You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

sgelsd.f 22 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630
  1. *> \brief <b> SGELSD computes the minimum-norm solution to a linear least squares problem 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 SGELSD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgelsd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgelsd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgelsd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND,
  22. * RANK, WORK, LWORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  26. * REAL RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SGELSD computes the minimum-norm solution to a real linear least
  40. *> squares problem:
  41. *> minimize 2-norm(| b - A*x |)
  42. *> using the singular value decomposition (SVD) of A. A is an M-by-N
  43. *> matrix which may be rank-deficient.
  44. *>
  45. *> Several right hand side vectors b and solution vectors x can be
  46. *> handled in a single call; they are stored as the columns of the
  47. *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution
  48. *> matrix X.
  49. *>
  50. *> The problem is solved in three steps:
  51. *> (1) Reduce the coefficient matrix A to bidiagonal form with
  52. *> Householder transformations, reducing the original problem
  53. *> into a "bidiagonal least squares problem" (BLS)
  54. *> (2) Solve the BLS using a divide and conquer approach.
  55. *> (3) Apply back all the Householder transformations to solve
  56. *> the original least squares problem.
  57. *>
  58. *> The effective rank of A is determined by treating as zero those
  59. *> singular values which are less than RCOND times the largest singular
  60. *> value.
  61. *>
  62. *> The divide and conquer algorithm makes very mild assumptions about
  63. *> floating point arithmetic. It will work on machines with a guard
  64. *> digit in add/subtract, or on those binary machines without guard
  65. *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
  66. *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
  67. *> without guard digits, but we know of none.
  68. *> \endverbatim
  69. *
  70. * Arguments:
  71. * ==========
  72. *
  73. *> \param[in] M
  74. *> \verbatim
  75. *> M is INTEGER
  76. *> The number of rows of A. M >= 0.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] N
  80. *> \verbatim
  81. *> N is INTEGER
  82. *> The number of columns of A. N >= 0.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] NRHS
  86. *> \verbatim
  87. *> NRHS is INTEGER
  88. *> The number of right hand sides, i.e., the number of columns
  89. *> of the matrices B and X. NRHS >= 0.
  90. *> \endverbatim
  91. *>
  92. *> \param[in,out] A
  93. *> \verbatim
  94. *> A is REAL array, dimension (LDA,N)
  95. *> On entry, the M-by-N matrix A.
  96. *> On exit, A has been destroyed.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDA
  100. *> \verbatim
  101. *> LDA is INTEGER
  102. *> The leading dimension of the array A. LDA >= max(1,M).
  103. *> \endverbatim
  104. *>
  105. *> \param[in,out] B
  106. *> \verbatim
  107. *> B is REAL array, dimension (LDB,NRHS)
  108. *> On entry, the M-by-NRHS right hand side matrix B.
  109. *> On exit, B is overwritten by the N-by-NRHS solution
  110. *> matrix X. If m >= n and RANK = n, the residual
  111. *> sum-of-squares for the solution in the i-th column is given
  112. *> by the sum of squares of elements n+1:m in that column.
  113. *> \endverbatim
  114. *>
  115. *> \param[in] LDB
  116. *> \verbatim
  117. *> LDB is INTEGER
  118. *> The leading dimension of the array B. LDB >= max(1,max(M,N)).
  119. *> \endverbatim
  120. *>
  121. *> \param[out] S
  122. *> \verbatim
  123. *> S is REAL array, dimension (min(M,N))
  124. *> The singular values of A in decreasing order.
  125. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  126. *> \endverbatim
  127. *>
  128. *> \param[in] RCOND
  129. *> \verbatim
  130. *> RCOND is REAL
  131. *> RCOND is used to determine the effective rank of A.
  132. *> Singular values S(i) <= RCOND*S(1) are treated as zero.
  133. *> If RCOND < 0, machine precision is used instead.
  134. *> \endverbatim
  135. *>
  136. *> \param[out] RANK
  137. *> \verbatim
  138. *> RANK is INTEGER
  139. *> The effective rank of A, i.e., the number of singular values
  140. *> which are greater than RCOND*S(1).
  141. *> \endverbatim
  142. *>
  143. *> \param[out] WORK
  144. *> \verbatim
  145. *> WORK is REAL array, dimension (MAX(1,LWORK))
  146. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  147. *> \endverbatim
  148. *>
  149. *> \param[in] LWORK
  150. *> \verbatim
  151. *> LWORK is INTEGER
  152. *> The dimension of the array WORK. LWORK must be at least 1.
  153. *> The exact minimum amount of workspace needed depends on M,
  154. *> N and NRHS. As long as LWORK is at least
  155. *> 12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,
  156. *> if M is greater than or equal to N or
  157. *> 12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,
  158. *> if M is less than N, the code will execute correctly.
  159. *> SMLSIZ is returned by ILAENV and is equal to the maximum
  160. *> size of the subproblems at the bottom of the computation
  161. *> tree (usually about 25), and
  162. *> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
  163. *> For good performance, LWORK should generally be larger.
  164. *>
  165. *> If LWORK = -1, then a workspace query is assumed; the routine
  166. *> only calculates the optimal size of the array WORK and the
  167. *> minimum size of the array IWORK, and returns these values as
  168. *> the first entries of the WORK and IWORK arrays, and no error
  169. *> message related to LWORK is issued by XERBLA.
  170. *> \endverbatim
  171. *>
  172. *> \param[out] IWORK
  173. *> \verbatim
  174. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  175. *> LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
  176. *> where MINMN = MIN( M,N ).
  177. *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
  178. *> \endverbatim
  179. *>
  180. *> \param[out] INFO
  181. *> \verbatim
  182. *> INFO is INTEGER
  183. *> = 0: successful exit
  184. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  185. *> > 0: the algorithm for computing the SVD failed to converge;
  186. *> if INFO = i, i off-diagonal elements of an intermediate
  187. *> bidiagonal form did not converge to zero.
  188. *> \endverbatim
  189. *
  190. * Authors:
  191. * ========
  192. *
  193. *> \author Univ. of Tennessee
  194. *> \author Univ. of California Berkeley
  195. *> \author Univ. of Colorado Denver
  196. *> \author NAG Ltd.
  197. *
  198. *> \ingroup realGEsolve
  199. *
  200. *> \par Contributors:
  201. * ==================
  202. *>
  203. *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
  204. *> California at Berkeley, USA \n
  205. *> Osni Marques, LBNL/NERSC, USA \n
  206. *
  207. * =====================================================================
  208. SUBROUTINE SGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND,
  209. $ RANK, WORK, LWORK, IWORK, INFO )
  210. *
  211. * -- LAPACK driver routine --
  212. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  213. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  214. *
  215. * .. Scalar Arguments ..
  216. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  217. REAL RCOND
  218. * ..
  219. * .. Array Arguments ..
  220. INTEGER IWORK( * )
  221. REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  222. * ..
  223. *
  224. * =====================================================================
  225. *
  226. * .. Parameters ..
  227. REAL ZERO, ONE, TWO
  228. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0 )
  229. * ..
  230. * .. Local Scalars ..
  231. LOGICAL LQUERY
  232. INTEGER IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
  233. $ LDWORK, LIWORK, MAXMN, MAXWRK, MINMN, MINWRK,
  234. $ MM, MNTHR, NLVL, NWORK, SMLSIZ, WLALSD
  235. REAL ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
  236. * ..
  237. * .. External Subroutines ..
  238. EXTERNAL SGEBRD, SGELQF, SGEQRF, SLABAD, SLACPY, SLALSD,
  239. $ SLASCL, SLASET, SORMBR, SORMLQ, SORMQR, XERBLA
  240. * ..
  241. * .. External Functions ..
  242. INTEGER ILAENV
  243. REAL SLAMCH, SLANGE
  244. EXTERNAL SLAMCH, SLANGE, ILAENV
  245. * ..
  246. * .. Intrinsic Functions ..
  247. INTRINSIC INT, LOG, MAX, MIN, REAL
  248. * ..
  249. * .. Executable Statements ..
  250. *
  251. * Test the input arguments.
  252. *
  253. INFO = 0
  254. MINMN = MIN( M, N )
  255. MAXMN = MAX( M, N )
  256. LQUERY = ( LWORK.EQ.-1 )
  257. IF( M.LT.0 ) THEN
  258. INFO = -1
  259. ELSE IF( N.LT.0 ) THEN
  260. INFO = -2
  261. ELSE IF( NRHS.LT.0 ) THEN
  262. INFO = -3
  263. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  264. INFO = -5
  265. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  266. INFO = -7
  267. END IF
  268. *
  269. * Compute workspace.
  270. * (Note: Comments in the code beginning "Workspace:" describe the
  271. * minimal amount of workspace needed at that point in the code,
  272. * as well as the preferred amount for good performance.
  273. * NB refers to the optimal block size for the immediately
  274. * following subroutine, as returned by ILAENV.)
  275. *
  276. IF( INFO.EQ.0 ) THEN
  277. MINWRK = 1
  278. MAXWRK = 1
  279. LIWORK = 1
  280. IF( MINMN.GT.0 ) THEN
  281. SMLSIZ = ILAENV( 9, 'SGELSD', ' ', 0, 0, 0, 0 )
  282. MNTHR = ILAENV( 6, 'SGELSD', ' ', M, N, NRHS, -1 )
  283. NLVL = MAX( INT( LOG( REAL( MINMN ) / REAL( SMLSIZ + 1 ) ) /
  284. $ LOG( TWO ) ) + 1, 0 )
  285. LIWORK = 3*MINMN*NLVL + 11*MINMN
  286. MM = M
  287. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  288. *
  289. * Path 1a - overdetermined, with many more rows than
  290. * columns.
  291. *
  292. MM = N
  293. MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'SGEQRF', ' ', M,
  294. $ N, -1, -1 ) )
  295. MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'SORMQR', 'LT',
  296. $ M, NRHS, N, -1 ) )
  297. END IF
  298. IF( M.GE.N ) THEN
  299. *
  300. * Path 1 - overdetermined or exactly determined.
  301. *
  302. MAXWRK = MAX( MAXWRK, 3*N + ( MM + N )*ILAENV( 1,
  303. $ 'SGEBRD', ' ', MM, N, -1, -1 ) )
  304. MAXWRK = MAX( MAXWRK, 3*N + NRHS*ILAENV( 1, 'SORMBR',
  305. $ 'QLT', MM, NRHS, N, -1 ) )
  306. MAXWRK = MAX( MAXWRK, 3*N + ( N - 1 )*ILAENV( 1,
  307. $ 'SORMBR', 'PLN', N, NRHS, N, -1 ) )
  308. WLALSD = 9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS +
  309. $ ( SMLSIZ + 1 )**2
  310. MAXWRK = MAX( MAXWRK, 3*N + WLALSD )
  311. MINWRK = MAX( 3*N + MM, 3*N + NRHS, 3*N + WLALSD )
  312. END IF
  313. IF( N.GT.M ) THEN
  314. WLALSD = 9*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS +
  315. $ ( SMLSIZ + 1 )**2
  316. IF( N.GE.MNTHR ) THEN
  317. *
  318. * Path 2a - underdetermined, with many more columns
  319. * than rows.
  320. *
  321. MAXWRK = M + M*ILAENV( 1, 'SGELQF', ' ', M, N, -1,
  322. $ -1 )
  323. MAXWRK = MAX( MAXWRK, M*M + 4*M + 2*M*ILAENV( 1,
  324. $ 'SGEBRD', ' ', M, M, -1, -1 ) )
  325. MAXWRK = MAX( MAXWRK, M*M + 4*M + NRHS*ILAENV( 1,
  326. $ 'SORMBR', 'QLT', M, NRHS, M, -1 ) )
  327. MAXWRK = MAX( MAXWRK, M*M + 4*M + ( M - 1 )*ILAENV( 1,
  328. $ 'SORMBR', 'PLN', M, NRHS, M, -1 ) )
  329. IF( NRHS.GT.1 ) THEN
  330. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  331. ELSE
  332. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  333. END IF
  334. MAXWRK = MAX( MAXWRK, M + NRHS*ILAENV( 1, 'SORMLQ',
  335. $ 'LT', N, NRHS, M, -1 ) )
  336. MAXWRK = MAX( MAXWRK, M*M + 4*M + WLALSD )
  337. ! XXX: Ensure the Path 2a case below is triggered. The workspace
  338. ! calculation should use queries for all routines eventually.
  339. MAXWRK = MAX( MAXWRK,
  340. $ 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
  341. ELSE
  342. *
  343. * Path 2 - remaining underdetermined cases.
  344. *
  345. MAXWRK = 3*M + ( N + M )*ILAENV( 1, 'SGEBRD', ' ', M,
  346. $ N, -1, -1 )
  347. MAXWRK = MAX( MAXWRK, 3*M + NRHS*ILAENV( 1, 'SORMBR',
  348. $ 'QLT', M, NRHS, N, -1 ) )
  349. MAXWRK = MAX( MAXWRK, 3*M + M*ILAENV( 1, 'SORMBR',
  350. $ 'PLN', N, NRHS, M, -1 ) )
  351. MAXWRK = MAX( MAXWRK, 3*M + WLALSD )
  352. END IF
  353. MINWRK = MAX( 3*M + NRHS, 3*M + M, 3*M + WLALSD )
  354. END IF
  355. END IF
  356. MINWRK = MIN( MINWRK, MAXWRK )
  357. WORK( 1 ) = MAXWRK
  358. IWORK( 1 ) = LIWORK
  359. *
  360. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  361. INFO = -12
  362. END IF
  363. END IF
  364. *
  365. IF( INFO.NE.0 ) THEN
  366. CALL XERBLA( 'SGELSD', -INFO )
  367. RETURN
  368. ELSE IF( LQUERY ) THEN
  369. RETURN
  370. END IF
  371. *
  372. * Quick return if possible.
  373. *
  374. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  375. RANK = 0
  376. RETURN
  377. END IF
  378. *
  379. * Get machine parameters.
  380. *
  381. EPS = SLAMCH( 'P' )
  382. SFMIN = SLAMCH( 'S' )
  383. SMLNUM = SFMIN / EPS
  384. BIGNUM = ONE / SMLNUM
  385. CALL SLABAD( SMLNUM, BIGNUM )
  386. *
  387. * Scale A if max entry outside range [SMLNUM,BIGNUM].
  388. *
  389. ANRM = SLANGE( 'M', M, N, A, LDA, WORK )
  390. IASCL = 0
  391. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  392. *
  393. * Scale matrix norm up to SMLNUM.
  394. *
  395. CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  396. IASCL = 1
  397. ELSE IF( ANRM.GT.BIGNUM ) THEN
  398. *
  399. * Scale matrix norm down to BIGNUM.
  400. *
  401. CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  402. IASCL = 2
  403. ELSE IF( ANRM.EQ.ZERO ) THEN
  404. *
  405. * Matrix all zero. Return zero solution.
  406. *
  407. CALL SLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
  408. CALL SLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
  409. RANK = 0
  410. GO TO 10
  411. END IF
  412. *
  413. * Scale B if max entry outside range [SMLNUM,BIGNUM].
  414. *
  415. BNRM = SLANGE( 'M', M, NRHS, B, LDB, WORK )
  416. IBSCL = 0
  417. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  418. *
  419. * Scale matrix norm up to SMLNUM.
  420. *
  421. CALL SLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  422. IBSCL = 1
  423. ELSE IF( BNRM.GT.BIGNUM ) THEN
  424. *
  425. * Scale matrix norm down to BIGNUM.
  426. *
  427. CALL SLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  428. IBSCL = 2
  429. END IF
  430. *
  431. * If M < N make sure certain entries of B are zero.
  432. *
  433. IF( M.LT.N )
  434. $ CALL SLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  435. *
  436. * Overdetermined case.
  437. *
  438. IF( M.GE.N ) THEN
  439. *
  440. * Path 1 - overdetermined or exactly determined.
  441. *
  442. MM = M
  443. IF( M.GE.MNTHR ) THEN
  444. *
  445. * Path 1a - overdetermined, with many more rows than columns.
  446. *
  447. MM = N
  448. ITAU = 1
  449. NWORK = ITAU + N
  450. *
  451. * Compute A=Q*R.
  452. * (Workspace: need 2*N, prefer N+N*NB)
  453. *
  454. CALL SGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  455. $ LWORK-NWORK+1, INFO )
  456. *
  457. * Multiply B by transpose(Q).
  458. * (Workspace: need N+NRHS, prefer N+NRHS*NB)
  459. *
  460. CALL SORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  461. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  462. *
  463. * Zero out below R.
  464. *
  465. IF( N.GT.1 ) THEN
  466. CALL SLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
  467. END IF
  468. END IF
  469. *
  470. IE = 1
  471. ITAUQ = IE + N
  472. ITAUP = ITAUQ + N
  473. NWORK = ITAUP + N
  474. *
  475. * Bidiagonalize R in A.
  476. * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
  477. *
  478. CALL SGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  479. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+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 SORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  486. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  487. *
  488. * Solve the bidiagonal least squares problem.
  489. *
  490. CALL SLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB,
  491. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  492. IF( INFO.NE.0 ) THEN
  493. GO TO 10
  494. END IF
  495. *
  496. * Multiply B by right bidiagonalizing vectors of R.
  497. *
  498. CALL SORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
  499. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  500. *
  501. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  502. $ MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) THEN
  503. *
  504. * Path 2a - underdetermined, with many more columns than rows
  505. * and sufficient workspace for an efficient algorithm.
  506. *
  507. LDWORK = M
  508. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  509. $ M*LDA+M+M*NRHS, 4*M+M*LDA+WLALSD ) )LDWORK = LDA
  510. ITAU = 1
  511. NWORK = M + 1
  512. *
  513. * Compute A=L*Q.
  514. * (Workspace: need 2*M, prefer M+M*NB)
  515. *
  516. CALL SGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  517. $ LWORK-NWORK+1, INFO )
  518. IL = NWORK
  519. *
  520. * Copy L to WORK(IL), zeroing out above its diagonal.
  521. *
  522. CALL SLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  523. CALL SLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
  524. $ LDWORK )
  525. IE = IL + LDWORK*M
  526. ITAUQ = IE + M
  527. ITAUP = ITAUQ + M
  528. NWORK = ITAUP + M
  529. *
  530. * Bidiagonalize L in WORK(IL).
  531. * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
  532. *
  533. CALL SGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
  534. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  535. $ LWORK-NWORK+1, INFO )
  536. *
  537. * Multiply B by transpose of left bidiagonalizing vectors of L.
  538. * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  539. *
  540. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
  541. $ WORK( ITAUQ ), B, LDB, WORK( NWORK ),
  542. $ LWORK-NWORK+1, INFO )
  543. *
  544. * Solve the bidiagonal least squares problem.
  545. *
  546. CALL SLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
  547. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  548. IF( INFO.NE.0 ) THEN
  549. GO TO 10
  550. END IF
  551. *
  552. * Multiply B by right bidiagonalizing vectors of L.
  553. *
  554. CALL SORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
  555. $ WORK( ITAUP ), B, LDB, WORK( NWORK ),
  556. $ LWORK-NWORK+1, INFO )
  557. *
  558. * Zero out below first M rows of B.
  559. *
  560. CALL SLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  561. NWORK = ITAU + M
  562. *
  563. * Multiply transpose(Q) by B.
  564. * (Workspace: need M+NRHS, prefer M+NRHS*NB)
  565. *
  566. CALL SORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  567. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  568. *
  569. ELSE
  570. *
  571. * Path 2 - remaining underdetermined cases.
  572. *
  573. IE = 1
  574. ITAUQ = IE + M
  575. ITAUP = ITAUQ + M
  576. NWORK = ITAUP + M
  577. *
  578. * Bidiagonalize A.
  579. * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
  580. *
  581. CALL SGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  582. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  583. $ INFO )
  584. *
  585. * Multiply B by transpose of left bidiagonalizing vectors.
  586. * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
  587. *
  588. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  589. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  590. *
  591. * Solve the bidiagonal least squares problem.
  592. *
  593. CALL SLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
  594. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  595. IF( INFO.NE.0 ) THEN
  596. GO TO 10
  597. END IF
  598. *
  599. * Multiply B by right bidiagonalizing vectors of A.
  600. *
  601. CALL SORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
  602. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  603. *
  604. END IF
  605. *
  606. * Undo scaling.
  607. *
  608. IF( IASCL.EQ.1 ) THEN
  609. CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  610. CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  611. $ INFO )
  612. ELSE IF( IASCL.EQ.2 ) THEN
  613. CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  614. CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  615. $ INFO )
  616. END IF
  617. IF( IBSCL.EQ.1 ) THEN
  618. CALL SLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  619. ELSE IF( IBSCL.EQ.2 ) THEN
  620. CALL SLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  621. END IF
  622. *
  623. 10 CONTINUE
  624. WORK( 1 ) = MAXWRK
  625. IWORK( 1 ) = LIWORK
  626. RETURN
  627. *
  628. * End of SGELSD
  629. *
  630. END