LSI(3)

SYNOPSIS
SUBROUTINE LSI (W, MDW, MA, MG, N, PRGOPT, X, RNORM, MODE, WS, IP)

NAME
lsi - Subsidiary to LSEI

LIBRARY
SLATEC

TYPE
SINGLE PRECISION (LSI-S, DLSI-D)

AUTHOR
Hanson, R. J., (SNLA)

DESCRIPTION
This is a companion subprogram to LSEI. The documentation for LSEI has complete usage instructions. Solve.. AX = B, A MA by N (least squares equations) subject to.. GX.GE.H, G MG by N (inequality constraints) Input.. W(*,*) contains (A B) in rows 1,...,MA+MG, cols 1,...,N+1. (G H) MDW,MA,MG,N contain (resp) var. dimension of W(*,*), and matrix dimensions. PRGOPT(*), Program option vector. OUTPUT.. X(*),RNORM Solution vector(unless MODE=2), length of AX-B. MODE =0 Inequality constraints are compatible. =2 Inequality constraints contradictory. WS(*), Working storage of dimension K+N+(MG+2)*(N+7), where K=MAX(MA+MG,N). IP(MG+2*N+1) Integer working storage

ROUTINES CALLED
H12, HFTI, LPDP, R1MACH, SASUM, SAXPY, SCOPY, SDOT, SSCAL, SSWAP

REVISION HISTORY (YYMMDD)
790701 DATE WRITTEN
890531 Changed all specific intrinsics to generic. (WRB)
890618 Completely restructured and extensively revised (WRB & RWC)
891214 Prologue converted to Version 4.0 format. (BAB)
900328 Added TYPE section. (WRB)
920422 Changed CALL to HFTI to include variable MA. (WRB)