SUBROUTINE SQRLSS(A,LDA,M,N,KR,B,X,RSD,JPVT,QRAUX) C***BEGIN PROLOGUE SQRLSS C***REVISION NOVEMBER 15, 1980 C***CATEGORY NO. E2G1A C***KEYWORD(S) OVERDETERMINED,LEAST SQUARES,LINEAR EQUATIONS C***AUTHOR D. KAHANER (NBS) C***DATE WRITTEN C***PURPOSE C SOLVES AN OVERDETERMINED, UNDERDETERMINED, OR SINGULAR SYSTEM OF C LINEAR EQUATIONS IN LEAST SQUARE SENSE. C***DESCRIPTION C C SQRLSS USES THE LINPACK SUBROUTINE SQRSL TO SOLVE AN OVERDETERMINED, C UNDERDETERMINED, OR SINGULAR LINEAR SYSTEM IN A LEAST SQUARES C SENSE. IT MUST BE PRECEEDED BY SQRANK . C THE SYSTEM IS A*X APPROXIMATES B WHERE A IS M BY N WITH C RANK KR (DETERMINED BY SQRANK), B IS A GIVEN M-VECTOR, C AND X IS THE N-VECTOR TO BE COMPUTED. A SOLUTION X WITH C AT MOST KR NONZERO COMPONENTS IS FOUND WHICH MINIMIMZES C THE 2-NORM OF THE RESIDUAL, A*X - B . C C ON ENTRY C C A,LDA,M,N,KR,JPVT,QRAUX C THE OUTPUT FROM SQRANK . C C B REAL(M) . C THE RIGHT HAND SIDE OF THE LINEAR SYSTEM. C C ON RETURN C C X REAL(N) . C A LEAST SQUARES SOLUTION TO THE LINEAR SYSTEM. C C RSD REAL(M) . C THE RESIDUAL, B - A*X . RSD MAY OVERWITE B . C C USAGE.... C ONCE THE MATRIX A HAS BEEN FORMED, SQRANK SHOULD BE C CALLED ONCE TO DECOMPOSE IT. THEN FOR EACH RIGHT HAND C SIDE, B, SQRLSS SHOULD BE CALLED ONCE TO OBTAIN THE C SOLUTION AND RESIDUAL. C C INTEGER J,K,INFO C REAL T C C***REFERENCE(S) C DONGARRA, ET AL, LINPACK USERS GUIDE, SIAM, 1979 C***ROUTINES CALLED SQRSL C***END PROLOGUE