ZGGGLM Example

To solve the weighted least squares problem

$\displaystyle \min_{{x}}^{}$ $\displaystyle \left\Vert\vphantom{ B^{-1} (d - A x) }\right.$ B^-1(d - Ax) $\displaystyle \left.\vphantom{ B^{-1} (d - A x) }\right\Vert _{{2}}^{}$

where

A = $\displaystyle \left(\vphantom{ \begin{array}{rrr} 0.96 - 0.81 i & -0.03 + 0.9... ...17 i \\ 1.08 - 0.28 i & 0.20 - 0.12 i & -0.07 + 1.23 i \end{array} }\right.$ $\displaystyle \begin{array}{rrr} 0.96 - 0.81 i & -0.03 + 0.96 i & -0.91 + 2.06... ...0.63 - 0.17 i \\ 1.08 - 0.28 i & 0.20 - 0.12 i & -0.07 + 1.23 i \end{array}$ $\displaystyle \left.\vphantom{ \begin{array}{rrr} 0.96 - 0.81 i & -0.03 + 0.9... ...17 i \\ 1.08 - 0.28 i & 0.20 - 0.12 i & -0.07 + 1.23 i \end{array} }\right)$ ,

B = $\displaystyle \left(\vphantom{ \begin{array}{cccc} 0.5 - 1.0 i & 0 & 0 & 0 \\... ... 0 & 0 & 2.0 - 3.0 i & 0 \\ 0 & 0 & 0 & 5.0 - 4.0 i \end{array} }\right.$ $\displaystyle \begin{array}{cccc} 0.5 - 1.0 i & 0 & 0 & 0 \\ 0 & 1.0 - 2.0 i & 0 & 0 \\ 0 & 0 & 2.0 - 3.0 i & 0 \\ 0 & 0 & 0 & 5.0 - 4.0 i \end{array}$ $\displaystyle \left.\vphantom{ \begin{array}{cccc} 0.5 - 1.0 i & 0 & 0 & 0 \\... ... 0 & 0 & 2.0 - 3.0 i & 0 \\ 0 & 0 & 0 & 5.0 - 4.0 i \end{array} }\right)$

and

d = $\displaystyle \left(\vphantom{ \begin{array}{r} 6.00 - 0.40 i \\ -5.27 + 0.90 i \\ 2.72 - 2.13 i \\ -1.30 - 2.80 i \end{array} }\right.$ $\displaystyle \begin{array}{r} 6.00 - 0.40 i \\ -5.27 + 0.90 i \\ 2.72 - 2.13 i \\ -1.30 - 2.80 i \end{array}$ $\displaystyle \left.\vphantom{ \begin{array}{r} 6.00 - 0.40 i \\ -5.27 + 0.90 i \\ 2.72 - 2.13 i \\ -1.30 - 2.80 i \end{array} }\right)$ .

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