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zgelsd.f 23 kB

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  1. *> \brief <b> ZGELSD 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 ZGELSD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgelsd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgelsd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgelsd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  22. * WORK, LWORK, RWORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  26. * DOUBLE PRECISION RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * DOUBLE PRECISION RWORK( * ), S( * )
  31. * COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZGELSD computes the minimum-norm solution to a real linear least
  41. *> squares problem:
  42. *> minimize 2-norm(| b - A*x |)
  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
  49. *> matrix X.
  50. *>
  51. *> The problem is solved in three steps:
  52. *> (1) Reduce the coefficient matrix A to bidiagonal form with
  53. *> Householder transformations, reducing the original problem
  54. *> into a "bidiagonal least squares problem" (BLS)
  55. *> (2) Solve the BLS using a divide and conquer approach.
  56. *> (3) Apply back all the Householder transformations to solve
  57. *> the original least squares problem.
  58. *>
  59. *> The effective rank of A is determined by treating as zero those
  60. *> singular values which are less than RCOND times the largest singular
  61. *> value.
  62. *>
  63. *> The divide and conquer algorithm makes very mild assumptions about
  64. *> floating point arithmetic. It will work on machines with a guard
  65. *> digit in add/subtract, or on those binary machines without guard
  66. *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
  67. *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
  68. *> without guard digits, but we know of none.
  69. *> \endverbatim
  70. *
  71. * Arguments:
  72. * ==========
  73. *
  74. *> \param[in] M
  75. *> \verbatim
  76. *> M is INTEGER
  77. *> The number of rows of the matrix A. M >= 0.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] N
  81. *> \verbatim
  82. *> N is INTEGER
  83. *> The number of columns of the matrix A. N >= 0.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] NRHS
  87. *> \verbatim
  88. *> NRHS is INTEGER
  89. *> The number of right hand sides, i.e., the number of columns
  90. *> of the matrices B and X. NRHS >= 0.
  91. *> \endverbatim
  92. *>
  93. *> \param[in,out] A
  94. *> \verbatim
  95. *> A is COMPLEX*16 array, dimension (LDA,N)
  96. *> On entry, the M-by-N matrix A.
  97. *> On exit, A has been destroyed.
  98. *> \endverbatim
  99. *>
  100. *> \param[in] LDA
  101. *> \verbatim
  102. *> LDA is INTEGER
  103. *> The leading dimension of the array A. LDA >= max(1,M).
  104. *> \endverbatim
  105. *>
  106. *> \param[in,out] B
  107. *> \verbatim
  108. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  109. *> On entry, the M-by-NRHS right hand side matrix B.
  110. *> On exit, B is overwritten by the N-by-NRHS solution matrix X.
  111. *> If m >= n and RANK = n, the residual sum-of-squares for
  112. *> the solution in the i-th column is given by the sum of
  113. *> squares of the modulus of elements n+1:m in that column.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] LDB
  117. *> \verbatim
  118. *> LDB is INTEGER
  119. *> The leading dimension of the array B. LDB >= max(1,M,N).
  120. *> \endverbatim
  121. *>
  122. *> \param[out] S
  123. *> \verbatim
  124. *> S is DOUBLE PRECISION array, dimension (min(M,N))
  125. *> The singular values of A in decreasing order.
  126. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  127. *> \endverbatim
  128. *>
  129. *> \param[in] RCOND
  130. *> \verbatim
  131. *> RCOND is DOUBLE PRECISION
  132. *> RCOND is used to determine the effective rank of A.
  133. *> Singular values S(i) <= RCOND*S(1) are treated as zero.
  134. *> If RCOND < 0, machine precision is used instead.
  135. *> \endverbatim
  136. *>
  137. *> \param[out] RANK
  138. *> \verbatim
  139. *> RANK is INTEGER
  140. *> The effective rank of A, i.e., the number of singular values
  141. *> which are greater than RCOND*S(1).
  142. *> \endverbatim
  143. *>
  144. *> \param[out] WORK
  145. *> \verbatim
  146. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  147. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  148. *> \endverbatim
  149. *>
  150. *> \param[in] LWORK
  151. *> \verbatim
  152. *> LWORK is INTEGER
  153. *> The dimension of the array WORK. LWORK must be at least 1.
  154. *> The exact minimum amount of workspace needed depends on M,
  155. *> N and NRHS. As long as LWORK is at least
  156. *> 2*N + N*NRHS
  157. *> if M is greater than or equal to N or
  158. *> 2*M + M*NRHS
  159. *> if M is less than N, the code will execute correctly.
  160. *> For good performance, LWORK should generally be larger.
  161. *>
  162. *> If LWORK = -1, then a workspace query is assumed; the routine
  163. *> only calculates the optimal size of the array WORK and the
  164. *> minimum sizes of the arrays RWORK and IWORK, and returns
  165. *> these values as the first entries of the WORK, RWORK and
  166. *> IWORK arrays, and no error message related to LWORK is issued
  167. *> by XERBLA.
  168. *> \endverbatim
  169. *>
  170. *> \param[out] RWORK
  171. *> \verbatim
  172. *> RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
  173. *> LRWORK >=
  174. *> 10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
  175. *> MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
  176. *> if M is greater than or equal to N or
  177. *> 10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
  178. *> MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
  179. *> if M is less than N, the code will execute correctly.
  180. *> SMLSIZ is returned by ILAENV and is equal to the maximum
  181. *> size of the subproblems at the bottom of the computation
  182. *> tree (usually about 25), and
  183. *> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
  184. *> On exit, if INFO = 0, RWORK(1) returns the minimum LRWORK.
  185. *> \endverbatim
  186. *>
  187. *> \param[out] IWORK
  188. *> \verbatim
  189. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  190. *> LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
  191. *> where MINMN = MIN( M,N ).
  192. *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
  193. *> \endverbatim
  194. *>
  195. *> \param[out] INFO
  196. *> \verbatim
  197. *> INFO is INTEGER
  198. *> = 0: successful exit
  199. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  200. *> > 0: the algorithm for computing the SVD failed to converge;
  201. *> if INFO = i, i off-diagonal elements of an intermediate
  202. *> bidiagonal form did not converge to zero.
  203. *> \endverbatim
  204. *
  205. * Authors:
  206. * ========
  207. *
  208. *> \author Univ. of Tennessee
  209. *> \author Univ. of California Berkeley
  210. *> \author Univ. of Colorado Denver
  211. *> \author NAG Ltd.
  212. *
  213. *> \ingroup complex16GEsolve
  214. *
  215. *> \par Contributors:
  216. * ==================
  217. *>
  218. *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
  219. *> California at Berkeley, USA \n
  220. *> Osni Marques, LBNL/NERSC, USA \n
  221. *
  222. * =====================================================================
  223. SUBROUTINE ZGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  224. $ WORK, LWORK, RWORK, IWORK, INFO )
  225. *
  226. * -- LAPACK driver routine --
  227. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  228. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  229. *
  230. * .. Scalar Arguments ..
  231. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  232. DOUBLE PRECISION RCOND
  233. * ..
  234. * .. Array Arguments ..
  235. INTEGER IWORK( * )
  236. DOUBLE PRECISION RWORK( * ), S( * )
  237. COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  238. * ..
  239. *
  240. * =====================================================================
  241. *
  242. * .. Parameters ..
  243. DOUBLE PRECISION ZERO, ONE, TWO
  244. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
  245. COMPLEX*16 CZERO
  246. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ) )
  247. * ..
  248. * .. Local Scalars ..
  249. LOGICAL LQUERY
  250. INTEGER IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
  251. $ LDWORK, LIWORK, LRWORK, MAXMN, MAXWRK, MINMN,
  252. $ MINWRK, MM, MNTHR, NLVL, NRWORK, NWORK, SMLSIZ
  253. DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
  254. * ..
  255. * .. External Subroutines ..
  256. EXTERNAL DLABAD, DLASCL, DLASET, XERBLA, ZGEBRD, ZGELQF,
  257. $ ZGEQRF, ZLACPY, ZLALSD, ZLASCL, ZLASET, ZUNMBR,
  258. $ ZUNMLQ, ZUNMQR
  259. * ..
  260. * .. External Functions ..
  261. INTEGER ILAENV
  262. DOUBLE PRECISION DLAMCH, ZLANGE
  263. EXTERNAL ILAENV, DLAMCH, ZLANGE
  264. * ..
  265. * .. Intrinsic Functions ..
  266. INTRINSIC INT, LOG, MAX, MIN, DBLE
  267. * ..
  268. * .. Executable Statements ..
  269. *
  270. * Test the input arguments.
  271. *
  272. INFO = 0
  273. MINMN = MIN( M, N )
  274. MAXMN = MAX( M, N )
  275. LQUERY = ( LWORK.EQ.-1 )
  276. IF( M.LT.0 ) THEN
  277. INFO = -1
  278. ELSE IF( N.LT.0 ) THEN
  279. INFO = -2
  280. ELSE IF( NRHS.LT.0 ) THEN
  281. INFO = -3
  282. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  283. INFO = -5
  284. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  285. INFO = -7
  286. END IF
  287. *
  288. * Compute workspace.
  289. * (Note: Comments in the code beginning "Workspace:" describe the
  290. * minimal amount of workspace needed at that point in the code,
  291. * as well as the preferred amount for good performance.
  292. * NB refers to the optimal block size for the immediately
  293. * following subroutine, as returned by ILAENV.)
  294. *
  295. IF( INFO.EQ.0 ) THEN
  296. MINWRK = 1
  297. MAXWRK = 1
  298. LIWORK = 1
  299. LRWORK = 1
  300. IF( MINMN.GT.0 ) THEN
  301. SMLSIZ = ILAENV( 9, 'ZGELSD', ' ', 0, 0, 0, 0 )
  302. MNTHR = ILAENV( 6, 'ZGELSD', ' ', M, N, NRHS, -1 )
  303. NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ + 1 ) ) /
  304. $ LOG( TWO ) ) + 1, 0 )
  305. LIWORK = 3*MINMN*NLVL + 11*MINMN
  306. MM = M
  307. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  308. *
  309. * Path 1a - overdetermined, with many more rows than
  310. * columns.
  311. *
  312. MM = N
  313. MAXWRK = MAX( MAXWRK, N*ILAENV( 1, 'ZGEQRF', ' ', M, N,
  314. $ -1, -1 ) )
  315. MAXWRK = MAX( MAXWRK, NRHS*ILAENV( 1, 'ZUNMQR', 'LC', M,
  316. $ NRHS, N, -1 ) )
  317. END IF
  318. IF( M.GE.N ) THEN
  319. *
  320. * Path 1 - overdetermined or exactly determined.
  321. *
  322. LRWORK = 10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
  323. $ MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
  324. MAXWRK = MAX( MAXWRK, 2*N + ( MM + N )*ILAENV( 1,
  325. $ 'ZGEBRD', ' ', MM, N, -1, -1 ) )
  326. MAXWRK = MAX( MAXWRK, 2*N + NRHS*ILAENV( 1, 'ZUNMBR',
  327. $ 'QLC', MM, NRHS, N, -1 ) )
  328. MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1,
  329. $ 'ZUNMBR', 'PLN', N, NRHS, N, -1 ) )
  330. MAXWRK = MAX( MAXWRK, 2*N + N*NRHS )
  331. MINWRK = MAX( 2*N + MM, 2*N + N*NRHS )
  332. END IF
  333. IF( N.GT.M ) THEN
  334. LRWORK = 10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
  335. $ MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
  336. IF( N.GE.MNTHR ) THEN
  337. *
  338. * Path 2a - underdetermined, with many more columns
  339. * than rows.
  340. *
  341. MAXWRK = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1,
  342. $ -1 )
  343. MAXWRK = MAX( MAXWRK, M*M + 4*M + 2*M*ILAENV( 1,
  344. $ 'ZGEBRD', ' ', M, M, -1, -1 ) )
  345. MAXWRK = MAX( MAXWRK, M*M + 4*M + NRHS*ILAENV( 1,
  346. $ 'ZUNMBR', 'QLC', M, NRHS, M, -1 ) )
  347. MAXWRK = MAX( MAXWRK, M*M + 4*M + ( M - 1 )*ILAENV( 1,
  348. $ 'ZUNMLQ', 'LC', N, NRHS, M, -1 ) )
  349. IF( NRHS.GT.1 ) THEN
  350. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  351. ELSE
  352. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  353. END IF
  354. MAXWRK = MAX( MAXWRK, M*M + 4*M + M*NRHS )
  355. ! XXX: Ensure the Path 2a case below is triggered. The workspace
  356. ! calculation should use queries for all routines eventually.
  357. MAXWRK = MAX( MAXWRK,
  358. $ 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
  359. ELSE
  360. *
  361. * Path 2 - underdetermined.
  362. *
  363. MAXWRK = 2*M + ( N + M )*ILAENV( 1, 'ZGEBRD', ' ', M,
  364. $ N, -1, -1 )
  365. MAXWRK = MAX( MAXWRK, 2*M + NRHS*ILAENV( 1, 'ZUNMBR',
  366. $ 'QLC', M, NRHS, M, -1 ) )
  367. MAXWRK = MAX( MAXWRK, 2*M + M*ILAENV( 1, 'ZUNMBR',
  368. $ 'PLN', N, NRHS, M, -1 ) )
  369. MAXWRK = MAX( MAXWRK, 2*M + M*NRHS )
  370. END IF
  371. MINWRK = MAX( 2*M + N, 2*M + M*NRHS )
  372. END IF
  373. END IF
  374. MINWRK = MIN( MINWRK, MAXWRK )
  375. WORK( 1 ) = MAXWRK
  376. IWORK( 1 ) = LIWORK
  377. RWORK( 1 ) = LRWORK
  378. *
  379. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  380. INFO = -12
  381. END IF
  382. END IF
  383. *
  384. IF( INFO.NE.0 ) THEN
  385. CALL XERBLA( 'ZGELSD', -INFO )
  386. RETURN
  387. ELSE IF( LQUERY ) THEN
  388. RETURN
  389. END IF
  390. *
  391. * Quick return if possible.
  392. *
  393. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  394. RANK = 0
  395. RETURN
  396. END IF
  397. *
  398. * Get machine parameters.
  399. *
  400. EPS = DLAMCH( 'P' )
  401. SFMIN = DLAMCH( 'S' )
  402. SMLNUM = SFMIN / EPS
  403. BIGNUM = ONE / SMLNUM
  404. CALL DLABAD( SMLNUM, BIGNUM )
  405. *
  406. * Scale A if max entry outside range [SMLNUM,BIGNUM].
  407. *
  408. ANRM = ZLANGE( 'M', M, N, A, LDA, RWORK )
  409. IASCL = 0
  410. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  411. *
  412. * Scale matrix norm up to SMLNUM
  413. *
  414. CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  415. IASCL = 1
  416. ELSE IF( ANRM.GT.BIGNUM ) THEN
  417. *
  418. * Scale matrix norm down to BIGNUM.
  419. *
  420. CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  421. IASCL = 2
  422. ELSE IF( ANRM.EQ.ZERO ) THEN
  423. *
  424. * Matrix all zero. Return zero solution.
  425. *
  426. CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
  427. CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
  428. RANK = 0
  429. GO TO 10
  430. END IF
  431. *
  432. * Scale B if max entry outside range [SMLNUM,BIGNUM].
  433. *
  434. BNRM = ZLANGE( 'M', M, NRHS, B, LDB, RWORK )
  435. IBSCL = 0
  436. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  437. *
  438. * Scale matrix norm up to SMLNUM.
  439. *
  440. CALL ZLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  441. IBSCL = 1
  442. ELSE IF( BNRM.GT.BIGNUM ) THEN
  443. *
  444. * Scale matrix norm down to BIGNUM.
  445. *
  446. CALL ZLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  447. IBSCL = 2
  448. END IF
  449. *
  450. * If M < N make sure B(M+1:N,:) = 0
  451. *
  452. IF( M.LT.N )
  453. $ CALL ZLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
  454. *
  455. * Overdetermined case.
  456. *
  457. IF( M.GE.N ) THEN
  458. *
  459. * Path 1 - overdetermined or exactly determined.
  460. *
  461. MM = M
  462. IF( M.GE.MNTHR ) THEN
  463. *
  464. * Path 1a - overdetermined, with many more rows than columns
  465. *
  466. MM = N
  467. ITAU = 1
  468. NWORK = ITAU + N
  469. *
  470. * Compute A=Q*R.
  471. * (RWorkspace: need N)
  472. * (CWorkspace: need N, prefer N*NB)
  473. *
  474. CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  475. $ LWORK-NWORK+1, INFO )
  476. *
  477. * Multiply B by transpose(Q).
  478. * (RWorkspace: need N)
  479. * (CWorkspace: need NRHS, prefer NRHS*NB)
  480. *
  481. CALL ZUNMQR( 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  482. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  483. *
  484. * Zero out below R.
  485. *
  486. IF( N.GT.1 ) THEN
  487. CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
  488. $ LDA )
  489. END IF
  490. END IF
  491. *
  492. ITAUQ = 1
  493. ITAUP = ITAUQ + N
  494. NWORK = ITAUP + N
  495. IE = 1
  496. NRWORK = IE + N
  497. *
  498. * Bidiagonalize R in A.
  499. * (RWorkspace: need N)
  500. * (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB)
  501. *
  502. CALL ZGEBRD( MM, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  503. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  504. $ INFO )
  505. *
  506. * Multiply B by transpose of left bidiagonalizing vectors of R.
  507. * (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB)
  508. *
  509. CALL ZUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  510. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  511. *
  512. * Solve the bidiagonal least squares problem.
  513. *
  514. CALL ZLALSD( 'U', SMLSIZ, N, NRHS, S, RWORK( IE ), B, LDB,
  515. $ RCOND, RANK, WORK( NWORK ), RWORK( NRWORK ),
  516. $ IWORK, INFO )
  517. IF( INFO.NE.0 ) THEN
  518. GO TO 10
  519. END IF
  520. *
  521. * Multiply B by right bidiagonalizing vectors of R.
  522. *
  523. CALL ZUNMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
  524. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  525. *
  526. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  527. $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
  528. *
  529. * Path 2a - underdetermined, with many more columns than rows
  530. * and sufficient workspace for an efficient algorithm.
  531. *
  532. LDWORK = M
  533. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  534. $ M*LDA+M+M*NRHS ) )LDWORK = LDA
  535. ITAU = 1
  536. NWORK = M + 1
  537. *
  538. * Compute A=L*Q.
  539. * (CWorkspace: need 2*M, prefer M+M*NB)
  540. *
  541. CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  542. $ LWORK-NWORK+1, INFO )
  543. IL = NWORK
  544. *
  545. * Copy L to WORK(IL), zeroing out above its diagonal.
  546. *
  547. CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  548. CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, WORK( IL+LDWORK ),
  549. $ LDWORK )
  550. ITAUQ = IL + LDWORK*M
  551. ITAUP = ITAUQ + M
  552. NWORK = ITAUP + M
  553. IE = 1
  554. NRWORK = IE + M
  555. *
  556. * Bidiagonalize L in WORK(IL).
  557. * (RWorkspace: need M)
  558. * (CWorkspace: need M*M+4*M, prefer M*M+4*M+2*M*NB)
  559. *
  560. CALL ZGEBRD( M, M, WORK( IL ), LDWORK, S, RWORK( IE ),
  561. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  562. $ LWORK-NWORK+1, INFO )
  563. *
  564. * Multiply B by transpose of left bidiagonalizing vectors of L.
  565. * (CWorkspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  566. *
  567. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, M, WORK( IL ), LDWORK,
  568. $ WORK( ITAUQ ), B, LDB, WORK( NWORK ),
  569. $ LWORK-NWORK+1, INFO )
  570. *
  571. * Solve the bidiagonal least squares problem.
  572. *
  573. CALL ZLALSD( 'U', SMLSIZ, M, NRHS, S, RWORK( IE ), B, LDB,
  574. $ RCOND, RANK, WORK( NWORK ), RWORK( NRWORK ),
  575. $ IWORK, INFO )
  576. IF( INFO.NE.0 ) THEN
  577. GO TO 10
  578. END IF
  579. *
  580. * Multiply B by right bidiagonalizing vectors of L.
  581. *
  582. CALL ZUNMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
  583. $ WORK( ITAUP ), B, LDB, WORK( NWORK ),
  584. $ LWORK-NWORK+1, INFO )
  585. *
  586. * Zero out below first M rows of B.
  587. *
  588. CALL ZLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
  589. NWORK = ITAU + M
  590. *
  591. * Multiply transpose(Q) by B.
  592. * (CWorkspace: need NRHS, prefer NRHS*NB)
  593. *
  594. CALL ZUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  595. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  596. *
  597. ELSE
  598. *
  599. * Path 2 - remaining underdetermined cases.
  600. *
  601. ITAUQ = 1
  602. ITAUP = ITAUQ + M
  603. NWORK = ITAUP + M
  604. IE = 1
  605. NRWORK = IE + M
  606. *
  607. * Bidiagonalize A.
  608. * (RWorkspace: need M)
  609. * (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB)
  610. *
  611. CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  612. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  613. $ INFO )
  614. *
  615. * Multiply B by transpose of left bidiagonalizing vectors.
  616. * (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB)
  617. *
  618. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  619. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  620. *
  621. * Solve the bidiagonal least squares problem.
  622. *
  623. CALL ZLALSD( 'L', SMLSIZ, M, NRHS, S, RWORK( IE ), B, LDB,
  624. $ RCOND, RANK, WORK( NWORK ), RWORK( NRWORK ),
  625. $ IWORK, INFO )
  626. IF( INFO.NE.0 ) THEN
  627. GO TO 10
  628. END IF
  629. *
  630. * Multiply B by right bidiagonalizing vectors of A.
  631. *
  632. CALL ZUNMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
  633. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  634. *
  635. END IF
  636. *
  637. * Undo scaling.
  638. *
  639. IF( IASCL.EQ.1 ) THEN
  640. CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  641. CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  642. $ INFO )
  643. ELSE IF( IASCL.EQ.2 ) THEN
  644. CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  645. CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  646. $ INFO )
  647. END IF
  648. IF( IBSCL.EQ.1 ) THEN
  649. CALL ZLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  650. ELSE IF( IBSCL.EQ.2 ) THEN
  651. CALL ZLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  652. END IF
  653. *
  654. 10 CONTINUE
  655. WORK( 1 ) = MAXWRK
  656. IWORK( 1 ) = LIWORK
  657. RWORK( 1 ) = LRWORK
  658. RETURN
  659. *
  660. * End of ZGELSD
  661. *
  662. END