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zgelss.f 26 kB

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  1. *> \brief <b> ZGELSS 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 ZGELSS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgelss.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgelss.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgelss.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  22. * WORK, LWORK, RWORK, 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 RWORK( * ), S( * )
  30. * COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZGELSS computes the minimum norm solution to a complex linear
  40. *> least squares problem:
  41. *>
  42. *> Minimize 2-norm(| b - A*x |).
  43. *>
  44. *> using the singular value decomposition (SVD) of A. A is an M-by-N
  45. *> matrix which may be rank-deficient.
  46. *>
  47. *> Several right hand side vectors b and solution vectors x can be
  48. *> handled in a single call; they are stored as the columns of the
  49. *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
  50. *> X.
  51. *>
  52. *> The effective rank of A is determined by treating as zero those
  53. *> singular values which are less than RCOND times the largest singular
  54. *> value.
  55. *> \endverbatim
  56. *
  57. * Arguments:
  58. * ==========
  59. *
  60. *> \param[in] M
  61. *> \verbatim
  62. *> M is INTEGER
  63. *> The number of rows of the matrix A. M >= 0.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] N
  67. *> \verbatim
  68. *> N is INTEGER
  69. *> The number of columns of the matrix A. N >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] NRHS
  73. *> \verbatim
  74. *> NRHS is INTEGER
  75. *> The number of right hand sides, i.e., the number of columns
  76. *> of the matrices B and X. NRHS >= 0.
  77. *> \endverbatim
  78. *>
  79. *> \param[in,out] A
  80. *> \verbatim
  81. *> A is COMPLEX*16 array, dimension (LDA,N)
  82. *> On entry, the M-by-N matrix A.
  83. *> On exit, the first min(m,n) rows of A are overwritten with
  84. *> its right singular vectors, stored rowwise.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] LDA
  88. *> \verbatim
  89. *> LDA is INTEGER
  90. *> The leading dimension of the array A. LDA >= max(1,M).
  91. *> \endverbatim
  92. *>
  93. *> \param[in,out] B
  94. *> \verbatim
  95. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  96. *> On entry, the M-by-NRHS right hand side matrix B.
  97. *> On exit, B is overwritten by the N-by-NRHS solution matrix X.
  98. *> If m >= n and RANK = n, the residual sum-of-squares for
  99. *> the solution in the i-th column is given by the sum of
  100. *> squares of the modulus of elements n+1:m in that column.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] LDB
  104. *> \verbatim
  105. *> LDB is INTEGER
  106. *> The leading dimension of the array B. LDB >= max(1,M,N).
  107. *> \endverbatim
  108. *>
  109. *> \param[out] S
  110. *> \verbatim
  111. *> S is DOUBLE PRECISION array, dimension (min(M,N))
  112. *> The singular values of A in decreasing order.
  113. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  114. *> \endverbatim
  115. *>
  116. *> \param[in] RCOND
  117. *> \verbatim
  118. *> RCOND is DOUBLE PRECISION
  119. *> RCOND is used to determine the effective rank of A.
  120. *> Singular values S(i) <= RCOND*S(1) are treated as zero.
  121. *> If RCOND < 0, machine precision is used instead.
  122. *> \endverbatim
  123. *>
  124. *> \param[out] RANK
  125. *> \verbatim
  126. *> RANK is INTEGER
  127. *> The effective rank of A, i.e., the number of singular values
  128. *> which are greater than RCOND*S(1).
  129. *> \endverbatim
  130. *>
  131. *> \param[out] WORK
  132. *> \verbatim
  133. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  134. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  135. *> \endverbatim
  136. *>
  137. *> \param[in] LWORK
  138. *> \verbatim
  139. *> LWORK is INTEGER
  140. *> The dimension of the array WORK. LWORK >= 1, and also:
  141. *> LWORK >= 2*min(M,N) + max(M,N,NRHS)
  142. *> For good performance, LWORK should generally be larger.
  143. *>
  144. *> If LWORK = -1, then a workspace query is assumed; the routine
  145. *> only calculates the optimal size of the WORK array, returns
  146. *> this value as the first entry of the WORK array, and no error
  147. *> message related to LWORK is issued by XERBLA.
  148. *> \endverbatim
  149. *>
  150. *> \param[out] RWORK
  151. *> \verbatim
  152. *> RWORK is DOUBLE PRECISION array, dimension (5*min(M,N))
  153. *> \endverbatim
  154. *>
  155. *> \param[out] INFO
  156. *> \verbatim
  157. *> INFO is INTEGER
  158. *> = 0: successful exit
  159. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  160. *> > 0: the algorithm for computing the SVD failed to converge;
  161. *> if INFO = i, i off-diagonal elements of an intermediate
  162. *> bidiagonal form did not converge to zero.
  163. *> \endverbatim
  164. *
  165. * Authors:
  166. * ========
  167. *
  168. *> \author Univ. of Tennessee
  169. *> \author Univ. of California Berkeley
  170. *> \author Univ. of Colorado Denver
  171. *> \author NAG Ltd.
  172. *
  173. *> \ingroup gelss
  174. *
  175. * =====================================================================
  176. SUBROUTINE ZGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  177. $ WORK, LWORK, RWORK, INFO )
  178. *
  179. * -- LAPACK driver routine --
  180. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  181. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  182. *
  183. * .. Scalar Arguments ..
  184. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  185. DOUBLE PRECISION RCOND
  186. * ..
  187. * .. Array Arguments ..
  188. DOUBLE PRECISION RWORK( * ), S( * )
  189. COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  190. * ..
  191. *
  192. * =====================================================================
  193. *
  194. * .. Parameters ..
  195. DOUBLE PRECISION ZERO, ONE
  196. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  197. COMPLEX*16 CZERO, CONE
  198. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
  199. $ CONE = ( 1.0D+0, 0.0D+0 ) )
  200. * ..
  201. * .. Local Scalars ..
  202. LOGICAL LQUERY
  203. INTEGER BL, CHUNK, I, IASCL, IBSCL, IE, IL, IRWORK,
  204. $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
  205. $ MAXWRK, MINMN, MINWRK, MM, MNTHR
  206. INTEGER LWORK_ZGEQRF, LWORK_ZUNMQR, LWORK_ZGEBRD,
  207. $ LWORK_ZUNMBR, LWORK_ZUNGBR, LWORK_ZUNMLQ,
  208. $ LWORK_ZGELQF
  209. DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
  210. * ..
  211. * .. Local Arrays ..
  212. COMPLEX*16 DUM( 1 )
  213. * ..
  214. * .. External Subroutines ..
  215. EXTERNAL DLASCL, DLASET, XERBLA, ZBDSQR, ZCOPY, ZDRSCL,
  216. $ ZGEBRD, ZGELQF, ZGEMM, ZGEMV, ZGEQRF, ZLACPY,
  217. $ ZLASCL, ZLASET, ZUNGBR, ZUNMBR, ZUNMLQ
  218. * ..
  219. * .. External Functions ..
  220. INTEGER ILAENV
  221. DOUBLE PRECISION DLAMCH, ZLANGE
  222. EXTERNAL ILAENV, DLAMCH, ZLANGE
  223. * ..
  224. * .. Intrinsic Functions ..
  225. INTRINSIC MAX, MIN
  226. * ..
  227. * .. Executable Statements ..
  228. *
  229. * Test the input arguments
  230. *
  231. INFO = 0
  232. MINMN = MIN( M, N )
  233. MAXMN = MAX( M, N )
  234. LQUERY = ( LWORK.EQ.-1 )
  235. IF( M.LT.0 ) THEN
  236. INFO = -1
  237. ELSE IF( N.LT.0 ) THEN
  238. INFO = -2
  239. ELSE IF( NRHS.LT.0 ) THEN
  240. INFO = -3
  241. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  242. INFO = -5
  243. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  244. INFO = -7
  245. END IF
  246. *
  247. * Compute workspace
  248. * (Note: Comments in the code beginning "Workspace:" describe the
  249. * minimal amount of workspace needed at that point in the code,
  250. * as well as the preferred amount for good performance.
  251. * CWorkspace refers to complex workspace, and RWorkspace refers
  252. * to real workspace. NB refers to the optimal block size for the
  253. * immediately following subroutine, as returned by ILAENV.)
  254. *
  255. IF( INFO.EQ.0 ) THEN
  256. MINWRK = 1
  257. MAXWRK = 1
  258. IF( MINMN.GT.0 ) THEN
  259. MM = M
  260. MNTHR = ILAENV( 6, 'ZGELSS', ' ', M, N, NRHS, -1 )
  261. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  262. *
  263. * Path 1a - overdetermined, with many more rows than
  264. * columns
  265. *
  266. * Compute space needed for ZGEQRF
  267. CALL ZGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, INFO )
  268. LWORK_ZGEQRF = INT( DUM(1) )
  269. * Compute space needed for ZUNMQR
  270. CALL ZUNMQR( 'L', 'C', M, NRHS, N, A, LDA, DUM(1), B,
  271. $ LDB, DUM(1), -1, INFO )
  272. LWORK_ZUNMQR = INT( DUM(1) )
  273. MM = N
  274. MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'ZGEQRF', ' ', M,
  275. $ N, -1, -1 ) )
  276. MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'ZUNMQR', 'LC',
  277. $ M, NRHS, N, -1 ) )
  278. END IF
  279. IF( M.GE.N ) THEN
  280. *
  281. * Path 1 - overdetermined or exactly determined
  282. *
  283. * Compute space needed for ZGEBRD
  284. CALL ZGEBRD( MM, N, A, LDA, S, S, DUM(1), DUM(1), DUM(1),
  285. $ -1, INFO )
  286. LWORK_ZGEBRD = INT( DUM(1) )
  287. * Compute space needed for ZUNMBR
  288. CALL ZUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, DUM(1),
  289. $ B, LDB, DUM(1), -1, INFO )
  290. LWORK_ZUNMBR = INT( DUM(1) )
  291. * Compute space needed for ZUNGBR
  292. CALL ZUNGBR( 'P', N, N, N, A, LDA, DUM(1),
  293. $ DUM(1), -1, INFO )
  294. LWORK_ZUNGBR = INT( DUM(1) )
  295. * Compute total workspace needed
  296. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZGEBRD )
  297. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNMBR )
  298. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNGBR )
  299. MAXWRK = MAX( MAXWRK, N*NRHS )
  300. MINWRK = 2*N + MAX( NRHS, M )
  301. END IF
  302. IF( N.GT.M ) THEN
  303. MINWRK = 2*M + MAX( NRHS, N )
  304. IF( N.GE.MNTHR ) THEN
  305. *
  306. * Path 2a - underdetermined, with many more columns
  307. * than rows
  308. *
  309. * Compute space needed for ZGELQF
  310. CALL ZGELQF( M, N, A, LDA, DUM(1), DUM(1),
  311. $ -1, INFO )
  312. LWORK_ZGELQF = INT( DUM(1) )
  313. * Compute space needed for ZGEBRD
  314. CALL ZGEBRD( M, M, A, LDA, S, S, DUM(1), DUM(1),
  315. $ DUM(1), -1, INFO )
  316. LWORK_ZGEBRD = INT( DUM(1) )
  317. * Compute space needed for ZUNMBR
  318. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA,
  319. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  320. LWORK_ZUNMBR = INT( DUM(1) )
  321. * Compute space needed for ZUNGBR
  322. CALL ZUNGBR( 'P', M, M, M, A, LDA, DUM(1),
  323. $ DUM(1), -1, INFO )
  324. LWORK_ZUNGBR = INT( DUM(1) )
  325. * Compute space needed for ZUNMLQ
  326. CALL ZUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, DUM(1),
  327. $ B, LDB, DUM(1), -1, INFO )
  328. LWORK_ZUNMLQ = INT( DUM(1) )
  329. * Compute total workspace needed
  330. MAXWRK = M + LWORK_ZGELQF
  331. MAXWRK = MAX( MAXWRK, 3*M + M*M + LWORK_ZGEBRD )
  332. MAXWRK = MAX( MAXWRK, 3*M + M*M + LWORK_ZUNMBR )
  333. MAXWRK = MAX( MAXWRK, 3*M + M*M + LWORK_ZUNGBR )
  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_ZUNMLQ )
  340. ELSE
  341. *
  342. * Path 2 - underdetermined
  343. *
  344. * Compute space needed for ZGEBRD
  345. CALL ZGEBRD( M, N, A, LDA, S, S, DUM(1), DUM(1),
  346. $ DUM(1), -1, INFO )
  347. LWORK_ZGEBRD = INT( DUM(1) )
  348. * Compute space needed for ZUNMBR
  349. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, M, A, LDA,
  350. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  351. LWORK_ZUNMBR = INT( DUM(1) )
  352. * Compute space needed for ZUNGBR
  353. CALL ZUNGBR( 'P', M, N, M, A, LDA, DUM(1),
  354. $ DUM(1), -1, INFO )
  355. LWORK_ZUNGBR = INT( DUM(1) )
  356. MAXWRK = 2*M + LWORK_ZGEBRD
  357. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNMBR )
  358. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNGBR )
  359. MAXWRK = MAX( MAXWRK, N*NRHS )
  360. END IF
  361. END IF
  362. MAXWRK = MAX( MINWRK, MAXWRK )
  363. END IF
  364. WORK( 1 ) = MAXWRK
  365. *
  366. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
  367. $ INFO = -12
  368. END IF
  369. *
  370. IF( INFO.NE.0 ) THEN
  371. CALL XERBLA( 'ZGELSS', -INFO )
  372. RETURN
  373. ELSE IF( LQUERY ) THEN
  374. RETURN
  375. END IF
  376. *
  377. * Quick return if possible
  378. *
  379. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  380. RANK = 0
  381. RETURN
  382. END IF
  383. *
  384. * Get machine parameters
  385. *
  386. EPS = DLAMCH( 'P' )
  387. SFMIN = DLAMCH( 'S' )
  388. SMLNUM = SFMIN / EPS
  389. BIGNUM = ONE / SMLNUM
  390. *
  391. * Scale A if max element outside range [SMLNUM,BIGNUM]
  392. *
  393. ANRM = ZLANGE( 'M', M, N, A, LDA, RWORK )
  394. IASCL = 0
  395. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  396. *
  397. * Scale matrix norm up to SMLNUM
  398. *
  399. CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  400. IASCL = 1
  401. ELSE IF( ANRM.GT.BIGNUM ) THEN
  402. *
  403. * Scale matrix norm down to BIGNUM
  404. *
  405. CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  406. IASCL = 2
  407. ELSE IF( ANRM.EQ.ZERO ) THEN
  408. *
  409. * Matrix all zero. Return zero solution.
  410. *
  411. CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
  412. CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, MINMN )
  413. RANK = 0
  414. GO TO 70
  415. END IF
  416. *
  417. * Scale B if max element outside range [SMLNUM,BIGNUM]
  418. *
  419. BNRM = ZLANGE( 'M', M, NRHS, B, LDB, RWORK )
  420. IBSCL = 0
  421. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  422. *
  423. * Scale matrix norm up to SMLNUM
  424. *
  425. CALL ZLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  426. IBSCL = 1
  427. ELSE IF( BNRM.GT.BIGNUM ) THEN
  428. *
  429. * Scale matrix norm down to BIGNUM
  430. *
  431. CALL ZLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  432. IBSCL = 2
  433. END IF
  434. *
  435. * Overdetermined case
  436. *
  437. IF( M.GE.N ) THEN
  438. *
  439. * Path 1 - overdetermined or exactly determined
  440. *
  441. MM = M
  442. IF( M.GE.MNTHR ) THEN
  443. *
  444. * Path 1a - overdetermined, with many more rows than columns
  445. *
  446. MM = N
  447. ITAU = 1
  448. IWORK = ITAU + N
  449. *
  450. * Compute A=Q*R
  451. * (CWorkspace: need 2*N, prefer N+N*NB)
  452. * (RWorkspace: none)
  453. *
  454. CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  455. $ LWORK-IWORK+1, INFO )
  456. *
  457. * Multiply B by transpose(Q)
  458. * (CWorkspace: need N+NRHS, prefer N+NRHS*NB)
  459. * (RWorkspace: none)
  460. *
  461. CALL ZUNMQR( 'L', 'C', 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 ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
  468. $ LDA )
  469. END IF
  470. *
  471. IE = 1
  472. ITAUQ = 1
  473. ITAUP = ITAUQ + N
  474. IWORK = ITAUP + N
  475. *
  476. * Bidiagonalize R in A
  477. * (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB)
  478. * (RWorkspace: need N)
  479. *
  480. CALL ZGEBRD( MM, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  481. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  482. $ INFO )
  483. *
  484. * Multiply B by transpose of left bidiagonalizing vectors of R
  485. * (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB)
  486. * (RWorkspace: none)
  487. *
  488. CALL ZUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  489. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  490. *
  491. * Generate right bidiagonalizing vectors of R in A
  492. * (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
  493. * (RWorkspace: none)
  494. *
  495. CALL ZUNGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  496. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  497. IRWORK = IE + N
  498. *
  499. * Perform bidiagonal QR iteration
  500. * multiply B by transpose of left singular vectors
  501. * compute right singular vectors in A
  502. * (CWorkspace: none)
  503. * (RWorkspace: need BDSPAC)
  504. *
  505. CALL ZBDSQR( 'U', N, N, 0, NRHS, S, RWORK( IE ), A, LDA, DUM,
  506. $ 1, B, LDB, RWORK( IRWORK ), INFO )
  507. IF( INFO.NE.0 )
  508. $ GO TO 70
  509. *
  510. * Multiply B by reciprocals of singular values
  511. *
  512. THR = MAX( RCOND*S( 1 ), SFMIN )
  513. IF( RCOND.LT.ZERO )
  514. $ THR = MAX( EPS*S( 1 ), SFMIN )
  515. RANK = 0
  516. DO 10 I = 1, N
  517. IF( S( I ).GT.THR ) THEN
  518. CALL ZDRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  519. RANK = RANK + 1
  520. ELSE
  521. CALL ZLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  522. END IF
  523. 10 CONTINUE
  524. *
  525. * Multiply B by right singular vectors
  526. * (CWorkspace: need N, prefer N*NRHS)
  527. * (RWorkspace: none)
  528. *
  529. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  530. CALL ZGEMM( 'C', 'N', N, NRHS, N, CONE, A, LDA, B, LDB,
  531. $ CZERO, WORK, LDB )
  532. CALL ZLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  533. ELSE IF( NRHS.GT.1 ) THEN
  534. CHUNK = LWORK / N
  535. DO 20 I = 1, NRHS, CHUNK
  536. BL = MIN( NRHS-I+1, CHUNK )
  537. CALL ZGEMM( 'C', 'N', N, BL, N, CONE, A, LDA, B( 1, I ),
  538. $ LDB, CZERO, WORK, N )
  539. CALL ZLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
  540. 20 CONTINUE
  541. ELSE IF( NRHS.EQ.1 ) THEN
  542. CALL ZGEMV( 'C', N, N, CONE, A, LDA, B, 1, CZERO, WORK, 1 )
  543. CALL ZCOPY( N, WORK, 1, B, 1 )
  544. END IF
  545. *
  546. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.3*M+M*M+MAX( M, NRHS, N-2*M ) )
  547. $ THEN
  548. *
  549. * Underdetermined case, M much less than N
  550. *
  551. * Path 2a - underdetermined, with many more columns than rows
  552. * and sufficient workspace for an efficient algorithm
  553. *
  554. LDWORK = M
  555. IF( LWORK.GE.3*M+M*LDA+MAX( M, NRHS, N-2*M ) )
  556. $ LDWORK = LDA
  557. ITAU = 1
  558. IWORK = M + 1
  559. *
  560. * Compute A=L*Q
  561. * (CWorkspace: need 2*M, prefer M+M*NB)
  562. * (RWorkspace: none)
  563. *
  564. CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  565. $ LWORK-IWORK+1, INFO )
  566. IL = IWORK
  567. *
  568. * Copy L to WORK(IL), zeroing out above it
  569. *
  570. CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  571. CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, WORK( IL+LDWORK ),
  572. $ LDWORK )
  573. IE = 1
  574. ITAUQ = IL + LDWORK*M
  575. ITAUP = ITAUQ + M
  576. IWORK = ITAUP + M
  577. *
  578. * Bidiagonalize L in WORK(IL)
  579. * (CWorkspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
  580. * (RWorkspace: need M)
  581. *
  582. CALL ZGEBRD( M, M, WORK( IL ), LDWORK, S, RWORK( IE ),
  583. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
  584. $ LWORK-IWORK+1, INFO )
  585. *
  586. * Multiply B by transpose of left bidiagonalizing vectors of L
  587. * (CWorkspace: need M*M+3*M+NRHS, prefer M*M+3*M+NRHS*NB)
  588. * (RWorkspace: none)
  589. *
  590. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, M, WORK( IL ), LDWORK,
  591. $ WORK( ITAUQ ), B, LDB, WORK( IWORK ),
  592. $ LWORK-IWORK+1, INFO )
  593. *
  594. * Generate right bidiagonalizing vectors of R in WORK(IL)
  595. * (CWorkspace: need M*M+4*M-1, prefer M*M+3*M+(M-1)*NB)
  596. * (RWorkspace: none)
  597. *
  598. CALL ZUNGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
  599. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  600. IRWORK = IE + M
  601. *
  602. * Perform bidiagonal QR iteration, computing right singular
  603. * vectors of L in WORK(IL) and multiplying B by transpose of
  604. * left singular vectors
  605. * (CWorkspace: need M*M)
  606. * (RWorkspace: need BDSPAC)
  607. *
  608. CALL ZBDSQR( 'U', M, M, 0, NRHS, S, RWORK( IE ), WORK( IL ),
  609. $ LDWORK, A, LDA, B, LDB, RWORK( IRWORK ), INFO )
  610. IF( INFO.NE.0 )
  611. $ GO TO 70
  612. *
  613. * Multiply B by reciprocals of singular values
  614. *
  615. THR = MAX( RCOND*S( 1 ), SFMIN )
  616. IF( RCOND.LT.ZERO )
  617. $ THR = MAX( EPS*S( 1 ), SFMIN )
  618. RANK = 0
  619. DO 30 I = 1, M
  620. IF( S( I ).GT.THR ) THEN
  621. CALL ZDRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  622. RANK = RANK + 1
  623. ELSE
  624. CALL ZLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  625. END IF
  626. 30 CONTINUE
  627. IWORK = IL + M*LDWORK
  628. *
  629. * Multiply B by right singular vectors of L in WORK(IL)
  630. * (CWorkspace: need M*M+2*M, prefer M*M+M+M*NRHS)
  631. * (RWorkspace: none)
  632. *
  633. IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
  634. CALL ZGEMM( 'C', 'N', M, NRHS, M, CONE, WORK( IL ), LDWORK,
  635. $ B, LDB, CZERO, WORK( IWORK ), LDB )
  636. CALL ZLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
  637. ELSE IF( NRHS.GT.1 ) THEN
  638. CHUNK = ( LWORK-IWORK+1 ) / M
  639. DO 40 I = 1, NRHS, CHUNK
  640. BL = MIN( NRHS-I+1, CHUNK )
  641. CALL ZGEMM( 'C', 'N', M, BL, M, CONE, WORK( IL ), LDWORK,
  642. $ B( 1, I ), LDB, CZERO, WORK( IWORK ), M )
  643. CALL ZLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
  644. $ LDB )
  645. 40 CONTINUE
  646. ELSE IF( NRHS.EQ.1 ) THEN
  647. CALL ZGEMV( 'C', M, M, CONE, WORK( IL ), LDWORK, B( 1, 1 ),
  648. $ 1, CZERO, WORK( IWORK ), 1 )
  649. CALL ZCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
  650. END IF
  651. *
  652. * Zero out below first M rows of B
  653. *
  654. CALL ZLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
  655. IWORK = ITAU + M
  656. *
  657. * Multiply transpose(Q) by B
  658. * (CWorkspace: need M+NRHS, prefer M+NHRS*NB)
  659. * (RWorkspace: none)
  660. *
  661. CALL ZUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  662. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  663. *
  664. ELSE
  665. *
  666. * Path 2 - remaining underdetermined cases
  667. *
  668. IE = 1
  669. ITAUQ = 1
  670. ITAUP = ITAUQ + M
  671. IWORK = ITAUP + M
  672. *
  673. * Bidiagonalize A
  674. * (CWorkspace: need 3*M, prefer 2*M+(M+N)*NB)
  675. * (RWorkspace: need N)
  676. *
  677. CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  678. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  679. $ INFO )
  680. *
  681. * Multiply B by transpose of left bidiagonalizing vectors
  682. * (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB)
  683. * (RWorkspace: none)
  684. *
  685. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  686. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  687. *
  688. * Generate right bidiagonalizing vectors in A
  689. * (CWorkspace: need 3*M, prefer 2*M+M*NB)
  690. * (RWorkspace: none)
  691. *
  692. CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  693. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  694. IRWORK = IE + M
  695. *
  696. * Perform bidiagonal QR iteration,
  697. * computing right singular vectors of A in A and
  698. * multiplying B by transpose of left singular vectors
  699. * (CWorkspace: none)
  700. * (RWorkspace: need BDSPAC)
  701. *
  702. CALL ZBDSQR( 'L', M, N, 0, NRHS, S, RWORK( IE ), A, LDA, DUM,
  703. $ 1, B, LDB, RWORK( IRWORK ), INFO )
  704. IF( INFO.NE.0 )
  705. $ GO TO 70
  706. *
  707. * Multiply B by reciprocals of singular values
  708. *
  709. THR = MAX( RCOND*S( 1 ), SFMIN )
  710. IF( RCOND.LT.ZERO )
  711. $ THR = MAX( EPS*S( 1 ), SFMIN )
  712. RANK = 0
  713. DO 50 I = 1, M
  714. IF( S( I ).GT.THR ) THEN
  715. CALL ZDRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  716. RANK = RANK + 1
  717. ELSE
  718. CALL ZLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  719. END IF
  720. 50 CONTINUE
  721. *
  722. * Multiply B by right singular vectors of A
  723. * (CWorkspace: need N, prefer N*NRHS)
  724. * (RWorkspace: none)
  725. *
  726. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  727. CALL ZGEMM( 'C', 'N', N, NRHS, M, CONE, A, LDA, B, LDB,
  728. $ CZERO, WORK, LDB )
  729. CALL ZLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  730. ELSE IF( NRHS.GT.1 ) THEN
  731. CHUNK = LWORK / N
  732. DO 60 I = 1, NRHS, CHUNK
  733. BL = MIN( NRHS-I+1, CHUNK )
  734. CALL ZGEMM( 'C', 'N', N, BL, M, CONE, A, LDA, B( 1, I ),
  735. $ LDB, CZERO, WORK, N )
  736. CALL ZLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
  737. 60 CONTINUE
  738. ELSE IF( NRHS.EQ.1 ) THEN
  739. CALL ZGEMV( 'C', M, N, CONE, A, LDA, B, 1, CZERO, WORK, 1 )
  740. CALL ZCOPY( N, WORK, 1, B, 1 )
  741. END IF
  742. END IF
  743. *
  744. * Undo scaling
  745. *
  746. IF( IASCL.EQ.1 ) THEN
  747. CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  748. CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  749. $ INFO )
  750. ELSE IF( IASCL.EQ.2 ) THEN
  751. CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  752. CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  753. $ INFO )
  754. END IF
  755. IF( IBSCL.EQ.1 ) THEN
  756. CALL ZLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  757. ELSE IF( IBSCL.EQ.2 ) THEN
  758. CALL ZLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  759. END IF
  760. 70 CONTINUE
  761. WORK( 1 ) = MAXWRK
  762. RETURN
  763. *
  764. * End of ZGELSS
  765. *
  766. END