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dgelss.f 26 kB

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  1. *> \brief <b> DGELSS 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 DGELSS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgelss.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgelss.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgelss.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGELSS( 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. * DOUBLE PRECISION RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DGELSS 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION
  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 DOUBLE PRECISION 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 November 2011
  168. *
  169. *> \ingroup doubleGEsolve
  170. *
  171. * =====================================================================
  172. SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  173. $ WORK, LWORK, INFO )
  174. *
  175. * -- LAPACK driver routine (version 3.4.0) --
  176. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  177. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  178. * November 2011
  179. *
  180. * .. Scalar Arguments ..
  181. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  182. DOUBLE PRECISION RCOND
  183. * ..
  184. * .. Array Arguments ..
  185. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  186. * ..
  187. *
  188. * =====================================================================
  189. *
  190. * .. Parameters ..
  191. DOUBLE PRECISION ZERO, ONE
  192. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+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_DGEQRF, LWORK_DORMQR, LWORK_DGEBRD,
  200. $ LWORK_DORMBR, LWORK_DORGBR, LWORK_DORMLQ,
  201. $ LWORK_DGELQF
  202. DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
  203. * ..
  204. * .. Local Arrays ..
  205. DOUBLE PRECISION DUM( 1 )
  206. * ..
  207. * .. External Subroutines ..
  208. EXTERNAL DBDSQR, DCOPY, DGEBRD, DGELQF, DGEMM, DGEMV,
  209. $ DGEQRF, DLABAD, DLACPY, DLASCL, DLASET, DORGBR,
  210. $ DORMBR, DORMLQ, DORMQR, DRSCL, XERBLA
  211. * ..
  212. * .. External Functions ..
  213. INTEGER ILAENV
  214. DOUBLE PRECISION DLAMCH, DLANGE
  215. EXTERNAL ILAENV, DLAMCH, DLANGE
  216. * ..
  217. * .. Intrinsic Functions ..
  218. INTRINSIC MAX, MIN
  219. * ..
  220. * .. Executable Statements ..
  221. *
  222. * Test the input arguments
  223. *
  224. INFO = 0
  225. MINMN = MIN( M, N )
  226. MAXMN = MAX( M, N )
  227. LQUERY = ( LWORK.EQ.-1 )
  228. IF( M.LT.0 ) THEN
  229. INFO = -1
  230. ELSE IF( N.LT.0 ) THEN
  231. INFO = -2
  232. ELSE IF( NRHS.LT.0 ) THEN
  233. INFO = -3
  234. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  235. INFO = -5
  236. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  237. INFO = -7
  238. END IF
  239. *
  240. * Compute workspace
  241. * (Note: Comments in the code beginning "Workspace:" describe the
  242. * minimal amount of workspace needed at that point in the code,
  243. * as well as the preferred amount for good performance.
  244. * NB refers to the optimal block size for the immediately
  245. * following subroutine, as returned by ILAENV.)
  246. *
  247. IF( INFO.EQ.0 ) THEN
  248. MINWRK = 1
  249. MAXWRK = 1
  250. IF( MINMN.GT.0 ) THEN
  251. MM = M
  252. MNTHR = ILAENV( 6, 'DGELSS', ' ', M, N, NRHS, -1 )
  253. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  254. *
  255. * Path 1a - overdetermined, with many more rows than
  256. * columns
  257. *
  258. * Compute space needed for DGEQRF
  259. CALL DGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, INFO )
  260. LWORK_DGEQRF=DUM(1)
  261. * Compute space needed for DORMQR
  262. CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, DUM(1), B,
  263. $ LDB, DUM(1), -1, INFO )
  264. LWORK_DORMQR=DUM(1)
  265. MM = N
  266. MAXWRK = MAX( MAXWRK, N + LWORK_DGEQRF )
  267. MAXWRK = MAX( MAXWRK, N + LWORK_DORMQR )
  268. END IF
  269. IF( M.GE.N ) THEN
  270. *
  271. * Path 1 - overdetermined or exactly determined
  272. *
  273. * Compute workspace needed for DBDSQR
  274. *
  275. BDSPAC = MAX( 1, 5*N )
  276. * Compute space needed for DGEBRD
  277. CALL DGEBRD( MM, N, A, LDA, S, DUM(1), DUM(1),
  278. $ DUM(1), DUM(1), -1, INFO )
  279. LWORK_DGEBRD=DUM(1)
  280. * Compute space needed for DORMBR
  281. CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, DUM(1),
  282. $ B, LDB, DUM(1), -1, INFO )
  283. LWORK_DORMBR=DUM(1)
  284. * Compute space needed for DORGBR
  285. CALL DORGBR( 'P', N, N, N, A, LDA, DUM(1),
  286. $ DUM(1), -1, INFO )
  287. LWORK_DORGBR=DUM(1)
  288. * Compute total workspace needed
  289. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DGEBRD )
  290. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORMBR )
  291. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR )
  292. MAXWRK = MAX( MAXWRK, BDSPAC )
  293. MAXWRK = MAX( MAXWRK, N*NRHS )
  294. MINWRK = MAX( 3*N + MM, 3*N + NRHS, BDSPAC )
  295. MAXWRK = MAX( MINWRK, MAXWRK )
  296. END IF
  297. IF( N.GT.M ) THEN
  298. *
  299. * Compute workspace needed for DBDSQR
  300. *
  301. BDSPAC = MAX( 1, 5*M )
  302. MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC )
  303. IF( N.GE.MNTHR ) THEN
  304. *
  305. * Path 2a - underdetermined, with many more columns
  306. * than rows
  307. *
  308. * Compute space needed for DGELQF
  309. CALL DGELQF( M, N, A, LDA, DUM(1), DUM(1),
  310. $ -1, INFO )
  311. LWORK_DGELQF=DUM(1)
  312. * Compute space needed for DGEBRD
  313. CALL DGEBRD( M, M, A, LDA, S, DUM(1), DUM(1),
  314. $ DUM(1), DUM(1), -1, INFO )
  315. LWORK_DGEBRD=DUM(1)
  316. * Compute space needed for DORMBR
  317. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA,
  318. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  319. LWORK_DORMBR=DUM(1)
  320. * Compute space needed for DORGBR
  321. CALL DORGBR( 'P', M, M, M, A, LDA, DUM(1),
  322. $ DUM(1), -1, INFO )
  323. LWORK_DORGBR=DUM(1)
  324. * Compute space needed for DORMLQ
  325. CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, DUM(1),
  326. $ B, LDB, DUM(1), -1, INFO )
  327. LWORK_DORMLQ=DUM(1)
  328. * Compute total workspace needed
  329. MAXWRK = M + LWORK_DGELQF
  330. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DGEBRD )
  331. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DORMBR )
  332. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DORGBR )
  333. MAXWRK = MAX( MAXWRK, M*M + M + BDSPAC )
  334. IF( NRHS.GT.1 ) THEN
  335. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  336. ELSE
  337. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  338. END IF
  339. MAXWRK = MAX( MAXWRK, M + LWORK_DORMLQ )
  340. ELSE
  341. *
  342. * Path 2 - underdetermined
  343. *
  344. * Compute space needed for DGEBRD
  345. CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1),
  346. $ DUM(1), DUM(1), -1, INFO )
  347. LWORK_DGEBRD=DUM(1)
  348. * Compute space needed for DORMBR
  349. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, A, LDA,
  350. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  351. LWORK_DORMBR=DUM(1)
  352. * Compute space needed for DORGBR
  353. CALL DORGBR( 'P', M, N, M, A, LDA, DUM(1),
  354. $ DUM(1), -1, INFO )
  355. LWORK_DORGBR=DUM(1)
  356. MAXWRK = 3*M + LWORK_DGEBRD
  357. MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORMBR )
  358. MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR )
  359. MAXWRK = MAX( MAXWRK, BDSPAC )
  360. MAXWRK = MAX( MAXWRK, N*NRHS )
  361. END IF
  362. END IF
  363. MAXWRK = MAX( MINWRK, MAXWRK )
  364. END IF
  365. WORK( 1 ) = MAXWRK
  366. *
  367. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
  368. $ INFO = -12
  369. END IF
  370. *
  371. IF( INFO.NE.0 ) THEN
  372. CALL XERBLA( 'DGELSS', -INFO )
  373. RETURN
  374. ELSE IF( LQUERY ) THEN
  375. RETURN
  376. END IF
  377. *
  378. * Quick return if possible
  379. *
  380. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  381. RANK = 0
  382. RETURN
  383. END IF
  384. *
  385. * Get machine parameters
  386. *
  387. EPS = DLAMCH( 'P' )
  388. SFMIN = DLAMCH( 'S' )
  389. SMLNUM = SFMIN / EPS
  390. BIGNUM = ONE / SMLNUM
  391. CALL DLABAD( SMLNUM, BIGNUM )
  392. *
  393. * Scale A if max element outside range [SMLNUM,BIGNUM]
  394. *
  395. ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
  396. IASCL = 0
  397. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  398. *
  399. * Scale matrix norm up to SMLNUM
  400. *
  401. CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  402. IASCL = 1
  403. ELSE IF( ANRM.GT.BIGNUM ) THEN
  404. *
  405. * Scale matrix norm down to BIGNUM
  406. *
  407. CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  408. IASCL = 2
  409. ELSE IF( ANRM.EQ.ZERO ) THEN
  410. *
  411. * Matrix all zero. Return zero solution.
  412. *
  413. CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
  414. CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, MINMN )
  415. RANK = 0
  416. GO TO 70
  417. END IF
  418. *
  419. * Scale B if max element outside range [SMLNUM,BIGNUM]
  420. *
  421. BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
  422. IBSCL = 0
  423. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  424. *
  425. * Scale matrix norm up to SMLNUM
  426. *
  427. CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  428. IBSCL = 1
  429. ELSE IF( BNRM.GT.BIGNUM ) THEN
  430. *
  431. * Scale matrix norm down to BIGNUM
  432. *
  433. CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  434. IBSCL = 2
  435. END IF
  436. *
  437. * Overdetermined case
  438. *
  439. IF( M.GE.N ) THEN
  440. *
  441. * Path 1 - overdetermined or exactly determined
  442. *
  443. MM = M
  444. IF( M.GE.MNTHR ) THEN
  445. *
  446. * Path 1a - overdetermined, with many more rows than columns
  447. *
  448. MM = N
  449. ITAU = 1
  450. IWORK = ITAU + N
  451. *
  452. * Compute A=Q*R
  453. * (Workspace: need 2*N, prefer N+N*NB)
  454. *
  455. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  456. $ LWORK-IWORK+1, INFO )
  457. *
  458. * Multiply B by transpose(Q)
  459. * (Workspace: need N+NRHS, prefer N+NRHS*NB)
  460. *
  461. CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  462. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  463. *
  464. * Zero out below R
  465. *
  466. IF( N.GT.1 )
  467. $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
  468. END IF
  469. *
  470. IE = 1
  471. ITAUQ = IE + N
  472. ITAUP = ITAUQ + N
  473. IWORK = ITAUP + N
  474. *
  475. * Bidiagonalize R in A
  476. * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
  477. *
  478. CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  479. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  480. $ INFO )
  481. *
  482. * Multiply B by transpose of left bidiagonalizing vectors of R
  483. * (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
  484. *
  485. CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  486. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  487. *
  488. * Generate right bidiagonalizing vectors of R in A
  489. * (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
  490. *
  491. CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  492. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  493. IWORK = IE + N
  494. *
  495. * Perform bidiagonal QR iteration
  496. * multiply B by transpose of left singular vectors
  497. * compute right singular vectors in A
  498. * (Workspace: need BDSPAC)
  499. *
  500. CALL DBDSQR( 'U', N, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
  501. $ 1, B, LDB, WORK( IWORK ), INFO )
  502. IF( INFO.NE.0 )
  503. $ GO TO 70
  504. *
  505. * Multiply B by reciprocals of singular values
  506. *
  507. THR = MAX( RCOND*S( 1 ), SFMIN )
  508. IF( RCOND.LT.ZERO )
  509. $ THR = MAX( EPS*S( 1 ), SFMIN )
  510. RANK = 0
  511. DO 10 I = 1, N
  512. IF( S( I ).GT.THR ) THEN
  513. CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  514. RANK = RANK + 1
  515. ELSE
  516. CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  517. END IF
  518. 10 CONTINUE
  519. *
  520. * Multiply B by right singular vectors
  521. * (Workspace: need N, prefer N*NRHS)
  522. *
  523. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  524. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, A, LDA, B, LDB, ZERO,
  525. $ WORK, LDB )
  526. CALL DLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  527. ELSE IF( NRHS.GT.1 ) THEN
  528. CHUNK = LWORK / N
  529. DO 20 I = 1, NRHS, CHUNK
  530. BL = MIN( NRHS-I+1, CHUNK )
  531. CALL DGEMM( 'T', 'N', N, BL, N, ONE, A, LDA, B( 1, I ),
  532. $ LDB, ZERO, WORK, N )
  533. CALL DLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
  534. 20 CONTINUE
  535. ELSE
  536. CALL DGEMV( 'T', N, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
  537. CALL DCOPY( N, WORK, 1, B, 1 )
  538. END IF
  539. *
  540. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  541. $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
  542. *
  543. * Path 2a - underdetermined, with many more columns than rows
  544. * and sufficient workspace for an efficient algorithm
  545. *
  546. LDWORK = M
  547. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  548. $ M*LDA+M+M*NRHS ) )LDWORK = LDA
  549. ITAU = 1
  550. IWORK = M + 1
  551. *
  552. * Compute A=L*Q
  553. * (Workspace: need 2*M, prefer M+M*NB)
  554. *
  555. CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  556. $ LWORK-IWORK+1, INFO )
  557. IL = IWORK
  558. *
  559. * Copy L to WORK(IL), zeroing out above it
  560. *
  561. CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  562. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
  563. $ LDWORK )
  564. IE = IL + LDWORK*M
  565. ITAUQ = IE + M
  566. ITAUP = ITAUQ + M
  567. IWORK = ITAUP + M
  568. *
  569. * Bidiagonalize L in WORK(IL)
  570. * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
  571. *
  572. CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
  573. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
  574. $ LWORK-IWORK+1, INFO )
  575. *
  576. * Multiply B by transpose of left bidiagonalizing vectors of L
  577. * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  578. *
  579. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
  580. $ WORK( ITAUQ ), B, LDB, WORK( IWORK ),
  581. $ LWORK-IWORK+1, INFO )
  582. *
  583. * Generate right bidiagonalizing vectors of R in WORK(IL)
  584. * (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB)
  585. *
  586. CALL DORGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
  587. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  588. IWORK = IE + M
  589. *
  590. * Perform bidiagonal QR iteration,
  591. * computing right singular vectors of L in WORK(IL) and
  592. * multiplying B by transpose of left singular vectors
  593. * (Workspace: need M*M+M+BDSPAC)
  594. *
  595. CALL DBDSQR( 'U', M, M, 0, NRHS, S, WORK( IE ), WORK( IL ),
  596. $ LDWORK, A, LDA, B, LDB, WORK( IWORK ), INFO )
  597. IF( INFO.NE.0 )
  598. $ GO TO 70
  599. *
  600. * Multiply B by reciprocals of singular values
  601. *
  602. THR = MAX( RCOND*S( 1 ), SFMIN )
  603. IF( RCOND.LT.ZERO )
  604. $ THR = MAX( EPS*S( 1 ), SFMIN )
  605. RANK = 0
  606. DO 30 I = 1, M
  607. IF( S( I ).GT.THR ) THEN
  608. CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  609. RANK = RANK + 1
  610. ELSE
  611. CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  612. END IF
  613. 30 CONTINUE
  614. IWORK = IE
  615. *
  616. * Multiply B by right singular vectors of L in WORK(IL)
  617. * (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS)
  618. *
  619. IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
  620. CALL DGEMM( 'T', 'N', M, NRHS, M, ONE, WORK( IL ), LDWORK,
  621. $ B, LDB, ZERO, WORK( IWORK ), LDB )
  622. CALL DLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
  623. ELSE IF( NRHS.GT.1 ) THEN
  624. CHUNK = ( LWORK-IWORK+1 ) / M
  625. DO 40 I = 1, NRHS, CHUNK
  626. BL = MIN( NRHS-I+1, CHUNK )
  627. CALL DGEMM( 'T', 'N', M, BL, M, ONE, WORK( IL ), LDWORK,
  628. $ B( 1, I ), LDB, ZERO, WORK( IWORK ), M )
  629. CALL DLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
  630. $ LDB )
  631. 40 CONTINUE
  632. ELSE
  633. CALL DGEMV( 'T', M, M, ONE, WORK( IL ), LDWORK, B( 1, 1 ),
  634. $ 1, ZERO, WORK( IWORK ), 1 )
  635. CALL DCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
  636. END IF
  637. *
  638. * Zero out below first M rows of B
  639. *
  640. CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  641. IWORK = ITAU + M
  642. *
  643. * Multiply transpose(Q) by B
  644. * (Workspace: need M+NRHS, prefer M+NRHS*NB)
  645. *
  646. CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  647. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  648. *
  649. ELSE
  650. *
  651. * Path 2 - remaining underdetermined cases
  652. *
  653. IE = 1
  654. ITAUQ = IE + M
  655. ITAUP = ITAUQ + M
  656. IWORK = ITAUP + M
  657. *
  658. * Bidiagonalize A
  659. * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
  660. *
  661. CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  662. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  663. $ INFO )
  664. *
  665. * Multiply B by transpose of left bidiagonalizing vectors
  666. * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
  667. *
  668. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  669. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  670. *
  671. * Generate right bidiagonalizing vectors in A
  672. * (Workspace: need 4*M, prefer 3*M+M*NB)
  673. *
  674. CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  675. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  676. IWORK = IE + M
  677. *
  678. * Perform bidiagonal QR iteration,
  679. * computing right singular vectors of A in A and
  680. * multiplying B by transpose of left singular vectors
  681. * (Workspace: need BDSPAC)
  682. *
  683. CALL DBDSQR( 'L', M, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
  684. $ 1, B, LDB, WORK( IWORK ), INFO )
  685. IF( INFO.NE.0 )
  686. $ GO TO 70
  687. *
  688. * Multiply B by reciprocals of singular values
  689. *
  690. THR = MAX( RCOND*S( 1 ), SFMIN )
  691. IF( RCOND.LT.ZERO )
  692. $ THR = MAX( EPS*S( 1 ), SFMIN )
  693. RANK = 0
  694. DO 50 I = 1, M
  695. IF( S( I ).GT.THR ) THEN
  696. CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  697. RANK = RANK + 1
  698. ELSE
  699. CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  700. END IF
  701. 50 CONTINUE
  702. *
  703. * Multiply B by right singular vectors of A
  704. * (Workspace: need N, prefer N*NRHS)
  705. *
  706. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  707. CALL DGEMM( 'T', 'N', N, NRHS, M, ONE, A, LDA, B, LDB, ZERO,
  708. $ WORK, LDB )
  709. CALL DLACPY( 'F', N, NRHS, WORK, LDB, B, LDB )
  710. ELSE IF( NRHS.GT.1 ) THEN
  711. CHUNK = LWORK / N
  712. DO 60 I = 1, NRHS, CHUNK
  713. BL = MIN( NRHS-I+1, CHUNK )
  714. CALL DGEMM( 'T', 'N', N, BL, M, ONE, A, LDA, B( 1, I ),
  715. $ LDB, ZERO, WORK, N )
  716. CALL DLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
  717. 60 CONTINUE
  718. ELSE
  719. CALL DGEMV( 'T', M, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
  720. CALL DCOPY( N, WORK, 1, B, 1 )
  721. END IF
  722. END IF
  723. *
  724. * Undo scaling
  725. *
  726. IF( IASCL.EQ.1 ) THEN
  727. CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  728. CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  729. $ INFO )
  730. ELSE IF( IASCL.EQ.2 ) THEN
  731. CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  732. CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  733. $ INFO )
  734. END IF
  735. IF( IBSCL.EQ.1 ) THEN
  736. CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  737. ELSE IF( IBSCL.EQ.2 ) THEN
  738. CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  739. END IF
  740. *
  741. 70 CONTINUE
  742. WORK( 1 ) = MAXWRK
  743. RETURN
  744. *
  745. * End of DGELSS
  746. *
  747. END