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sgelsd.f 21 kB

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  1. *> \brief <b> SGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGELSD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgelsd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgelsd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgelsd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND,
  22. * RANK, WORK, LWORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  26. * REAL RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SGELSD computes the minimum-norm solution to a real linear least
  40. *> squares problem:
  41. *> minimize 2-norm(| b - A*x |)
  42. *> using the singular value decomposition (SVD) of A. A is an M-by-N
  43. *> matrix which may be rank-deficient.
  44. *>
  45. *> Several right hand side vectors b and solution vectors x can be
  46. *> handled in a single call; they are stored as the columns of the
  47. *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution
  48. *> matrix X.
  49. *>
  50. *> The problem is solved in three steps:
  51. *> (1) Reduce the coefficient matrix A to bidiagonal form with
  52. *> Householder transformations, reducing the original problem
  53. *> into a "bidiagonal least squares problem" (BLS)
  54. *> (2) Solve the BLS using a divide and conquer approach.
  55. *> (3) Apply back all the Householder transformations to solve
  56. *> the original least squares problem.
  57. *>
  58. *> The effective rank of A is determined by treating as zero those
  59. *> singular values which are less than RCOND times the largest singular
  60. *> value.
  61. *>
  62. *> \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 REAL 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 REAL 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 REAL 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 REAL
  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 REAL 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 array WORK and the
  161. *> minimum size of the array IWORK, and returns these values as
  162. *> the first entries of the WORK and IWORK arrays, and no error
  163. *> message related to LWORK is issued by XERBLA.
  164. *> \endverbatim
  165. *>
  166. *> \param[out] IWORK
  167. *> \verbatim
  168. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  169. *> LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
  170. *> where MINMN = MIN( M,N ).
  171. *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
  172. *> \endverbatim
  173. *>
  174. *> \param[out] INFO
  175. *> \verbatim
  176. *> INFO is INTEGER
  177. *> = 0: successful exit
  178. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  179. *> > 0: the algorithm for computing the SVD failed to converge;
  180. *> if INFO = i, i off-diagonal elements of an intermediate
  181. *> bidiagonal form did not converge to zero.
  182. *> \endverbatim
  183. *
  184. * Authors:
  185. * ========
  186. *
  187. *> \author Univ. of Tennessee
  188. *> \author Univ. of California Berkeley
  189. *> \author Univ. of Colorado Denver
  190. *> \author NAG Ltd.
  191. *
  192. *> \ingroup gelsd
  193. *
  194. *> \par Contributors:
  195. * ==================
  196. *>
  197. *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
  198. *> California at Berkeley, USA \n
  199. *> Osni Marques, LBNL/NERSC, USA \n
  200. *
  201. * =====================================================================
  202. SUBROUTINE SGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND,
  203. $ RANK, WORK, LWORK, IWORK, INFO )
  204. *
  205. * -- LAPACK driver routine --
  206. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  207. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  208. *
  209. * .. Scalar Arguments ..
  210. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  211. REAL RCOND
  212. * ..
  213. * .. Array Arguments ..
  214. INTEGER IWORK( * )
  215. REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  216. * ..
  217. *
  218. * =====================================================================
  219. *
  220. * .. Parameters ..
  221. REAL ZERO, ONE, TWO
  222. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0 )
  223. * ..
  224. * .. Local Scalars ..
  225. LOGICAL LQUERY
  226. INTEGER IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
  227. $ LDWORK, LIWORK, MAXMN, MAXWRK, MINMN, MINWRK,
  228. $ MM, MNTHR, NLVL, NWORK, SMLSIZ, WLALSD
  229. REAL ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
  230. * ..
  231. * .. External Subroutines ..
  232. EXTERNAL SGEBRD, SGELQF, SGEQRF, SLACPY, SLALSD, SLASCL,
  233. $ SLASET, SORMBR, SORMLQ, SORMQR, XERBLA
  234. * ..
  235. * .. External Functions ..
  236. INTEGER ILAENV
  237. REAL SLAMCH, SLANGE, SROUNDUP_LWORK
  238. EXTERNAL SLAMCH, SLANGE, ILAENV, SROUNDUP_LWORK
  239. * ..
  240. * .. Intrinsic Functions ..
  241. INTRINSIC INT, LOG, MAX, MIN, REAL
  242. * ..
  243. * .. Executable Statements ..
  244. *
  245. * Test the input arguments.
  246. *
  247. INFO = 0
  248. MINMN = MIN( M, N )
  249. MAXMN = MAX( M, N )
  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. * Compute workspace.
  264. * (Note: Comments in the code beginning "Workspace:" describe the
  265. * minimal amount of workspace needed at that point in the code,
  266. * as well as the preferred amount for good performance.
  267. * NB refers to the optimal block size for the immediately
  268. * following subroutine, as returned by ILAENV.)
  269. *
  270. IF( INFO.EQ.0 ) THEN
  271. MINWRK = 1
  272. MAXWRK = 1
  273. LIWORK = 1
  274. IF( MINMN.GT.0 ) THEN
  275. SMLSIZ = ILAENV( 9, 'SGELSD', ' ', 0, 0, 0, 0 )
  276. MNTHR = ILAENV( 6, 'SGELSD', ' ', M, N, NRHS, -1 )
  277. NLVL = MAX( INT( LOG( REAL( MINMN ) / REAL( SMLSIZ + 1 ) ) /
  278. $ LOG( TWO ) ) + 1, 0 )
  279. LIWORK = 3*MINMN*NLVL + 11*MINMN
  280. MM = M
  281. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  282. *
  283. * Path 1a - overdetermined, with many more rows than
  284. * columns.
  285. *
  286. MM = N
  287. MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'SGEQRF', ' ', M,
  288. $ N, -1, -1 ) )
  289. MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'SORMQR', 'LT',
  290. $ 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 )*ILAENV( 1,
  297. $ 'SGEBRD', ' ', MM, N, -1, -1 ) )
  298. MAXWRK = MAX( MAXWRK, 3*N + NRHS*ILAENV( 1, 'SORMBR',
  299. $ 'QLT', MM, NRHS, N, -1 ) )
  300. MAXWRK = MAX( MAXWRK, 3*N + ( N - 1 )*ILAENV( 1,
  301. $ 'SORMBR', 'PLN', N, NRHS, N, -1 ) )
  302. WLALSD = 9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS +
  303. $ ( SMLSIZ + 1 )**2
  304. MAXWRK = MAX( MAXWRK, 3*N + WLALSD )
  305. MINWRK = MAX( 3*N + MM, 3*N + NRHS, 3*N + WLALSD )
  306. END IF
  307. IF( N.GT.M ) THEN
  308. WLALSD = 9*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS +
  309. $ ( SMLSIZ + 1 )**2
  310. IF( N.GE.MNTHR ) THEN
  311. *
  312. * Path 2a - underdetermined, with many more columns
  313. * than rows.
  314. *
  315. MAXWRK = M + M*ILAENV( 1, 'SGELQF', ' ', M, N, -1,
  316. $ -1 )
  317. MAXWRK = MAX( MAXWRK, M*M + 4*M + 2*M*ILAENV( 1,
  318. $ 'SGEBRD', ' ', M, M, -1, -1 ) )
  319. MAXWRK = MAX( MAXWRK, M*M + 4*M + NRHS*ILAENV( 1,
  320. $ 'SORMBR', 'QLT', M, NRHS, M, -1 ) )
  321. MAXWRK = MAX( MAXWRK, M*M + 4*M + ( M - 1 )*ILAENV( 1,
  322. $ 'SORMBR', 'PLN', M, NRHS, M, -1 ) )
  323. IF( NRHS.GT.1 ) THEN
  324. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  325. ELSE
  326. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  327. END IF
  328. MAXWRK = MAX( MAXWRK, M + NRHS*ILAENV( 1, 'SORMLQ',
  329. $ 'LT', N, NRHS, M, -1 ) )
  330. MAXWRK = MAX( MAXWRK, M*M + 4*M + WLALSD )
  331. ! XXX: Ensure the Path 2a case below is triggered. The workspace
  332. ! calculation should use queries for all routines eventually.
  333. MAXWRK = MAX( MAXWRK,
  334. $ 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
  335. ELSE
  336. *
  337. * Path 2 - remaining underdetermined cases.
  338. *
  339. MAXWRK = 3*M + ( N + M )*ILAENV( 1, 'SGEBRD', ' ', M,
  340. $ N, -1, -1 )
  341. MAXWRK = MAX( MAXWRK, 3*M + NRHS*ILAENV( 1, 'SORMBR',
  342. $ 'QLT', M, NRHS, N, -1 ) )
  343. MAXWRK = MAX( MAXWRK, 3*M + M*ILAENV( 1, 'SORMBR',
  344. $ 'PLN', N, NRHS, M, -1 ) )
  345. MAXWRK = MAX( MAXWRK, 3*M + WLALSD )
  346. END IF
  347. MINWRK = MAX( 3*M + NRHS, 3*M + M, 3*M + WLALSD )
  348. END IF
  349. END IF
  350. MINWRK = MIN( MINWRK, MAXWRK )
  351. WORK( 1 ) = SROUNDUP_LWORK(MAXWRK)
  352. IWORK( 1 ) = LIWORK
  353. *
  354. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  355. INFO = -12
  356. END IF
  357. END IF
  358. *
  359. IF( INFO.NE.0 ) THEN
  360. CALL XERBLA( 'SGELSD', -INFO )
  361. RETURN
  362. ELSE IF( LQUERY ) THEN
  363. RETURN
  364. END IF
  365. *
  366. * Quick return if possible.
  367. *
  368. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  369. RANK = 0
  370. RETURN
  371. END IF
  372. *
  373. * Get machine parameters.
  374. *
  375. EPS = SLAMCH( 'P' )
  376. SFMIN = SLAMCH( 'S' )
  377. SMLNUM = SFMIN / EPS
  378. BIGNUM = ONE / SMLNUM
  379. *
  380. * Scale A if max entry outside range [SMLNUM,BIGNUM].
  381. *
  382. ANRM = SLANGE( 'M', M, N, A, LDA, WORK )
  383. IASCL = 0
  384. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  385. *
  386. * Scale matrix norm up to SMLNUM.
  387. *
  388. CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  389. IASCL = 1
  390. ELSE IF( ANRM.GT.BIGNUM ) THEN
  391. *
  392. * Scale matrix norm down to BIGNUM.
  393. *
  394. CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  395. IASCL = 2
  396. ELSE IF( ANRM.EQ.ZERO ) THEN
  397. *
  398. * Matrix all zero. Return zero solution.
  399. *
  400. CALL SLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
  401. CALL SLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
  402. RANK = 0
  403. GO TO 10
  404. END IF
  405. *
  406. * Scale B if max entry outside range [SMLNUM,BIGNUM].
  407. *
  408. BNRM = SLANGE( 'M', M, NRHS, B, LDB, WORK )
  409. IBSCL = 0
  410. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  411. *
  412. * Scale matrix norm up to SMLNUM.
  413. *
  414. CALL SLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  415. IBSCL = 1
  416. ELSE IF( BNRM.GT.BIGNUM ) THEN
  417. *
  418. * Scale matrix norm down to BIGNUM.
  419. *
  420. CALL SLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  421. IBSCL = 2
  422. END IF
  423. *
  424. * If M < N make sure certain entries of B are zero.
  425. *
  426. IF( M.LT.N )
  427. $ CALL SLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  428. *
  429. * Overdetermined case.
  430. *
  431. IF( M.GE.N ) THEN
  432. *
  433. * Path 1 - overdetermined or exactly determined.
  434. *
  435. MM = M
  436. IF( M.GE.MNTHR ) THEN
  437. *
  438. * Path 1a - overdetermined, with many more rows than columns.
  439. *
  440. MM = N
  441. ITAU = 1
  442. NWORK = ITAU + N
  443. *
  444. * Compute A=Q*R.
  445. * (Workspace: need 2*N, prefer N+N*NB)
  446. *
  447. CALL SGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  448. $ LWORK-NWORK+1, INFO )
  449. *
  450. * Multiply B by transpose(Q).
  451. * (Workspace: need N+NRHS, prefer N+NRHS*NB)
  452. *
  453. CALL SORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  454. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  455. *
  456. * Zero out below R.
  457. *
  458. IF( N.GT.1 ) THEN
  459. CALL SLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
  460. END IF
  461. END IF
  462. *
  463. IE = 1
  464. ITAUQ = IE + N
  465. ITAUP = ITAUQ + N
  466. NWORK = ITAUP + N
  467. *
  468. * Bidiagonalize R in A.
  469. * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
  470. *
  471. CALL SGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  472. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  473. $ INFO )
  474. *
  475. * Multiply B by transpose of left bidiagonalizing vectors of R.
  476. * (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
  477. *
  478. CALL SORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  479. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  480. *
  481. * Solve the bidiagonal least squares problem.
  482. *
  483. CALL SLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB,
  484. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  485. IF( INFO.NE.0 ) THEN
  486. GO TO 10
  487. END IF
  488. *
  489. * Multiply B by right bidiagonalizing vectors of R.
  490. *
  491. CALL SORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
  492. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  493. *
  494. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  495. $ MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) THEN
  496. *
  497. * Path 2a - underdetermined, with many more columns than rows
  498. * and sufficient workspace for an efficient algorithm.
  499. *
  500. LDWORK = M
  501. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  502. $ M*LDA+M+M*NRHS, 4*M+M*LDA+WLALSD ) )LDWORK = LDA
  503. ITAU = 1
  504. NWORK = M + 1
  505. *
  506. * Compute A=L*Q.
  507. * (Workspace: need 2*M, prefer M+M*NB)
  508. *
  509. CALL SGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  510. $ LWORK-NWORK+1, INFO )
  511. IL = NWORK
  512. *
  513. * Copy L to WORK(IL), zeroing out above its diagonal.
  514. *
  515. CALL SLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  516. CALL SLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
  517. $ LDWORK )
  518. IE = IL + LDWORK*M
  519. ITAUQ = IE + M
  520. ITAUP = ITAUQ + M
  521. NWORK = ITAUP + M
  522. *
  523. * Bidiagonalize L in WORK(IL).
  524. * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
  525. *
  526. CALL SGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
  527. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  528. $ LWORK-NWORK+1, INFO )
  529. *
  530. * Multiply B by transpose of left bidiagonalizing vectors of L.
  531. * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  532. *
  533. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
  534. $ WORK( ITAUQ ), B, LDB, WORK( NWORK ),
  535. $ LWORK-NWORK+1, INFO )
  536. *
  537. * Solve the bidiagonal least squares problem.
  538. *
  539. CALL SLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
  540. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  541. IF( INFO.NE.0 ) THEN
  542. GO TO 10
  543. END IF
  544. *
  545. * Multiply B by right bidiagonalizing vectors of L.
  546. *
  547. CALL SORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
  548. $ WORK( ITAUP ), B, LDB, WORK( NWORK ),
  549. $ LWORK-NWORK+1, INFO )
  550. *
  551. * Zero out below first M rows of B.
  552. *
  553. CALL SLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  554. NWORK = ITAU + M
  555. *
  556. * Multiply transpose(Q) by B.
  557. * (Workspace: need M+NRHS, prefer M+NRHS*NB)
  558. *
  559. CALL SORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  560. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  561. *
  562. ELSE
  563. *
  564. * Path 2 - remaining underdetermined cases.
  565. *
  566. IE = 1
  567. ITAUQ = IE + M
  568. ITAUP = ITAUQ + M
  569. NWORK = ITAUP + M
  570. *
  571. * Bidiagonalize A.
  572. * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
  573. *
  574. CALL SGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  575. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  576. $ INFO )
  577. *
  578. * Multiply B by transpose of left bidiagonalizing vectors.
  579. * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
  580. *
  581. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  582. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  583. *
  584. * Solve the bidiagonal least squares problem.
  585. *
  586. CALL SLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
  587. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  588. IF( INFO.NE.0 ) THEN
  589. GO TO 10
  590. END IF
  591. *
  592. * Multiply B by right bidiagonalizing vectors of A.
  593. *
  594. CALL SORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
  595. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  596. *
  597. END IF
  598. *
  599. * Undo scaling.
  600. *
  601. IF( IASCL.EQ.1 ) THEN
  602. CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  603. CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  604. $ INFO )
  605. ELSE IF( IASCL.EQ.2 ) THEN
  606. CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  607. CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  608. $ INFO )
  609. END IF
  610. IF( IBSCL.EQ.1 ) THEN
  611. CALL SLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  612. ELSE IF( IBSCL.EQ.2 ) THEN
  613. CALL SLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  614. END IF
  615. *
  616. 10 CONTINUE
  617. WORK( 1 ) = SROUNDUP_LWORK(MAXWRK)
  618. IWORK( 1 ) = LIWORK
  619. RETURN
  620. *
  621. * End of SGELSD
  622. *
  623. END