CXML
        	    
LAPACK version 3.0
cggglm(3)

PURPOSE
  CGGGLM - solve a general Gauss-Markov linear model (GLM) problem

SYNTAX
  SUBROUTINE CGGGLM( N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO )

      INTEGER	     INFO, LDA, LDB, LWORK, M, N, P

      COMPLEX	     A( LDA, * ), B( LDB, * ), D( * ), WORK( * ), X( * ), Y(
		     * )

DESCRIPTION
  CGGGLM solves a general Gauss-Markov linear model (GLM) problem:
	  minimize || y ||_2   subject to   d = A*x + B*y
	      x

  where A is an N-by-M matrix, B is an N-by-P matrix, and d is a given N-
  vector. It is assumed that M <= N <= M+P, and

	     rank(A) = M    and	   rank( A B ) = N.

  Under these assumptions, the constrained equation is always consistent, and
  there is a unique solution x and a minimal 2-norm solution y, which is
  obtained using a generalized QR factorization of A and B.

  In particular, if matrix B is square nonsingular, then the problem GLM is
  equivalent to the following weighted linear least squares problem

	       minimize || inv(B)*(d-A*x) ||_2
		   x

  where inv(B) denotes the inverse of B.

ARGUMENTS
  N	  (input) INTEGER
	  The number of rows of the matrices A and B.  N >= 0.

  M	  (input) INTEGER
	  The number of columns of the matrix A.  0 <= M <= N.

  P	  (input) INTEGER
	  The number of columns of the matrix B.  P >= N-M.

  A	  (input/output) COMPLEX array, dimension (LDA,M)
	  On entry, the N-by-M matrix A.  On exit, A is destroyed.

  LDA	  (input) INTEGER
	  The leading dimension of the array A. LDA >= max(1,N).

  B	  (input/output) COMPLEX array, dimension (LDB,P)
	  On entry, the N-by-P matrix B.  On exit, B is destroyed.

  LDB	  (input) INTEGER
	  The leading dimension of the array B. LDB >= max(1,N).

  D	  (input/output) COMPLEX array, dimension (N)
	  On entry, D is the left hand side of the GLM equation.  On exit, D
	  is destroyed.

  X	  (output) COMPLEX array, dimension (M)
	  Y	  (output) COMPLEX array, dimension (P) On exit, X and Y are
	  the solutions of the GLM problem.

  WORK	  (workspace/output) COMPLEX array, dimension (LWORK)
	  On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

  LWORK	  (input) INTEGER
	  The dimension of the array WORK. LWORK >= max(1,N+M+P).  For
	  optimum performance, LWORK >= M+min(N,P)+max(N,P)*NB, where NB is
	  an upper bound for the optimal blocksizes for CGEQRF, CGERQF,
	  CUNMQR and CUNMRQ.

	  If LWORK = -1, then a workspace query is assumed; the routine only
	  calculates the optimal size of the WORK array, returns this value
	  as the first entry of the WORK array, and no error message related
	  to LWORK is issued by XERBLA.

  INFO	  (output) INTEGER
	  = 0:	successful exit.
	  < 0:	if INFO = -i, the i-th argument had an illegal value.