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)$.

Example program
Example data
Example results