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sgelss.f 25 kB

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  1. *> \brief <b> SGELSS solves overdetermined or underdetermined systems for GE matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGELSS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgelss.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgelss.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgelss.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  22. * WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  26. * REAL RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SGELSS computes the minimum norm solution to a real linear least
  39. *> squares problem:
  40. *>
  41. *> Minimize 2-norm(| b - A*x |).
  42. *>
  43. *> using the singular value decomposition (SVD) of A. A is an M-by-N
  44. *> matrix which may be rank-deficient.
  45. *>
  46. *> Several right hand side vectors b and solution vectors x can be
  47. *> handled in a single call; they are stored as the columns of the
  48. *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
  49. *> X.
  50. *>
  51. *> The effective rank of A is determined by treating as zero those
  52. *> singular values which are less than RCOND times the largest singular
  53. *> value.
  54. *> \endverbatim
  55. *
  56. * Arguments:
  57. * ==========
  58. *
  59. *> \param[in] M
  60. *> \verbatim
  61. *> M is INTEGER
  62. *> The number of rows of the matrix A. M >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] N
  66. *> \verbatim
  67. *> N is INTEGER
  68. *> The number of columns of the matrix A. N >= 0.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] NRHS
  72. *> \verbatim
  73. *> NRHS is INTEGER
  74. *> The number of right hand sides, i.e., the number of columns
  75. *> of the matrices B and X. NRHS >= 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] A
  79. *> \verbatim
  80. *> A is REAL array, dimension (LDA,N)
  81. *> On entry, the M-by-N matrix A.
  82. *> On exit, the first min(m,n) rows of A are overwritten with
  83. *> its right singular vectors, stored rowwise.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDA
  87. *> \verbatim
  88. *> LDA is INTEGER
  89. *> The leading dimension of the array A. LDA >= max(1,M).
  90. *> \endverbatim
  91. *>
  92. *> \param[in,out] B
  93. *> \verbatim
  94. *> B is REAL array, dimension (LDB,NRHS)
  95. *> On entry, the M-by-NRHS right hand side matrix B.
  96. *> On exit, B is overwritten by the N-by-NRHS solution
  97. *> matrix X. If m >= n and RANK = n, the residual
  98. *> sum-of-squares for the solution in the i-th column is given
  99. *> by the sum of squares of elements n+1:m in that column.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] LDB
  103. *> \verbatim
  104. *> LDB is INTEGER
  105. *> The leading dimension of the array B. LDB >= max(1,max(M,N)).
  106. *> \endverbatim
  107. *>
  108. *> \param[out] S
  109. *> \verbatim
  110. *> S is REAL array, dimension (min(M,N))
  111. *> The singular values of A in decreasing order.
  112. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  113. *> \endverbatim
  114. *>
  115. *> \param[in] RCOND
  116. *> \verbatim
  117. *> RCOND is REAL
  118. *> RCOND is used to determine the effective rank of A.
  119. *> Singular values S(i) <= RCOND*S(1) are treated as zero.
  120. *> If RCOND < 0, machine precision is used instead.
  121. *> \endverbatim
  122. *>
  123. *> \param[out] RANK
  124. *> \verbatim
  125. *> RANK is INTEGER
  126. *> The effective rank of A, i.e., the number of singular values
  127. *> which are greater than RCOND*S(1).
  128. *> \endverbatim
  129. *>
  130. *> \param[out] WORK
  131. *> \verbatim
  132. *> WORK is REAL array, dimension (MAX(1,LWORK))
  133. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  134. *> \endverbatim
  135. *>
  136. *> \param[in] LWORK
  137. *> \verbatim
  138. *> LWORK is INTEGER
  139. *> The dimension of the array WORK. LWORK >= 1, and also:
  140. *> LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
  141. *> For good performance, LWORK should generally be larger.
  142. *>
  143. *> If LWORK = -1, then a workspace query is assumed; the routine
  144. *> only calculates the optimal size of the WORK array, returns
  145. *> this value as the first entry of the WORK array, and no error
  146. *> message related to LWORK is issued by XERBLA.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] INFO
  150. *> \verbatim
  151. *> INFO is INTEGER
  152. *> = 0: successful exit
  153. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  154. *> > 0: the algorithm for computing the SVD failed to converge;
  155. *> if INFO = i, i off-diagonal elements of an intermediate
  156. *> bidiagonal form did not converge to zero.
  157. *> \endverbatim
  158. *
  159. * Authors:
  160. * ========
  161. *
  162. *> \author Univ. of Tennessee
  163. *> \author Univ. of California Berkeley
  164. *> \author Univ. of Colorado Denver
  165. *> \author NAG Ltd.
  166. *
  167. *> \date December 2016
  168. *
  169. *> \ingroup realGEsolve
  170. *
  171. * =====================================================================
  172. SUBROUTINE SGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  173. $ WORK, LWORK, INFO )
  174. *
  175. * -- LAPACK driver routine (version 3.7.0) --
  176. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  177. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  178. * December 2016
  179. *
  180. * .. Scalar Arguments ..
  181. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  182. REAL RCOND
  183. * ..
  184. * .. Array Arguments ..
  185. REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  186. * ..
  187. *
  188. * =====================================================================
  189. *
  190. * .. Parameters ..
  191. REAL ZERO, ONE
  192. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  193. * ..
  194. * .. Local Scalars ..
  195. LOGICAL LQUERY
  196. INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
  197. $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
  198. $ MAXWRK, MINMN, MINWRK, MM, MNTHR
  199. INTEGER LWORK_SGEQRF, LWORK_SORMQR, LWORK_SGEBRD,
  200. $ LWORK_SORMBR, LWORK_SORGBR, LWORK_SORMLQ
  201. REAL ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
  202. * ..
  203. * .. Local Arrays ..
  204. REAL DUM( 1 )
  205. * ..
  206. * .. External Subroutines ..
  207. EXTERNAL SBDSQR, SCOPY, SGEBRD, SGELQF, SGEMM, SGEMV,
  208. $ SGEQRF, SLABAD, SLACPY, SLASCL, SLASET, SORGBR,
  209. $ SORMBR, SORMLQ, SORMQR, SRSCL, XERBLA
  210. * ..
  211. * .. External Functions ..
  212. INTEGER ILAENV
  213. REAL SLAMCH, SLANGE
  214. EXTERNAL ILAENV, SLAMCH, SLANGE
  215. * ..
  216. * .. Intrinsic Functions ..
  217. INTRINSIC MAX, MIN
  218. * ..
  219. * .. Executable Statements ..
  220. *
  221. * Test the input arguments
  222. *
  223. INFO = 0
  224. MINMN = MIN( M, N )
  225. MAXMN = MAX( M, N )
  226. LQUERY = ( LWORK.EQ.-1 )
  227. IF( M.LT.0 ) THEN
  228. INFO = -1
  229. ELSE IF( N.LT.0 ) THEN
  230. INFO = -2
  231. ELSE IF( NRHS.LT.0 ) THEN
  232. INFO = -3
  233. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  234. INFO = -5
  235. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  236. INFO = -7
  237. END IF
  238. *
  239. * Compute workspace
  240. * (Note: Comments in the code beginning "Workspace:" describe the
  241. * minimal amount of workspace needed at that point in the code,
  242. * as well as the preferred amount for good performance.
  243. * NB refers to the optimal block size for the immediately
  244. * following subroutine, as returned by ILAENV.)
  245. *
  246. IF( INFO.EQ.0 ) THEN
  247. MINWRK = 1
  248. MAXWRK = 1
  249. IF( MINMN.GT.0 ) THEN
  250. MM = M
  251. MNTHR = ILAENV( 6, 'SGELSS', ' ', M, N, NRHS, -1 )
  252. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  253. *
  254. * Path 1a - overdetermined, with many more rows than
  255. * columns
  256. *
  257. * Compute space needed for SGEQRF
  258. CALL SGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, INFO )
  259. LWORK_SGEQRF=DUM(1)
  260. * Compute space needed for SORMQR
  261. CALL SORMQR( 'L', 'T', M, NRHS, N, A, LDA, DUM(1), B,
  262. $ LDB, DUM(1), -1, INFO )
  263. LWORK_SORMQR=DUM(1)
  264. MM = N
  265. MAXWRK = MAX( MAXWRK, N + LWORK_SGEQRF )
  266. MAXWRK = MAX( MAXWRK, N + LWORK_SORMQR )
  267. END IF
  268. IF( M.GE.N ) THEN
  269. *
  270. * Path 1 - overdetermined or exactly determined
  271. *
  272. * Compute workspace needed for SBDSQR
  273. *
  274. BDSPAC = MAX( 1, 5*N )
  275. * Compute space needed for SGEBRD
  276. CALL SGEBRD( MM, N, A, LDA, S, DUM(1), DUM(1),
  277. $ DUM(1), DUM(1), -1, INFO )
  278. LWORK_SGEBRD=DUM(1)
  279. * Compute space needed for SORMBR
  280. CALL SORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, DUM(1),
  281. $ B, LDB, DUM(1), -1, INFO )
  282. LWORK_SORMBR=DUM(1)
  283. * Compute space needed for SORGBR
  284. CALL SORGBR( 'P', N, N, N, A, LDA, DUM(1),
  285. $ DUM(1), -1, INFO )
  286. LWORK_SORGBR=DUM(1)
  287. * Compute total workspace needed
  288. MAXWRK = MAX( MAXWRK, 3*N + LWORK_SGEBRD )
  289. MAXWRK = MAX( MAXWRK, 3*N + LWORK_SORMBR )
  290. MAXWRK = MAX( MAXWRK, 3*N + LWORK_SORGBR )
  291. MAXWRK = MAX( MAXWRK, BDSPAC )
  292. MAXWRK = MAX( MAXWRK, N*NRHS )
  293. MINWRK = MAX( 3*N + MM, 3*N + NRHS, BDSPAC )
  294. MAXWRK = MAX( MINWRK, MAXWRK )
  295. END IF
  296. IF( N.GT.M ) THEN
  297. *
  298. * Compute workspace needed for SBDSQR
  299. *
  300. BDSPAC = MAX( 1, 5*M )
  301. MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC )
  302. IF( N.GE.MNTHR ) THEN
  303. *
  304. * Path 2a - underdetermined, with many more columns
  305. * than rows
  306. *
  307. * Compute space needed for SGEBRD
  308. CALL SGEBRD( M, M, A, LDA, S, DUM(1), DUM(1),
  309. $ DUM(1), DUM(1), -1, INFO )
  310. LWORK_SGEBRD=DUM(1)
  311. * Compute space needed for SORMBR
  312. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA,
  313. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  314. LWORK_SORMBR=DUM(1)
  315. * Compute space needed for SORGBR
  316. CALL SORGBR( 'P', M, M, M, A, LDA, DUM(1),
  317. $ DUM(1), -1, INFO )
  318. LWORK_SORGBR=DUM(1)
  319. * Compute space needed for SORMLQ
  320. CALL SORMLQ( 'L', 'T', N, NRHS, M, A, LDA, DUM(1),
  321. $ B, LDB, DUM(1), -1, INFO )
  322. LWORK_SORMLQ=DUM(1)
  323. * Compute total workspace needed
  324. MAXWRK = M + M*ILAENV( 1, 'SGELQF', ' ', M, N, -1,
  325. $ -1 )
  326. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_SGEBRD )
  327. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_SORMBR )
  328. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_SORGBR )
  329. MAXWRK = MAX( MAXWRK, M*M + M + BDSPAC )
  330. IF( NRHS.GT.1 ) THEN
  331. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  332. ELSE
  333. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  334. END IF
  335. MAXWRK = MAX( MAXWRK, M + LWORK_SORMLQ )
  336. ELSE
  337. *
  338. * Path 2 - underdetermined
  339. *
  340. * Compute space needed for SGEBRD
  341. CALL SGEBRD( M, N, A, LDA, S, DUM(1), DUM(1),
  342. $ DUM(1), DUM(1), -1, INFO )
  343. LWORK_SGEBRD=DUM(1)
  344. * Compute space needed for SORMBR
  345. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, M, A, LDA,
  346. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  347. LWORK_SORMBR=DUM(1)
  348. * Compute space needed for SORGBR
  349. CALL SORGBR( 'P', M, N, M, A, LDA, DUM(1),
  350. $ DUM(1), -1, INFO )
  351. LWORK_SORGBR=DUM(1)
  352. MAXWRK = 3*M + LWORK_SGEBRD
  353. MAXWRK = MAX( MAXWRK, 3*M + LWORK_SORMBR )
  354. MAXWRK = MAX( MAXWRK, 3*M + LWORK_SORGBR )
  355. MAXWRK = MAX( MAXWRK, BDSPAC )
  356. MAXWRK = MAX( MAXWRK, N*NRHS )
  357. END IF
  358. END IF
  359. MAXWRK = MAX( MINWRK, MAXWRK )
  360. END IF
  361. WORK( 1 ) = MAXWRK
  362. *
  363. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
  364. $ INFO = -12
  365. END IF
  366. *
  367. IF( INFO.NE.0 ) THEN
  368. CALL XERBLA( 'SGELSS', -INFO )
  369. RETURN
  370. ELSE IF( LQUERY ) THEN
  371. RETURN
  372. END IF
  373. *
  374. * Quick return if possible
  375. *
  376. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  377. RANK = 0
  378. RETURN
  379. END IF
  380. *
  381. * Get machine parameters
  382. *
  383. EPS = SLAMCH( 'P' )
  384. SFMIN = SLAMCH( 'S' )
  385. SMLNUM = SFMIN / EPS
  386. BIGNUM = ONE / SMLNUM
  387. CALL SLABAD( SMLNUM, BIGNUM )
  388. *
  389. * Scale A if max element outside range [SMLNUM,BIGNUM]
  390. *
  391. ANRM = SLANGE( 'M', M, N, A, LDA, WORK )
  392. IASCL = 0
  393. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  394. *
  395. * Scale matrix norm up to SMLNUM
  396. *
  397. CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  398. IASCL = 1
  399. ELSE IF( ANRM.GT.BIGNUM ) THEN
  400. *
  401. * Scale matrix norm down to BIGNUM
  402. *
  403. CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  404. IASCL = 2
  405. ELSE IF( ANRM.EQ.ZERO ) THEN
  406. *
  407. * Matrix all zero. Return zero solution.
  408. *
  409. CALL SLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
  410. CALL SLASET( 'F', MINMN, 1, ZERO, ZERO, S, MINMN )
  411. RANK = 0
  412. GO TO 70
  413. END IF
  414. *
  415. * Scale B if max element outside range [SMLNUM,BIGNUM]
  416. *
  417. BNRM = SLANGE( 'M', M, NRHS, B, LDB, WORK )
  418. IBSCL = 0
  419. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  420. *
  421. * Scale matrix norm up to SMLNUM
  422. *
  423. CALL SLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  424. IBSCL = 1
  425. ELSE IF( BNRM.GT.BIGNUM ) THEN
  426. *
  427. * Scale matrix norm down to BIGNUM
  428. *
  429. CALL SLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  430. IBSCL = 2
  431. END IF
  432. *
  433. * Overdetermined case
  434. *
  435. IF( M.GE.N ) THEN
  436. *
  437. * Path 1 - overdetermined or exactly determined
  438. *
  439. MM = M
  440. IF( M.GE.MNTHR ) THEN
  441. *
  442. * Path 1a - overdetermined, with many more rows than columns
  443. *
  444. MM = N
  445. ITAU = 1
  446. IWORK = ITAU + N
  447. *
  448. * Compute A=Q*R
  449. * (Workspace: need 2*N, prefer N+N*NB)
  450. *
  451. CALL SGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  452. $ LWORK-IWORK+1, INFO )
  453. *
  454. * Multiply B by transpose(Q)
  455. * (Workspace: need N+NRHS, prefer N+NRHS*NB)
  456. *
  457. CALL SORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  458. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  459. *
  460. * Zero out below R
  461. *
  462. IF( N.GT.1 )
  463. $ CALL SLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
  464. END IF
  465. *
  466. IE = 1
  467. ITAUQ = IE + N
  468. ITAUP = ITAUQ + N
  469. IWORK = ITAUP + N
  470. *
  471. * Bidiagonalize R in A
  472. * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
  473. *
  474. CALL SGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  475. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  476. $ INFO )
  477. *
  478. * Multiply B by transpose of left bidiagonalizing vectors of R
  479. * (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
  480. *
  481. CALL SORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  482. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  483. *
  484. * Generate right bidiagonalizing vectors of R in A
  485. * (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
  486. *
  487. CALL SORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  488. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  489. IWORK = IE + N
  490. *
  491. * Perform bidiagonal QR iteration
  492. * multiply B by transpose of left singular vectors
  493. * compute right singular vectors in A
  494. * (Workspace: need BDSPAC)
  495. *
  496. CALL SBDSQR( 'U', N, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
  497. $ 1, B, LDB, WORK( IWORK ), INFO )
  498. IF( INFO.NE.0 )
  499. $ GO TO 70
  500. *
  501. * Multiply B by reciprocals of singular values
  502. *
  503. THR = MAX( RCOND*S( 1 ), SFMIN )
  504. IF( RCOND.LT.ZERO )
  505. $ THR = MAX( EPS*S( 1 ), SFMIN )
  506. RANK = 0
  507. DO 10 I = 1, N
  508. IF( S( I ).GT.THR ) THEN
  509. CALL SRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  510. RANK = RANK + 1
  511. ELSE
  512. CALL SLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  513. END IF
  514. 10 CONTINUE
  515. *
  516. * Multiply B by right singular vectors
  517. * (Workspace: need N, prefer N*NRHS)
  518. *
  519. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  520. CALL SGEMM( 'T', 'N', N, NRHS, N, ONE, A, LDA, B, LDB, ZERO,
  521. $ WORK, LDB )
  522. CALL SLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  523. ELSE IF( NRHS.GT.1 ) THEN
  524. CHUNK = LWORK / N
  525. DO 20 I = 1, NRHS, CHUNK
  526. BL = MIN( NRHS-I+1, CHUNK )
  527. CALL SGEMM( 'T', 'N', N, BL, N, ONE, A, LDA, B( 1, I ),
  528. $ LDB, ZERO, WORK, N )
  529. CALL SLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
  530. 20 CONTINUE
  531. ELSE
  532. CALL SGEMV( 'T', N, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
  533. CALL SCOPY( N, WORK, 1, B, 1 )
  534. END IF
  535. *
  536. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  537. $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
  538. *
  539. * Path 2a - underdetermined, with many more columns than rows
  540. * and sufficient workspace for an efficient algorithm
  541. *
  542. LDWORK = M
  543. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  544. $ M*LDA+M+M*NRHS ) )LDWORK = LDA
  545. ITAU = 1
  546. IWORK = M + 1
  547. *
  548. * Compute A=L*Q
  549. * (Workspace: need 2*M, prefer M+M*NB)
  550. *
  551. CALL SGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  552. $ LWORK-IWORK+1, INFO )
  553. IL = IWORK
  554. *
  555. * Copy L to WORK(IL), zeroing out above it
  556. *
  557. CALL SLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  558. CALL SLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
  559. $ LDWORK )
  560. IE = IL + LDWORK*M
  561. ITAUQ = IE + M
  562. ITAUP = ITAUQ + M
  563. IWORK = ITAUP + M
  564. *
  565. * Bidiagonalize L in WORK(IL)
  566. * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
  567. *
  568. CALL SGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
  569. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
  570. $ LWORK-IWORK+1, INFO )
  571. *
  572. * Multiply B by transpose of left bidiagonalizing vectors of L
  573. * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  574. *
  575. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
  576. $ WORK( ITAUQ ), B, LDB, WORK( IWORK ),
  577. $ LWORK-IWORK+1, INFO )
  578. *
  579. * Generate right bidiagonalizing vectors of R in WORK(IL)
  580. * (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB)
  581. *
  582. CALL SORGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
  583. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  584. IWORK = IE + M
  585. *
  586. * Perform bidiagonal QR iteration,
  587. * computing right singular vectors of L in WORK(IL) and
  588. * multiplying B by transpose of left singular vectors
  589. * (Workspace: need M*M+M+BDSPAC)
  590. *
  591. CALL SBDSQR( 'U', M, M, 0, NRHS, S, WORK( IE ), WORK( IL ),
  592. $ LDWORK, A, LDA, B, LDB, WORK( IWORK ), INFO )
  593. IF( INFO.NE.0 )
  594. $ GO TO 70
  595. *
  596. * Multiply B by reciprocals of singular values
  597. *
  598. THR = MAX( RCOND*S( 1 ), SFMIN )
  599. IF( RCOND.LT.ZERO )
  600. $ THR = MAX( EPS*S( 1 ), SFMIN )
  601. RANK = 0
  602. DO 30 I = 1, M
  603. IF( S( I ).GT.THR ) THEN
  604. CALL SRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  605. RANK = RANK + 1
  606. ELSE
  607. CALL SLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  608. END IF
  609. 30 CONTINUE
  610. IWORK = IE
  611. *
  612. * Multiply B by right singular vectors of L in WORK(IL)
  613. * (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS)
  614. *
  615. IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
  616. CALL SGEMM( 'T', 'N', M, NRHS, M, ONE, WORK( IL ), LDWORK,
  617. $ B, LDB, ZERO, WORK( IWORK ), LDB )
  618. CALL SLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
  619. ELSE IF( NRHS.GT.1 ) THEN
  620. CHUNK = ( LWORK-IWORK+1 ) / M
  621. DO 40 I = 1, NRHS, CHUNK
  622. BL = MIN( NRHS-I+1, CHUNK )
  623. CALL SGEMM( 'T', 'N', M, BL, M, ONE, WORK( IL ), LDWORK,
  624. $ B( 1, I ), LDB, ZERO, WORK( IWORK ), M )
  625. CALL SLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
  626. $ LDB )
  627. 40 CONTINUE
  628. ELSE
  629. CALL SGEMV( 'T', M, M, ONE, WORK( IL ), LDWORK, B( 1, 1 ),
  630. $ 1, ZERO, WORK( IWORK ), 1 )
  631. CALL SCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
  632. END IF
  633. *
  634. * Zero out below first M rows of B
  635. *
  636. CALL SLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  637. IWORK = ITAU + M
  638. *
  639. * Multiply transpose(Q) by B
  640. * (Workspace: need M+NRHS, prefer M+NRHS*NB)
  641. *
  642. CALL SORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  643. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  644. *
  645. ELSE
  646. *
  647. * Path 2 - remaining underdetermined cases
  648. *
  649. IE = 1
  650. ITAUQ = IE + M
  651. ITAUP = ITAUQ + M
  652. IWORK = ITAUP + M
  653. *
  654. * Bidiagonalize A
  655. * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
  656. *
  657. CALL SGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  658. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  659. $ INFO )
  660. *
  661. * Multiply B by transpose of left bidiagonalizing vectors
  662. * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
  663. *
  664. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  665. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  666. *
  667. * Generate right bidiagonalizing vectors in A
  668. * (Workspace: need 4*M, prefer 3*M+M*NB)
  669. *
  670. CALL SORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  671. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  672. IWORK = IE + M
  673. *
  674. * Perform bidiagonal QR iteration,
  675. * computing right singular vectors of A in A and
  676. * multiplying B by transpose of left singular vectors
  677. * (Workspace: need BDSPAC)
  678. *
  679. CALL SBDSQR( 'L', M, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
  680. $ 1, B, LDB, WORK( IWORK ), INFO )
  681. IF( INFO.NE.0 )
  682. $ GO TO 70
  683. *
  684. * Multiply B by reciprocals of singular values
  685. *
  686. THR = MAX( RCOND*S( 1 ), SFMIN )
  687. IF( RCOND.LT.ZERO )
  688. $ THR = MAX( EPS*S( 1 ), SFMIN )
  689. RANK = 0
  690. DO 50 I = 1, M
  691. IF( S( I ).GT.THR ) THEN
  692. CALL SRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  693. RANK = RANK + 1
  694. ELSE
  695. CALL SLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  696. END IF
  697. 50 CONTINUE
  698. *
  699. * Multiply B by right singular vectors of A
  700. * (Workspace: need N, prefer N*NRHS)
  701. *
  702. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  703. CALL SGEMM( 'T', 'N', N, NRHS, M, ONE, A, LDA, B, LDB, ZERO,
  704. $ WORK, LDB )
  705. CALL SLACPY( 'F', N, NRHS, WORK, LDB, B, LDB )
  706. ELSE IF( NRHS.GT.1 ) THEN
  707. CHUNK = LWORK / N
  708. DO 60 I = 1, NRHS, CHUNK
  709. BL = MIN( NRHS-I+1, CHUNK )
  710. CALL SGEMM( 'T', 'N', N, BL, M, ONE, A, LDA, B( 1, I ),
  711. $ LDB, ZERO, WORK, N )
  712. CALL SLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
  713. 60 CONTINUE
  714. ELSE
  715. CALL SGEMV( 'T', M, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
  716. CALL SCOPY( N, WORK, 1, B, 1 )
  717. END IF
  718. END IF
  719. *
  720. * Undo scaling
  721. *
  722. IF( IASCL.EQ.1 ) THEN
  723. CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  724. CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  725. $ INFO )
  726. ELSE IF( IASCL.EQ.2 ) THEN
  727. CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  728. CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  729. $ INFO )
  730. END IF
  731. IF( IBSCL.EQ.1 ) THEN
  732. CALL SLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  733. ELSE IF( IBSCL.EQ.2 ) THEN
  734. CALL SLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  735. END IF
  736. *
  737. 70 CONTINUE
  738. WORK( 1 ) = MAXWRK
  739. RETURN
  740. *
  741. * End of SGELSS
  742. *
  743. END