DGGGLM Class

-- LAPACK driver routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DGGGLM 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 .LE. N .LE. 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 the matrices (A, B) given by A = Q*(R), B = Q*T*Z. (0) 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.

public class DGGGLM

Public Class DGGGLM