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dgelsd.f 21 kB

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  1. *> \brief <b> DGELSD 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 DGELSD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgelsd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgelsd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgelsd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  22. * WORK, LWORK, 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 A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> DGELSD 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. *> \endverbatim
  63. *
  64. * Arguments:
  65. * ==========
  66. *
  67. *> \param[in] M
  68. *> \verbatim
  69. *> M is INTEGER
  70. *> The number of rows of A. M >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] N
  74. *> \verbatim
  75. *> N is INTEGER
  76. *> The number of columns of A. N >= 0.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] NRHS
  80. *> \verbatim
  81. *> NRHS is INTEGER
  82. *> The number of right hand sides, i.e., the number of columns
  83. *> of the matrices B and X. NRHS >= 0.
  84. *> \endverbatim
  85. *>
  86. *> \param[in,out] A
  87. *> \verbatim
  88. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  89. *> On entry, the M-by-N matrix A.
  90. *> On exit, A has been destroyed.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDA
  94. *> \verbatim
  95. *> LDA is INTEGER
  96. *> The leading dimension of the array A. LDA >= max(1,M).
  97. *> \endverbatim
  98. *>
  99. *> \param[in,out] B
  100. *> \verbatim
  101. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  102. *> On entry, the M-by-NRHS right hand side matrix B.
  103. *> On exit, B is overwritten by the N-by-NRHS solution
  104. *> matrix X. If m >= n and RANK = n, the residual
  105. *> sum-of-squares for the solution in the i-th column is given
  106. *> by the sum of squares of elements n+1:m in that column.
  107. *> \endverbatim
  108. *>
  109. *> \param[in] LDB
  110. *> \verbatim
  111. *> LDB is INTEGER
  112. *> The leading dimension of the array B. LDB >= max(1,max(M,N)).
  113. *> \endverbatim
  114. *>
  115. *> \param[out] S
  116. *> \verbatim
  117. *> S is DOUBLE PRECISION array, dimension (min(M,N))
  118. *> The singular values of A in decreasing order.
  119. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  120. *> \endverbatim
  121. *>
  122. *> \param[in] RCOND
  123. *> \verbatim
  124. *> RCOND is DOUBLE PRECISION
  125. *> RCOND is used to determine the effective rank of A.
  126. *> Singular values S(i) <= RCOND*S(1) are treated as zero.
  127. *> If RCOND < 0, machine precision is used instead.
  128. *> \endverbatim
  129. *>
  130. *> \param[out] RANK
  131. *> \verbatim
  132. *> RANK is INTEGER
  133. *> The effective rank of A, i.e., the number of singular values
  134. *> which are greater than RCOND*S(1).
  135. *> \endverbatim
  136. *>
  137. *> \param[out] WORK
  138. *> \verbatim
  139. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  140. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  141. *> \endverbatim
  142. *>
  143. *> \param[in] LWORK
  144. *> \verbatim
  145. *> LWORK is INTEGER
  146. *> The dimension of the array WORK. LWORK must be at least 1.
  147. *> The exact minimum amount of workspace needed depends on M,
  148. *> N and NRHS. As long as LWORK is at least
  149. *> 12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,
  150. *> if M is greater than or equal to N or
  151. *> 12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,
  152. *> if M is less than N, the code will execute correctly.
  153. *> SMLSIZ is returned by ILAENV and is equal to the maximum
  154. *> size of the subproblems at the bottom of the computation
  155. *> tree (usually about 25), and
  156. *> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
  157. *> For good performance, LWORK should generally be larger.
  158. *>
  159. *> If LWORK = -1, then a workspace query is assumed; the routine
  160. *> only calculates the optimal size of the WORK array, returns
  161. *> this value as the first entry of the WORK array, and no error
  162. *> message related to LWORK is issued by XERBLA.
  163. *> \endverbatim
  164. *>
  165. *> \param[out] IWORK
  166. *> \verbatim
  167. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  168. *> LIWORK >= max(1, 3 * MINMN * NLVL + 11 * MINMN),
  169. *> where MINMN = MIN( M,N ).
  170. *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
  171. *> \endverbatim
  172. *>
  173. *> \param[out] INFO
  174. *> \verbatim
  175. *> INFO is INTEGER
  176. *> = 0: successful exit
  177. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  178. *> > 0: the algorithm for computing the SVD failed to converge;
  179. *> if INFO = i, i off-diagonal elements of an intermediate
  180. *> bidiagonal form did not converge to zero.
  181. *> \endverbatim
  182. *
  183. * Authors:
  184. * ========
  185. *
  186. *> \author Univ. of Tennessee
  187. *> \author Univ. of California Berkeley
  188. *> \author Univ. of Colorado Denver
  189. *> \author NAG Ltd.
  190. *
  191. *> \ingroup doubleGEsolve
  192. *
  193. *> \par Contributors:
  194. * ==================
  195. *>
  196. *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
  197. *> California at Berkeley, USA \n
  198. *> Osni Marques, LBNL/NERSC, USA \n
  199. *
  200. * =====================================================================
  201. SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  202. $ WORK, LWORK, IWORK, INFO )
  203. *
  204. * -- LAPACK driver routine --
  205. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  206. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  207. *
  208. * .. Scalar Arguments ..
  209. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  210. DOUBLE PRECISION RCOND
  211. * ..
  212. * .. Array Arguments ..
  213. INTEGER IWORK( * )
  214. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  215. * ..
  216. *
  217. * =====================================================================
  218. *
  219. * .. Parameters ..
  220. DOUBLE PRECISION ZERO, ONE, TWO
  221. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
  222. * ..
  223. * .. Local Scalars ..
  224. LOGICAL LQUERY
  225. INTEGER IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
  226. $ LDWORK, LIWORK, MAXMN, MAXWRK, MINMN, MINWRK,
  227. $ MM, MNTHR, NLVL, NWORK, SMLSIZ, WLALSD
  228. DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
  229. * ..
  230. * .. External Subroutines ..
  231. EXTERNAL DGEBRD, DGELQF, DGEQRF, DLABAD, DLACPY, DLALSD,
  232. $ DLASCL, DLASET, DORMBR, DORMLQ, DORMQR, XERBLA
  233. * ..
  234. * .. External Functions ..
  235. INTEGER ILAENV
  236. DOUBLE PRECISION DLAMCH, DLANGE
  237. EXTERNAL ILAENV, DLAMCH, DLANGE
  238. * ..
  239. * .. Intrinsic Functions ..
  240. INTRINSIC DBLE, INT, LOG, MAX, MIN
  241. * ..
  242. * .. Executable Statements ..
  243. *
  244. * Test the input arguments.
  245. *
  246. INFO = 0
  247. MINMN = MIN( M, N )
  248. MAXMN = MAX( M, N )
  249. MNTHR = ILAENV( 6, 'DGELSD', ' ', M, N, NRHS, -1 )
  250. LQUERY = ( LWORK.EQ.-1 )
  251. IF( M.LT.0 ) THEN
  252. INFO = -1
  253. ELSE IF( N.LT.0 ) THEN
  254. INFO = -2
  255. ELSE IF( NRHS.LT.0 ) THEN
  256. INFO = -3
  257. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  258. INFO = -5
  259. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  260. INFO = -7
  261. END IF
  262. *
  263. SMLSIZ = ILAENV( 9, 'DGELSD', ' ', 0, 0, 0, 0 )
  264. *
  265. * Compute workspace.
  266. * (Note: Comments in the code beginning "Workspace:" describe the
  267. * minimal amount of workspace needed at that point in the code,
  268. * as well as the preferred amount for good performance.
  269. * NB refers to the optimal block size for the immediately
  270. * following subroutine, as returned by ILAENV.)
  271. *
  272. MINWRK = 1
  273. LIWORK = 1
  274. MINMN = MAX( 1, MINMN )
  275. NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ+1 ) ) /
  276. $ LOG( TWO ) ) + 1, 0 )
  277. *
  278. IF( INFO.EQ.0 ) THEN
  279. MAXWRK = 0
  280. LIWORK = 3*MINMN*NLVL + 11*MINMN
  281. MM = M
  282. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  283. *
  284. * Path 1a - overdetermined, with many more rows than columns.
  285. *
  286. MM = N
  287. MAXWRK = MAX( MAXWRK, N+N*ILAENV( 1, 'DGEQRF', ' ', M, N,
  288. $ -1, -1 ) )
  289. MAXWRK = MAX( MAXWRK, N+NRHS*
  290. $ ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N, -1 ) )
  291. END IF
  292. IF( M.GE.N ) THEN
  293. *
  294. * Path 1 - overdetermined or exactly determined.
  295. *
  296. MAXWRK = MAX( MAXWRK, 3*N+( MM+N )*
  297. $ ILAENV( 1, 'DGEBRD', ' ', MM, N, -1, -1 ) )
  298. MAXWRK = MAX( MAXWRK, 3*N+NRHS*
  299. $ ILAENV( 1, 'DORMBR', 'QLT', MM, NRHS, N, -1 ) )
  300. MAXWRK = MAX( MAXWRK, 3*N+( N-1 )*
  301. $ ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, N, -1 ) )
  302. WLALSD = 9*N+2*N*SMLSIZ+8*N*NLVL+N*NRHS+(SMLSIZ+1)**2
  303. MAXWRK = MAX( MAXWRK, 3*N+WLALSD )
  304. MINWRK = MAX( 3*N+MM, 3*N+NRHS, 3*N+WLALSD )
  305. END IF
  306. IF( N.GT.M ) THEN
  307. WLALSD = 9*M+2*M*SMLSIZ+8*M*NLVL+M*NRHS+(SMLSIZ+1)**2
  308. IF( N.GE.MNTHR ) THEN
  309. *
  310. * Path 2a - underdetermined, with many more columns
  311. * than rows.
  312. *
  313. MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
  314. MAXWRK = MAX( MAXWRK, M*M+4*M+2*M*
  315. $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
  316. MAXWRK = MAX( MAXWRK, M*M+4*M+NRHS*
  317. $ ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, M, -1 ) )
  318. MAXWRK = MAX( MAXWRK, M*M+4*M+( M-1 )*
  319. $ ILAENV( 1, 'DORMBR', 'PLN', M, NRHS, M, -1 ) )
  320. IF( NRHS.GT.1 ) THEN
  321. MAXWRK = MAX( MAXWRK, M*M+M+M*NRHS )
  322. ELSE
  323. MAXWRK = MAX( MAXWRK, M*M+2*M )
  324. END IF
  325. MAXWRK = MAX( MAXWRK, M+NRHS*
  326. $ ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M, -1 ) )
  327. MAXWRK = MAX( MAXWRK, M*M+4*M+WLALSD )
  328. ! XXX: Ensure the Path 2a case below is triggered. The workspace
  329. ! calculation should use queries for all routines eventually.
  330. MAXWRK = MAX( MAXWRK,
  331. $ 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
  332. ELSE
  333. *
  334. * Path 2 - remaining underdetermined cases.
  335. *
  336. MAXWRK = 3*M + ( N+M )*ILAENV( 1, 'DGEBRD', ' ', M, N,
  337. $ -1, -1 )
  338. MAXWRK = MAX( MAXWRK, 3*M+NRHS*
  339. $ ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, N, -1 ) )
  340. MAXWRK = MAX( MAXWRK, 3*M+M*
  341. $ ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, M, -1 ) )
  342. MAXWRK = MAX( MAXWRK, 3*M+WLALSD )
  343. END IF
  344. MINWRK = MAX( 3*M+NRHS, 3*M+M, 3*M+WLALSD )
  345. END IF
  346. MINWRK = MIN( MINWRK, MAXWRK )
  347. WORK( 1 ) = MAXWRK
  348. IWORK( 1 ) = LIWORK
  349. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  350. INFO = -12
  351. END IF
  352. END IF
  353. *
  354. IF( INFO.NE.0 ) THEN
  355. CALL XERBLA( 'DGELSD', -INFO )
  356. RETURN
  357. ELSE IF( LQUERY ) THEN
  358. GO TO 10
  359. END IF
  360. *
  361. * Quick return if possible.
  362. *
  363. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  364. RANK = 0
  365. RETURN
  366. END IF
  367. *
  368. * Get machine parameters.
  369. *
  370. EPS = DLAMCH( 'P' )
  371. SFMIN = DLAMCH( 'S' )
  372. SMLNUM = SFMIN / EPS
  373. BIGNUM = ONE / SMLNUM
  374. CALL DLABAD( SMLNUM, BIGNUM )
  375. *
  376. * Scale A if max entry outside range [SMLNUM,BIGNUM].
  377. *
  378. ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
  379. IASCL = 0
  380. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  381. *
  382. * Scale matrix norm up to SMLNUM.
  383. *
  384. CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  385. IASCL = 1
  386. ELSE IF( ANRM.GT.BIGNUM ) THEN
  387. *
  388. * Scale matrix norm down to BIGNUM.
  389. *
  390. CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  391. IASCL = 2
  392. ELSE IF( ANRM.EQ.ZERO ) THEN
  393. *
  394. * Matrix all zero. Return zero solution.
  395. *
  396. CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
  397. CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
  398. RANK = 0
  399. GO TO 10
  400. END IF
  401. *
  402. * Scale B if max entry outside range [SMLNUM,BIGNUM].
  403. *
  404. BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
  405. IBSCL = 0
  406. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  407. *
  408. * Scale matrix norm up to SMLNUM.
  409. *
  410. CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  411. IBSCL = 1
  412. ELSE IF( BNRM.GT.BIGNUM ) THEN
  413. *
  414. * Scale matrix norm down to BIGNUM.
  415. *
  416. CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  417. IBSCL = 2
  418. END IF
  419. *
  420. * If M < N make sure certain entries of B are zero.
  421. *
  422. IF( M.LT.N )
  423. $ CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  424. *
  425. * Overdetermined case.
  426. *
  427. IF( M.GE.N ) THEN
  428. *
  429. * Path 1 - overdetermined or exactly determined.
  430. *
  431. MM = M
  432. IF( M.GE.MNTHR ) THEN
  433. *
  434. * Path 1a - overdetermined, with many more rows than columns.
  435. *
  436. MM = N
  437. ITAU = 1
  438. NWORK = ITAU + N
  439. *
  440. * Compute A=Q*R.
  441. * (Workspace: need 2*N, prefer N+N*NB)
  442. *
  443. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  444. $ LWORK-NWORK+1, INFO )
  445. *
  446. * Multiply B by transpose(Q).
  447. * (Workspace: need N+NRHS, prefer N+NRHS*NB)
  448. *
  449. CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  450. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  451. *
  452. * Zero out below R.
  453. *
  454. IF( N.GT.1 ) THEN
  455. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
  456. END IF
  457. END IF
  458. *
  459. IE = 1
  460. ITAUQ = IE + N
  461. ITAUP = ITAUQ + N
  462. NWORK = ITAUP + N
  463. *
  464. * Bidiagonalize R in A.
  465. * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
  466. *
  467. CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  468. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  469. $ INFO )
  470. *
  471. * Multiply B by transpose of left bidiagonalizing vectors of R.
  472. * (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
  473. *
  474. CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  475. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  476. *
  477. * Solve the bidiagonal least squares problem.
  478. *
  479. CALL DLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB,
  480. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  481. IF( INFO.NE.0 ) THEN
  482. GO TO 10
  483. END IF
  484. *
  485. * Multiply B by right bidiagonalizing vectors of R.
  486. *
  487. CALL DORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
  488. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  489. *
  490. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  491. $ MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) THEN
  492. *
  493. * Path 2a - underdetermined, with many more columns than rows
  494. * and sufficient workspace for an efficient algorithm.
  495. *
  496. LDWORK = M
  497. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  498. $ M*LDA+M+M*NRHS, 4*M+M*LDA+WLALSD ) )LDWORK = LDA
  499. ITAU = 1
  500. NWORK = M + 1
  501. *
  502. * Compute A=L*Q.
  503. * (Workspace: need 2*M, prefer M+M*NB)
  504. *
  505. CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  506. $ LWORK-NWORK+1, INFO )
  507. IL = NWORK
  508. *
  509. * Copy L to WORK(IL), zeroing out above its diagonal.
  510. *
  511. CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  512. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
  513. $ LDWORK )
  514. IE = IL + LDWORK*M
  515. ITAUQ = IE + M
  516. ITAUP = ITAUQ + M
  517. NWORK = ITAUP + M
  518. *
  519. * Bidiagonalize L in WORK(IL).
  520. * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
  521. *
  522. CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
  523. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  524. $ LWORK-NWORK+1, INFO )
  525. *
  526. * Multiply B by transpose of left bidiagonalizing vectors of L.
  527. * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  528. *
  529. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
  530. $ WORK( ITAUQ ), B, LDB, WORK( NWORK ),
  531. $ LWORK-NWORK+1, INFO )
  532. *
  533. * Solve the bidiagonal least squares problem.
  534. *
  535. CALL DLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
  536. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  537. IF( INFO.NE.0 ) THEN
  538. GO TO 10
  539. END IF
  540. *
  541. * Multiply B by right bidiagonalizing vectors of L.
  542. *
  543. CALL DORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
  544. $ WORK( ITAUP ), B, LDB, WORK( NWORK ),
  545. $ LWORK-NWORK+1, INFO )
  546. *
  547. * Zero out below first M rows of B.
  548. *
  549. CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  550. NWORK = ITAU + M
  551. *
  552. * Multiply transpose(Q) by B.
  553. * (Workspace: need M+NRHS, prefer M+NRHS*NB)
  554. *
  555. CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  556. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  557. *
  558. ELSE
  559. *
  560. * Path 2 - remaining underdetermined cases.
  561. *
  562. IE = 1
  563. ITAUQ = IE + M
  564. ITAUP = ITAUQ + M
  565. NWORK = ITAUP + M
  566. *
  567. * Bidiagonalize A.
  568. * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
  569. *
  570. CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  571. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  572. $ INFO )
  573. *
  574. * Multiply B by transpose of left bidiagonalizing vectors.
  575. * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
  576. *
  577. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  578. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  579. *
  580. * Solve the bidiagonal least squares problem.
  581. *
  582. CALL DLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
  583. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  584. IF( INFO.NE.0 ) THEN
  585. GO TO 10
  586. END IF
  587. *
  588. * Multiply B by right bidiagonalizing vectors of A.
  589. *
  590. CALL DORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
  591. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  592. *
  593. END IF
  594. *
  595. * Undo scaling.
  596. *
  597. IF( IASCL.EQ.1 ) THEN
  598. CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  599. CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  600. $ INFO )
  601. ELSE IF( IASCL.EQ.2 ) THEN
  602. CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  603. CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  604. $ INFO )
  605. END IF
  606. IF( IBSCL.EQ.1 ) THEN
  607. CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  608. ELSE IF( IBSCL.EQ.2 ) THEN
  609. CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  610. END IF
  611. *
  612. 10 CONTINUE
  613. WORK( 1 ) = MAXWRK
  614. IWORK( 1 ) = LIWORK
  615. RETURN
  616. *
  617. * End of DGELSD
  618. *
  619. END