<a name="633"></a><a name="page253"></a>SUBROUTINE SGGGLM( N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK,$                   INFO )INTEGER            INFO, LDA, LDB, LWORK, M, N, PREAL               A( LDA, * ), B( LDB, * ), D( * ), WORK( * ),$                   X( * ), Y( * )SUBROUTINE CGGGLM( N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK,$                   INFO )INTEGER            INFO, LDA, LDB, LWORK, M, N, PCOMPLEX            A( LDA, * ), B( LDB, * ), D( * ), WORK( * ),$                   X( * ), Y( * )

Purpose

SGGGLM/CGGGLM solves a general Gauss-Markov linear model (GLM) problem:

min _x y ₂ subject to d = A*x + B*y

where A is an n-by-m matrix, B is an n-by-p matrix, and d is a given n-vector. It...