO, LDA, LDB, LWORK, M, N, P PURPOSE DGGLSE solves the linear equality constrained least squares (LSE) problem: minimize || A*x - c ||_2 subject to B*x = d using a generalized RQ factorization of matrices A and B, where A is M-by-N, B is P-by-N, assume P <= N <= M+P, and ||.||_2 denotes vector 2-norm. It is assumed that rank(B) = P (1) and the null spaces of A and B intersect only trivially, i.e., intersection of Null(A) and Null(B) = {0} <=> rank( ( A ) ) = N (2) ( ( B ) ) where N(A) denotes the null space of matrix A. Conditions (1) and (2) ensure that the problem LSE has a unique solu- tion. ARGUMENTS M (input) INTEGER The number of rows of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrices A and B. N >= 0. Assume that P <= N <= M+P. P (input) INTEGER The number of rows of the matrix B. P >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the P-by-M matrix A. On exit, A is des- troyed. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input/output) DOUBLE PRECISION array, dimension (LDB,N) On entry, the P-by-N matrix B. On exit, B is des- troyed. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,P). C (input/output) DOUBLE PRECISION array, dimension (M) On entry, C contains the right hand side vector for the least squares part of the LSE problem. On exit, the residual sum of squares for the solution is given by the sum of squares of elements N-P+1 to M of vector C. D (input/output) DOUBLE PRECISION array, dimension (P) On entry, D contains the right hand side vector for the constrained equation. On exit, D is destroyed. X (output) DOUBLE PRECISION array, dimension (N) On exit, X is the solution of the LSE problem. WORK (workspace) DOUBLE PRECISION array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= N+P+max(N,M,P). For optimum performance LWORK >= N+P+max(M,P,N)*max(NB1,NB2), where NB1 is the optimal blocksize for the QR factorization of M-by-N matrix A. NB2 is the optimal blocksize for the RQ factorization of P-by-N matrix B. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.