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cgelss.f 26 kB

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  1. *> \brief <b> CGELSS 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 CGELSS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgelss.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgelss.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgelss.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGELSS( 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. * REAL RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL RWORK( * ), S( * )
  30. * COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CGELSS 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 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 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 REAL 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 REAL
  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 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 REAL 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. *> \date June 2016
  174. *
  175. *> \ingroup complexGEsolve
  176. *
  177. * =====================================================================
  178. SUBROUTINE CGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  179. $ WORK, LWORK, RWORK, INFO )
  180. *
  181. * -- LAPACK driver routine (version 3.7.0) --
  182. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  183. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  184. * June 2016
  185. *
  186. * .. Scalar Arguments ..
  187. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  188. REAL RCOND
  189. * ..
  190. * .. Array Arguments ..
  191. REAL RWORK( * ), S( * )
  192. COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
  193. * ..
  194. *
  195. * =====================================================================
  196. *
  197. * .. Parameters ..
  198. REAL ZERO, ONE
  199. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  200. COMPLEX CZERO, CONE
  201. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  202. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  203. * ..
  204. * .. Local Scalars ..
  205. LOGICAL LQUERY
  206. INTEGER BL, CHUNK, I, IASCL, IBSCL, IE, IL, IRWORK,
  207. $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
  208. $ MAXWRK, MINMN, MINWRK, MM, MNTHR
  209. INTEGER LWORK_CGEQRF, LWORK_CUNMQR, LWORK_CGEBRD,
  210. $ LWORK_CUNMBR, LWORK_CUNGBR, LWORK_CUNMLQ,
  211. $ LWORK_CGELQF
  212. REAL ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
  213. * ..
  214. * .. Local Arrays ..
  215. COMPLEX DUM( 1 )
  216. * ..
  217. * .. External Subroutines ..
  218. EXTERNAL CBDSQR, CCOPY, CGEBRD, CGELQF, CGEMM, CGEMV,
  219. $ CGEQRF, CLACPY, CLASCL, CLASET, CSRSCL, CUNGBR,
  220. $ CUNMBR, CUNMLQ, CUNMQR, SLABAD, SLASCL, SLASET,
  221. $ XERBLA
  222. * ..
  223. * .. External Functions ..
  224. INTEGER ILAENV
  225. REAL CLANGE, SLAMCH
  226. EXTERNAL ILAENV, CLANGE, SLAMCH
  227. * ..
  228. * .. Intrinsic Functions ..
  229. INTRINSIC MAX, MIN
  230. * ..
  231. * .. Executable Statements ..
  232. *
  233. * Test the input arguments
  234. *
  235. INFO = 0
  236. MINMN = MIN( M, N )
  237. MAXMN = MAX( M, N )
  238. LQUERY = ( LWORK.EQ.-1 )
  239. IF( M.LT.0 ) THEN
  240. INFO = -1
  241. ELSE IF( N.LT.0 ) THEN
  242. INFO = -2
  243. ELSE IF( NRHS.LT.0 ) THEN
  244. INFO = -3
  245. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  246. INFO = -5
  247. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  248. INFO = -7
  249. END IF
  250. *
  251. * Compute workspace
  252. * (Note: Comments in the code beginning "Workspace:" describe the
  253. * minimal amount of workspace needed at that point in the code,
  254. * as well as the preferred amount for good performance.
  255. * CWorkspace refers to complex workspace, and RWorkspace refers
  256. * to real workspace. NB refers to the optimal block size for the
  257. * immediately following subroutine, as returned by ILAENV.)
  258. *
  259. IF( INFO.EQ.0 ) THEN
  260. MINWRK = 1
  261. MAXWRK = 1
  262. IF( MINMN.GT.0 ) THEN
  263. MM = M
  264. MNTHR = ILAENV( 6, 'CGELSS', ' ', M, N, NRHS, -1 )
  265. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  266. *
  267. * Path 1a - overdetermined, with many more rows than
  268. * columns
  269. *
  270. * Compute space needed for CGEQRF
  271. CALL CGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, INFO )
  272. LWORK_CGEQRF=DUM(1)
  273. * Compute space needed for CUNMQR
  274. CALL CUNMQR( 'L', 'C', M, NRHS, N, A, LDA, DUM(1), B,
  275. $ LDB, DUM(1), -1, INFO )
  276. LWORK_CUNMQR=DUM(1)
  277. MM = N
  278. MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'CGEQRF', ' ', M,
  279. $ N, -1, -1 ) )
  280. MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'CUNMQR', 'LC',
  281. $ M, NRHS, N, -1 ) )
  282. END IF
  283. IF( M.GE.N ) THEN
  284. *
  285. * Path 1 - overdetermined or exactly determined
  286. *
  287. * Compute space needed for CGEBRD
  288. CALL CGEBRD( MM, N, A, LDA, S, S, DUM(1), DUM(1), DUM(1),
  289. $ -1, INFO )
  290. LWORK_CGEBRD=DUM(1)
  291. * Compute space needed for CUNMBR
  292. CALL CUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, DUM(1),
  293. $ B, LDB, DUM(1), -1, INFO )
  294. LWORK_CUNMBR=DUM(1)
  295. * Compute space needed for CUNGBR
  296. CALL CUNGBR( 'P', N, N, N, A, LDA, DUM(1),
  297. $ DUM(1), -1, INFO )
  298. LWORK_CUNGBR=DUM(1)
  299. * Compute total workspace needed
  300. MAXWRK = MAX( MAXWRK, 2*N + LWORK_CGEBRD )
  301. MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNMBR )
  302. MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNGBR )
  303. MAXWRK = MAX( MAXWRK, N*NRHS )
  304. MINWRK = 2*N + MAX( NRHS, M )
  305. END IF
  306. IF( N.GT.M ) THEN
  307. MINWRK = 2*M + MAX( NRHS, N )
  308. IF( N.GE.MNTHR ) THEN
  309. *
  310. * Path 2a - underdetermined, with many more columns
  311. * than rows
  312. *
  313. * Compute space needed for CGELQF
  314. CALL CGELQF( M, N, A, LDA, DUM(1), DUM(1),
  315. $ -1, INFO )
  316. LWORK_CGELQF=DUM(1)
  317. * Compute space needed for CGEBRD
  318. CALL CGEBRD( M, M, A, LDA, S, S, DUM(1), DUM(1),
  319. $ DUM(1), -1, INFO )
  320. LWORK_CGEBRD=DUM(1)
  321. * Compute space needed for CUNMBR
  322. CALL CUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA,
  323. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  324. LWORK_CUNMBR=DUM(1)
  325. * Compute space needed for CUNGBR
  326. CALL CUNGBR( 'P', M, M, M, A, LDA, DUM(1),
  327. $ DUM(1), -1, INFO )
  328. LWORK_CUNGBR=DUM(1)
  329. * Compute space needed for CUNMLQ
  330. CALL CUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, DUM(1),
  331. $ B, LDB, DUM(1), -1, INFO )
  332. LWORK_CUNMLQ=DUM(1)
  333. * Compute total workspace needed
  334. MAXWRK = M + LWORK_CGELQF
  335. MAXWRK = MAX( MAXWRK, 3*M + M*M + LWORK_CGEBRD )
  336. MAXWRK = MAX( MAXWRK, 3*M + M*M + LWORK_CUNMBR )
  337. MAXWRK = MAX( MAXWRK, 3*M + M*M + LWORK_CUNGBR )
  338. IF( NRHS.GT.1 ) THEN
  339. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  340. ELSE
  341. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  342. END IF
  343. MAXWRK = MAX( MAXWRK, M + LWORK_CUNMLQ )
  344. ELSE
  345. *
  346. * Path 2 - underdetermined
  347. *
  348. * Compute space needed for CGEBRD
  349. CALL CGEBRD( M, N, A, LDA, S, S, DUM(1), DUM(1),
  350. $ DUM(1), -1, INFO )
  351. LWORK_CGEBRD=DUM(1)
  352. * Compute space needed for CUNMBR
  353. CALL CUNMBR( 'Q', 'L', 'C', M, NRHS, M, A, LDA,
  354. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  355. LWORK_CUNMBR=DUM(1)
  356. * Compute space needed for CUNGBR
  357. CALL CUNGBR( 'P', M, N, M, A, LDA, DUM(1),
  358. $ DUM(1), -1, INFO )
  359. LWORK_CUNGBR=DUM(1)
  360. MAXWRK = 2*M + LWORK_CGEBRD
  361. MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNMBR )
  362. MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNGBR )
  363. MAXWRK = MAX( MAXWRK, N*NRHS )
  364. END IF
  365. END IF
  366. MAXWRK = MAX( MINWRK, MAXWRK )
  367. END IF
  368. WORK( 1 ) = MAXWRK
  369. *
  370. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
  371. $ INFO = -12
  372. END IF
  373. *
  374. IF( INFO.NE.0 ) THEN
  375. CALL XERBLA( 'CGELSS', -INFO )
  376. RETURN
  377. ELSE IF( LQUERY ) THEN
  378. RETURN
  379. END IF
  380. *
  381. * Quick return if possible
  382. *
  383. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  384. RANK = 0
  385. RETURN
  386. END IF
  387. *
  388. * Get machine parameters
  389. *
  390. EPS = SLAMCH( 'P' )
  391. SFMIN = SLAMCH( 'S' )
  392. SMLNUM = SFMIN / EPS
  393. BIGNUM = ONE / SMLNUM
  394. CALL SLABAD( SMLNUM, BIGNUM )
  395. *
  396. * Scale A if max element outside range [SMLNUM,BIGNUM]
  397. *
  398. ANRM = CLANGE( 'M', M, N, A, LDA, RWORK )
  399. IASCL = 0
  400. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  401. *
  402. * Scale matrix norm up to SMLNUM
  403. *
  404. CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  405. IASCL = 1
  406. ELSE IF( ANRM.GT.BIGNUM ) THEN
  407. *
  408. * Scale matrix norm down to BIGNUM
  409. *
  410. CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  411. IASCL = 2
  412. ELSE IF( ANRM.EQ.ZERO ) THEN
  413. *
  414. * Matrix all zero. Return zero solution.
  415. *
  416. CALL CLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
  417. CALL SLASET( 'F', MINMN, 1, ZERO, ZERO, S, MINMN )
  418. RANK = 0
  419. GO TO 70
  420. END IF
  421. *
  422. * Scale B if max element outside range [SMLNUM,BIGNUM]
  423. *
  424. BNRM = CLANGE( 'M', M, NRHS, B, LDB, RWORK )
  425. IBSCL = 0
  426. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  427. *
  428. * Scale matrix norm up to SMLNUM
  429. *
  430. CALL CLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  431. IBSCL = 1
  432. ELSE IF( BNRM.GT.BIGNUM ) THEN
  433. *
  434. * Scale matrix norm down to BIGNUM
  435. *
  436. CALL CLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  437. IBSCL = 2
  438. END IF
  439. *
  440. * Overdetermined case
  441. *
  442. IF( M.GE.N ) THEN
  443. *
  444. * Path 1 - overdetermined or exactly determined
  445. *
  446. MM = M
  447. IF( M.GE.MNTHR ) THEN
  448. *
  449. * Path 1a - overdetermined, with many more rows than columns
  450. *
  451. MM = N
  452. ITAU = 1
  453. IWORK = ITAU + N
  454. *
  455. * Compute A=Q*R
  456. * (CWorkspace: need 2*N, prefer N+N*NB)
  457. * (RWorkspace: none)
  458. *
  459. CALL CGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  460. $ LWORK-IWORK+1, INFO )
  461. *
  462. * Multiply B by transpose(Q)
  463. * (CWorkspace: need N+NRHS, prefer N+NRHS*NB)
  464. * (RWorkspace: none)
  465. *
  466. CALL CUNMQR( 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  467. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  468. *
  469. * Zero out below R
  470. *
  471. IF( N.GT.1 )
  472. $ CALL CLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
  473. $ LDA )
  474. END IF
  475. *
  476. IE = 1
  477. ITAUQ = 1
  478. ITAUP = ITAUQ + N
  479. IWORK = ITAUP + N
  480. *
  481. * Bidiagonalize R in A
  482. * (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB)
  483. * (RWorkspace: need N)
  484. *
  485. CALL CGEBRD( MM, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  486. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  487. $ INFO )
  488. *
  489. * Multiply B by transpose of left bidiagonalizing vectors of R
  490. * (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB)
  491. * (RWorkspace: none)
  492. *
  493. CALL CUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  494. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  495. *
  496. * Generate right bidiagonalizing vectors of R in A
  497. * (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
  498. * (RWorkspace: none)
  499. *
  500. CALL CUNGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  501. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  502. IRWORK = IE + N
  503. *
  504. * Perform bidiagonal QR iteration
  505. * multiply B by transpose of left singular vectors
  506. * compute right singular vectors in A
  507. * (CWorkspace: none)
  508. * (RWorkspace: need BDSPAC)
  509. *
  510. CALL CBDSQR( 'U', N, N, 0, NRHS, S, RWORK( IE ), A, LDA, DUM,
  511. $ 1, B, LDB, RWORK( IRWORK ), INFO )
  512. IF( INFO.NE.0 )
  513. $ GO TO 70
  514. *
  515. * Multiply B by reciprocals of singular values
  516. *
  517. THR = MAX( RCOND*S( 1 ), SFMIN )
  518. IF( RCOND.LT.ZERO )
  519. $ THR = MAX( EPS*S( 1 ), SFMIN )
  520. RANK = 0
  521. DO 10 I = 1, N
  522. IF( S( I ).GT.THR ) THEN
  523. CALL CSRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  524. RANK = RANK + 1
  525. ELSE
  526. CALL CLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  527. END IF
  528. 10 CONTINUE
  529. *
  530. * Multiply B by right singular vectors
  531. * (CWorkspace: need N, prefer N*NRHS)
  532. * (RWorkspace: none)
  533. *
  534. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  535. CALL CGEMM( 'C', 'N', N, NRHS, N, CONE, A, LDA, B, LDB,
  536. $ CZERO, WORK, LDB )
  537. CALL CLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  538. ELSE IF( NRHS.GT.1 ) THEN
  539. CHUNK = LWORK / N
  540. DO 20 I = 1, NRHS, CHUNK
  541. BL = MIN( NRHS-I+1, CHUNK )
  542. CALL CGEMM( 'C', 'N', N, BL, N, CONE, A, LDA, B( 1, I ),
  543. $ LDB, CZERO, WORK, N )
  544. CALL CLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
  545. 20 CONTINUE
  546. ELSE
  547. CALL CGEMV( 'C', N, N, CONE, A, LDA, B, 1, CZERO, WORK, 1 )
  548. CALL CCOPY( N, WORK, 1, B, 1 )
  549. END IF
  550. *
  551. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.3*M+M*M+MAX( M, NRHS, N-2*M ) )
  552. $ THEN
  553. *
  554. * Underdetermined case, M much less than N
  555. *
  556. * Path 2a - underdetermined, with many more columns than rows
  557. * and sufficient workspace for an efficient algorithm
  558. *
  559. LDWORK = M
  560. IF( LWORK.GE.3*M+M*LDA+MAX( M, NRHS, N-2*M ) )
  561. $ LDWORK = LDA
  562. ITAU = 1
  563. IWORK = M + 1
  564. *
  565. * Compute A=L*Q
  566. * (CWorkspace: need 2*M, prefer M+M*NB)
  567. * (RWorkspace: none)
  568. *
  569. CALL CGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  570. $ LWORK-IWORK+1, INFO )
  571. IL = IWORK
  572. *
  573. * Copy L to WORK(IL), zeroing out above it
  574. *
  575. CALL CLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  576. CALL CLASET( 'U', M-1, M-1, CZERO, CZERO, WORK( IL+LDWORK ),
  577. $ LDWORK )
  578. IE = 1
  579. ITAUQ = IL + LDWORK*M
  580. ITAUP = ITAUQ + M
  581. IWORK = ITAUP + M
  582. *
  583. * Bidiagonalize L in WORK(IL)
  584. * (CWorkspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
  585. * (RWorkspace: need M)
  586. *
  587. CALL CGEBRD( M, M, WORK( IL ), LDWORK, S, RWORK( IE ),
  588. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
  589. $ LWORK-IWORK+1, INFO )
  590. *
  591. * Multiply B by transpose of left bidiagonalizing vectors of L
  592. * (CWorkspace: need M*M+3*M+NRHS, prefer M*M+3*M+NRHS*NB)
  593. * (RWorkspace: none)
  594. *
  595. CALL CUNMBR( 'Q', 'L', 'C', M, NRHS, M, WORK( IL ), LDWORK,
  596. $ WORK( ITAUQ ), B, LDB, WORK( IWORK ),
  597. $ LWORK-IWORK+1, INFO )
  598. *
  599. * Generate right bidiagonalizing vectors of R in WORK(IL)
  600. * (CWorkspace: need M*M+4*M-1, prefer M*M+3*M+(M-1)*NB)
  601. * (RWorkspace: none)
  602. *
  603. CALL CUNGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
  604. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  605. IRWORK = IE + M
  606. *
  607. * Perform bidiagonal QR iteration, computing right singular
  608. * vectors of L in WORK(IL) and multiplying B by transpose of
  609. * left singular vectors
  610. * (CWorkspace: need M*M)
  611. * (RWorkspace: need BDSPAC)
  612. *
  613. CALL CBDSQR( 'U', M, M, 0, NRHS, S, RWORK( IE ), WORK( IL ),
  614. $ LDWORK, A, LDA, B, LDB, RWORK( IRWORK ), INFO )
  615. IF( INFO.NE.0 )
  616. $ GO TO 70
  617. *
  618. * Multiply B by reciprocals of singular values
  619. *
  620. THR = MAX( RCOND*S( 1 ), SFMIN )
  621. IF( RCOND.LT.ZERO )
  622. $ THR = MAX( EPS*S( 1 ), SFMIN )
  623. RANK = 0
  624. DO 30 I = 1, M
  625. IF( S( I ).GT.THR ) THEN
  626. CALL CSRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  627. RANK = RANK + 1
  628. ELSE
  629. CALL CLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  630. END IF
  631. 30 CONTINUE
  632. IWORK = IL + M*LDWORK
  633. *
  634. * Multiply B by right singular vectors of L in WORK(IL)
  635. * (CWorkspace: need M*M+2*M, prefer M*M+M+M*NRHS)
  636. * (RWorkspace: none)
  637. *
  638. IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
  639. CALL CGEMM( 'C', 'N', M, NRHS, M, CONE, WORK( IL ), LDWORK,
  640. $ B, LDB, CZERO, WORK( IWORK ), LDB )
  641. CALL CLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
  642. ELSE IF( NRHS.GT.1 ) THEN
  643. CHUNK = ( LWORK-IWORK+1 ) / M
  644. DO 40 I = 1, NRHS, CHUNK
  645. BL = MIN( NRHS-I+1, CHUNK )
  646. CALL CGEMM( 'C', 'N', M, BL, M, CONE, WORK( IL ), LDWORK,
  647. $ B( 1, I ), LDB, CZERO, WORK( IWORK ), M )
  648. CALL CLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
  649. $ LDB )
  650. 40 CONTINUE
  651. ELSE
  652. CALL CGEMV( 'C', M, M, CONE, WORK( IL ), LDWORK, B( 1, 1 ),
  653. $ 1, CZERO, WORK( IWORK ), 1 )
  654. CALL CCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
  655. END IF
  656. *
  657. * Zero out below first M rows of B
  658. *
  659. CALL CLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
  660. IWORK = ITAU + M
  661. *
  662. * Multiply transpose(Q) by B
  663. * (CWorkspace: need M+NRHS, prefer M+NHRS*NB)
  664. * (RWorkspace: none)
  665. *
  666. CALL CUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  667. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  668. *
  669. ELSE
  670. *
  671. * Path 2 - remaining underdetermined cases
  672. *
  673. IE = 1
  674. ITAUQ = 1
  675. ITAUP = ITAUQ + M
  676. IWORK = ITAUP + M
  677. *
  678. * Bidiagonalize A
  679. * (CWorkspace: need 3*M, prefer 2*M+(M+N)*NB)
  680. * (RWorkspace: need N)
  681. *
  682. CALL CGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  683. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  684. $ INFO )
  685. *
  686. * Multiply B by transpose of left bidiagonalizing vectors
  687. * (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB)
  688. * (RWorkspace: none)
  689. *
  690. CALL CUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  691. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  692. *
  693. * Generate right bidiagonalizing vectors in A
  694. * (CWorkspace: need 3*M, prefer 2*M+M*NB)
  695. * (RWorkspace: none)
  696. *
  697. CALL CUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  698. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  699. IRWORK = IE + M
  700. *
  701. * Perform bidiagonal QR iteration,
  702. * computing right singular vectors of A in A and
  703. * multiplying B by transpose of left singular vectors
  704. * (CWorkspace: none)
  705. * (RWorkspace: need BDSPAC)
  706. *
  707. CALL CBDSQR( 'L', M, N, 0, NRHS, S, RWORK( IE ), A, LDA, DUM,
  708. $ 1, B, LDB, RWORK( IRWORK ), INFO )
  709. IF( INFO.NE.0 )
  710. $ GO TO 70
  711. *
  712. * Multiply B by reciprocals of singular values
  713. *
  714. THR = MAX( RCOND*S( 1 ), SFMIN )
  715. IF( RCOND.LT.ZERO )
  716. $ THR = MAX( EPS*S( 1 ), SFMIN )
  717. RANK = 0
  718. DO 50 I = 1, M
  719. IF( S( I ).GT.THR ) THEN
  720. CALL CSRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  721. RANK = RANK + 1
  722. ELSE
  723. CALL CLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  724. END IF
  725. 50 CONTINUE
  726. *
  727. * Multiply B by right singular vectors of A
  728. * (CWorkspace: need N, prefer N*NRHS)
  729. * (RWorkspace: none)
  730. *
  731. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  732. CALL CGEMM( 'C', 'N', N, NRHS, M, CONE, A, LDA, B, LDB,
  733. $ CZERO, WORK, LDB )
  734. CALL CLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  735. ELSE IF( NRHS.GT.1 ) THEN
  736. CHUNK = LWORK / N
  737. DO 60 I = 1, NRHS, CHUNK
  738. BL = MIN( NRHS-I+1, CHUNK )
  739. CALL CGEMM( 'C', 'N', N, BL, M, CONE, A, LDA, B( 1, I ),
  740. $ LDB, CZERO, WORK, N )
  741. CALL CLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
  742. 60 CONTINUE
  743. ELSE
  744. CALL CGEMV( 'C', M, N, CONE, A, LDA, B, 1, CZERO, WORK, 1 )
  745. CALL CCOPY( N, WORK, 1, B, 1 )
  746. END IF
  747. END IF
  748. *
  749. * Undo scaling
  750. *
  751. IF( IASCL.EQ.1 ) THEN
  752. CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  753. CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  754. $ INFO )
  755. ELSE IF( IASCL.EQ.2 ) THEN
  756. CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  757. CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  758. $ INFO )
  759. END IF
  760. IF( IBSCL.EQ.1 ) THEN
  761. CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  762. ELSE IF( IBSCL.EQ.2 ) THEN
  763. CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  764. END IF
  765. 70 CONTINUE
  766. WORK( 1 ) = MAXWRK
  767. RETURN
  768. *
  769. * End of CGELSS
  770. *
  771. END