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sggglm.c 23 kB

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  1. /* f2c.h -- Standard Fortran to C header file */
  2. /** barf [ba:rf] 2. "He suggested using FORTRAN, and everybody barfed."
  3. - From The Shogakukan DICTIONARY OF NEW ENGLISH (Second edition) */
  4. #ifndef F2C_INCLUDE
  5. #define F2C_INCLUDE
  6. #include <math.h>
  7. #include <stdlib.h>
  8. #include <string.h>
  9. #include <stdio.h>
  10. #include <complex.h>
  11. #ifdef complex
  12. #undef complex
  13. #endif
  14. #ifdef I
  15. #undef I
  16. #endif
  17. #if defined(_WIN64)
  18. typedef long long BLASLONG;
  19. typedef unsigned long long BLASULONG;
  20. #else
  21. typedef long BLASLONG;
  22. typedef unsigned long BLASULONG;
  23. #endif
  24. #ifdef LAPACK_ILP64
  25. typedef BLASLONG blasint;
  26. #if defined(_WIN64)
  27. #define blasabs(x) llabs(x)
  28. #else
  29. #define blasabs(x) labs(x)
  30. #endif
  31. #else
  32. typedef int blasint;
  33. #define blasabs(x) abs(x)
  34. #endif
  35. typedef blasint integer;
  36. typedef unsigned int uinteger;
  37. typedef char *address;
  38. typedef short int shortint;
  39. typedef float real;
  40. typedef double doublereal;
  41. typedef struct { real r, i; } complex;
  42. typedef struct { doublereal r, i; } doublecomplex;
  43. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  44. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  45. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  46. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  47. #define pCf(z) (*_pCf(z))
  48. #define pCd(z) (*_pCd(z))
  49. typedef int logical;
  50. typedef short int shortlogical;
  51. typedef char logical1;
  52. typedef char integer1;
  53. #define TRUE_ (1)
  54. #define FALSE_ (0)
  55. /* Extern is for use with -E */
  56. #ifndef Extern
  57. #define Extern extern
  58. #endif
  59. /* I/O stuff */
  60. typedef int flag;
  61. typedef int ftnlen;
  62. typedef int ftnint;
  63. /*external read, write*/
  64. typedef struct
  65. { flag cierr;
  66. ftnint ciunit;
  67. flag ciend;
  68. char *cifmt;
  69. ftnint cirec;
  70. } cilist;
  71. /*internal read, write*/
  72. typedef struct
  73. { flag icierr;
  74. char *iciunit;
  75. flag iciend;
  76. char *icifmt;
  77. ftnint icirlen;
  78. ftnint icirnum;
  79. } icilist;
  80. /*open*/
  81. typedef struct
  82. { flag oerr;
  83. ftnint ounit;
  84. char *ofnm;
  85. ftnlen ofnmlen;
  86. char *osta;
  87. char *oacc;
  88. char *ofm;
  89. ftnint orl;
  90. char *oblnk;
  91. } olist;
  92. /*close*/
  93. typedef struct
  94. { flag cerr;
  95. ftnint cunit;
  96. char *csta;
  97. } cllist;
  98. /*rewind, backspace, endfile*/
  99. typedef struct
  100. { flag aerr;
  101. ftnint aunit;
  102. } alist;
  103. /* inquire */
  104. typedef struct
  105. { flag inerr;
  106. ftnint inunit;
  107. char *infile;
  108. ftnlen infilen;
  109. ftnint *inex; /*parameters in standard's order*/
  110. ftnint *inopen;
  111. ftnint *innum;
  112. ftnint *innamed;
  113. char *inname;
  114. ftnlen innamlen;
  115. char *inacc;
  116. ftnlen inacclen;
  117. char *inseq;
  118. ftnlen inseqlen;
  119. char *indir;
  120. ftnlen indirlen;
  121. char *infmt;
  122. ftnlen infmtlen;
  123. char *inform;
  124. ftnint informlen;
  125. char *inunf;
  126. ftnlen inunflen;
  127. ftnint *inrecl;
  128. ftnint *innrec;
  129. char *inblank;
  130. ftnlen inblanklen;
  131. } inlist;
  132. #define VOID void
  133. union Multitype { /* for multiple entry points */
  134. integer1 g;
  135. shortint h;
  136. integer i;
  137. /* longint j; */
  138. real r;
  139. doublereal d;
  140. complex c;
  141. doublecomplex z;
  142. };
  143. typedef union Multitype Multitype;
  144. struct Vardesc { /* for Namelist */
  145. char *name;
  146. char *addr;
  147. ftnlen *dims;
  148. int type;
  149. };
  150. typedef struct Vardesc Vardesc;
  151. struct Namelist {
  152. char *name;
  153. Vardesc **vars;
  154. int nvars;
  155. };
  156. typedef struct Namelist Namelist;
  157. #define abs(x) ((x) >= 0 ? (x) : -(x))
  158. #define dabs(x) (fabs(x))
  159. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  160. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  161. #define dmin(a,b) (f2cmin(a,b))
  162. #define dmax(a,b) (f2cmax(a,b))
  163. #define bit_test(a,b) ((a) >> (b) & 1)
  164. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  165. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  166. #define abort_() { sig_die("Fortran abort routine called", 1); }
  167. #define c_abs(z) (cabsf(Cf(z)))
  168. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  169. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  170. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  171. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  172. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  173. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  174. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  175. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  176. #define d_abs(x) (fabs(*(x)))
  177. #define d_acos(x) (acos(*(x)))
  178. #define d_asin(x) (asin(*(x)))
  179. #define d_atan(x) (atan(*(x)))
  180. #define d_atn2(x, y) (atan2(*(x),*(y)))
  181. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  182. #define r_cnjg(R, Z) { pCf(R) = conj(Cf(Z)); }
  183. #define d_cos(x) (cos(*(x)))
  184. #define d_cosh(x) (cosh(*(x)))
  185. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  186. #define d_exp(x) (exp(*(x)))
  187. #define d_imag(z) (cimag(Cd(z)))
  188. #define r_imag(z) (cimag(Cf(z)))
  189. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  190. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  191. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  192. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  193. #define d_log(x) (log(*(x)))
  194. #define d_mod(x, y) (fmod(*(x), *(y)))
  195. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  196. #define d_nint(x) u_nint(*(x))
  197. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  198. #define d_sign(a,b) u_sign(*(a),*(b))
  199. #define r_sign(a,b) u_sign(*(a),*(b))
  200. #define d_sin(x) (sin(*(x)))
  201. #define d_sinh(x) (sinh(*(x)))
  202. #define d_sqrt(x) (sqrt(*(x)))
  203. #define d_tan(x) (tan(*(x)))
  204. #define d_tanh(x) (tanh(*(x)))
  205. #define i_abs(x) abs(*(x))
  206. #define i_dnnt(x) ((integer)u_nint(*(x)))
  207. #define i_len(s, n) (n)
  208. #define i_nint(x) ((integer)u_nint(*(x)))
  209. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  210. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  211. #define pow_si(B,E) spow_ui(*(B),*(E))
  212. #define pow_ri(B,E) spow_ui(*(B),*(E))
  213. #define pow_di(B,E) dpow_ui(*(B),*(E))
  214. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  215. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  216. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  217. #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
  218. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  219. #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
  220. #define sig_die(s, kill) { exit(1); }
  221. #define s_stop(s, n) {exit(0);}
  222. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  223. #define z_abs(z) (cabs(Cd(z)))
  224. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  225. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  226. #define myexit_() break;
  227. #define mycycle() continue;
  228. #define myceiling(w) {ceil(w)}
  229. #define myhuge(w) {HUGE_VAL}
  230. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  231. #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
  232. /* procedure parameter types for -A and -C++ */
  233. #define F2C_proc_par_types 1
  234. #ifdef __cplusplus
  235. typedef logical (*L_fp)(...);
  236. #else
  237. typedef logical (*L_fp)();
  238. #endif
  239. static float spow_ui(float x, integer n) {
  240. float pow=1.0; unsigned long int u;
  241. if(n != 0) {
  242. if(n < 0) n = -n, x = 1/x;
  243. for(u = n; ; ) {
  244. if(u & 01) pow *= x;
  245. if(u >>= 1) x *= x;
  246. else break;
  247. }
  248. }
  249. return pow;
  250. }
  251. static double dpow_ui(double x, integer n) {
  252. double pow=1.0; unsigned long int u;
  253. if(n != 0) {
  254. if(n < 0) n = -n, x = 1/x;
  255. for(u = n; ; ) {
  256. if(u & 01) pow *= x;
  257. if(u >>= 1) x *= x;
  258. else break;
  259. }
  260. }
  261. return pow;
  262. }
  263. static _Complex float cpow_ui(_Complex float x, integer n) {
  264. _Complex float pow=1.0; unsigned long int u;
  265. if(n != 0) {
  266. if(n < 0) n = -n, x = 1/x;
  267. for(u = n; ; ) {
  268. if(u & 01) pow *= x;
  269. if(u >>= 1) x *= x;
  270. else break;
  271. }
  272. }
  273. return pow;
  274. }
  275. static _Complex double zpow_ui(_Complex double x, integer n) {
  276. _Complex double pow=1.0; unsigned long int u;
  277. if(n != 0) {
  278. if(n < 0) n = -n, x = 1/x;
  279. for(u = n; ; ) {
  280. if(u & 01) pow *= x;
  281. if(u >>= 1) x *= x;
  282. else break;
  283. }
  284. }
  285. return pow;
  286. }
  287. static integer pow_ii(integer x, integer n) {
  288. integer pow; unsigned long int u;
  289. if (n <= 0) {
  290. if (n == 0 || x == 1) pow = 1;
  291. else if (x != -1) pow = x == 0 ? 1/x : 0;
  292. else n = -n;
  293. }
  294. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  295. u = n;
  296. for(pow = 1; ; ) {
  297. if(u & 01) pow *= x;
  298. if(u >>= 1) x *= x;
  299. else break;
  300. }
  301. }
  302. return pow;
  303. }
  304. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  305. {
  306. double m; integer i, mi;
  307. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  308. if (w[i-1]>m) mi=i ,m=w[i-1];
  309. return mi-s+1;
  310. }
  311. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  312. {
  313. float m; integer i, mi;
  314. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  315. if (w[i-1]>m) mi=i ,m=w[i-1];
  316. return mi-s+1;
  317. }
  318. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  319. integer n = *n_, incx = *incx_, incy = *incy_, i;
  320. _Complex float zdotc = 0.0;
  321. if (incx == 1 && incy == 1) {
  322. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  323. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  324. }
  325. } else {
  326. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  327. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  328. }
  329. }
  330. pCf(z) = zdotc;
  331. }
  332. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  333. integer n = *n_, incx = *incx_, incy = *incy_, i;
  334. _Complex double zdotc = 0.0;
  335. if (incx == 1 && incy == 1) {
  336. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  337. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  338. }
  339. } else {
  340. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  341. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  342. }
  343. }
  344. pCd(z) = zdotc;
  345. }
  346. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  347. integer n = *n_, incx = *incx_, incy = *incy_, i;
  348. _Complex float zdotc = 0.0;
  349. if (incx == 1 && incy == 1) {
  350. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  351. zdotc += Cf(&x[i]) * Cf(&y[i]);
  352. }
  353. } else {
  354. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  355. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  356. }
  357. }
  358. pCf(z) = zdotc;
  359. }
  360. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  361. integer n = *n_, incx = *incx_, incy = *incy_, i;
  362. _Complex double zdotc = 0.0;
  363. if (incx == 1 && incy == 1) {
  364. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  365. zdotc += Cd(&x[i]) * Cd(&y[i]);
  366. }
  367. } else {
  368. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  369. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  370. }
  371. }
  372. pCd(z) = zdotc;
  373. }
  374. #endif
  375. /* -- translated by f2c (version 20000121).
  376. You must link the resulting object file with the libraries:
  377. -lf2c -lm (in that order)
  378. */
  379. /* Table of constant values */
  380. static integer c__1 = 1;
  381. static integer c_n1 = -1;
  382. static real c_b32 = -1.f;
  383. static real c_b34 = 1.f;
  384. /* > \brief \b SGGGLM */
  385. /* =========== DOCUMENTATION =========== */
  386. /* Online html documentation available at */
  387. /* http://www.netlib.org/lapack/explore-html/ */
  388. /* > \htmlonly */
  389. /* > Download SGGGLM + dependencies */
  390. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sggglm.
  391. f"> */
  392. /* > [TGZ]</a> */
  393. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sggglm.
  394. f"> */
  395. /* > [ZIP]</a> */
  396. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sggglm.
  397. f"> */
  398. /* > [TXT]</a> */
  399. /* > \endhtmlonly */
  400. /* Definition: */
  401. /* =========== */
  402. /* SUBROUTINE SGGGLM( N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, */
  403. /* INFO ) */
  404. /* INTEGER INFO, LDA, LDB, LWORK, M, N, P */
  405. /* REAL A( LDA, * ), B( LDB, * ), D( * ), WORK( * ), */
  406. /* $ X( * ), Y( * ) */
  407. /* > \par Purpose: */
  408. /* ============= */
  409. /* > */
  410. /* > \verbatim */
  411. /* > */
  412. /* > SGGGLM solves a general Gauss-Markov linear model (GLM) problem: */
  413. /* > */
  414. /* > minimize || y ||_2 subject to d = A*x + B*y */
  415. /* > x */
  416. /* > */
  417. /* > where A is an N-by-M matrix, B is an N-by-P matrix, and d is a */
  418. /* > given N-vector. It is assumed that M <= N <= M+P, and */
  419. /* > */
  420. /* > rank(A) = M and rank( A B ) = N. */
  421. /* > */
  422. /* > Under these assumptions, the constrained equation is always */
  423. /* > consistent, and there is a unique solution x and a minimal 2-norm */
  424. /* > solution y, which is obtained using a generalized QR factorization */
  425. /* > of the matrices (A, B) given by */
  426. /* > */
  427. /* > A = Q*(R), B = Q*T*Z. */
  428. /* > (0) */
  429. /* > */
  430. /* > In particular, if matrix B is square nonsingular, then the problem */
  431. /* > GLM is equivalent to the following weighted linear least squares */
  432. /* > problem */
  433. /* > */
  434. /* > minimize || inv(B)*(d-A*x) ||_2 */
  435. /* > x */
  436. /* > */
  437. /* > where inv(B) denotes the inverse of B. */
  438. /* > \endverbatim */
  439. /* Arguments: */
  440. /* ========== */
  441. /* > \param[in] N */
  442. /* > \verbatim */
  443. /* > N is INTEGER */
  444. /* > The number of rows of the matrices A and B. N >= 0. */
  445. /* > \endverbatim */
  446. /* > */
  447. /* > \param[in] M */
  448. /* > \verbatim */
  449. /* > M is INTEGER */
  450. /* > The number of columns of the matrix A. 0 <= M <= N. */
  451. /* > \endverbatim */
  452. /* > */
  453. /* > \param[in] P */
  454. /* > \verbatim */
  455. /* > P is INTEGER */
  456. /* > The number of columns of the matrix B. P >= N-M. */
  457. /* > \endverbatim */
  458. /* > */
  459. /* > \param[in,out] A */
  460. /* > \verbatim */
  461. /* > A is REAL array, dimension (LDA,M) */
  462. /* > On entry, the N-by-M matrix A. */
  463. /* > On exit, the upper triangular part of the array A contains */
  464. /* > the M-by-M upper triangular matrix R. */
  465. /* > \endverbatim */
  466. /* > */
  467. /* > \param[in] LDA */
  468. /* > \verbatim */
  469. /* > LDA is INTEGER */
  470. /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
  471. /* > \endverbatim */
  472. /* > */
  473. /* > \param[in,out] B */
  474. /* > \verbatim */
  475. /* > B is REAL array, dimension (LDB,P) */
  476. /* > On entry, the N-by-P matrix B. */
  477. /* > On exit, if N <= P, the upper triangle of the subarray */
  478. /* > B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T; */
  479. /* > if N > P, the elements on and above the (N-P)th subdiagonal */
  480. /* > contain the N-by-P upper trapezoidal matrix T. */
  481. /* > \endverbatim */
  482. /* > */
  483. /* > \param[in] LDB */
  484. /* > \verbatim */
  485. /* > LDB is INTEGER */
  486. /* > The leading dimension of the array B. LDB >= f2cmax(1,N). */
  487. /* > \endverbatim */
  488. /* > */
  489. /* > \param[in,out] D */
  490. /* > \verbatim */
  491. /* > D is REAL array, dimension (N) */
  492. /* > On entry, D is the left hand side of the GLM equation. */
  493. /* > On exit, D is destroyed. */
  494. /* > \endverbatim */
  495. /* > */
  496. /* > \param[out] X */
  497. /* > \verbatim */
  498. /* > X is REAL array, dimension (M) */
  499. /* > \endverbatim */
  500. /* > */
  501. /* > \param[out] Y */
  502. /* > \verbatim */
  503. /* > Y is REAL array, dimension (P) */
  504. /* > */
  505. /* > On exit, X and Y are the solutions of the GLM problem. */
  506. /* > \endverbatim */
  507. /* > */
  508. /* > \param[out] WORK */
  509. /* > \verbatim */
  510. /* > WORK is REAL array, dimension (MAX(1,LWORK)) */
  511. /* > On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
  512. /* > \endverbatim */
  513. /* > */
  514. /* > \param[in] LWORK */
  515. /* > \verbatim */
  516. /* > LWORK is INTEGER */
  517. /* > The dimension of the array WORK. LWORK >= f2cmax(1,N+M+P). */
  518. /* > For optimum performance, LWORK >= M+f2cmin(N,P)+f2cmax(N,P)*NB, */
  519. /* > where NB is an upper bound for the optimal blocksizes for */
  520. /* > SGEQRF, SGERQF, SORMQR and SORMRQ. */
  521. /* > */
  522. /* > If LWORK = -1, then a workspace query is assumed; the routine */
  523. /* > only calculates the optimal size of the WORK array, returns */
  524. /* > this value as the first entry of the WORK array, and no error */
  525. /* > message related to LWORK is issued by XERBLA. */
  526. /* > \endverbatim */
  527. /* > */
  528. /* > \param[out] INFO */
  529. /* > \verbatim */
  530. /* > INFO is INTEGER */
  531. /* > = 0: successful exit. */
  532. /* > < 0: if INFO = -i, the i-th argument had an illegal value. */
  533. /* > = 1: the upper triangular factor R associated with A in the */
  534. /* > generalized QR factorization of the pair (A, B) is */
  535. /* > singular, so that rank(A) < M; the least squares */
  536. /* > solution could not be computed. */
  537. /* > = 2: the bottom (N-M) by (N-M) part of the upper trapezoidal */
  538. /* > factor T associated with B in the generalized QR */
  539. /* > factorization of the pair (A, B) is singular, so that */
  540. /* > rank( A B ) < N; the least squares solution could not */
  541. /* > be computed. */
  542. /* > \endverbatim */
  543. /* Authors: */
  544. /* ======== */
  545. /* > \author Univ. of Tennessee */
  546. /* > \author Univ. of California Berkeley */
  547. /* > \author Univ. of Colorado Denver */
  548. /* > \author NAG Ltd. */
  549. /* > \date December 2016 */
  550. /* > \ingroup realOTHEReigen */
  551. /* ===================================================================== */
  552. /* Subroutine */ int sggglm_(integer *n, integer *m, integer *p, real *a,
  553. integer *lda, real *b, integer *ldb, real *d__, real *x, real *y,
  554. real *work, integer *lwork, integer *info)
  555. {
  556. /* System generated locals */
  557. integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
  558. /* Local variables */
  559. integer lopt, i__;
  560. extern /* Subroutine */ int sgemv_(char *, integer *, integer *, real *,
  561. real *, integer *, real *, integer *, real *, real *, integer *), scopy_(integer *, real *, integer *, real *, integer *);
  562. integer nb, np;
  563. extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
  564. extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
  565. integer *, integer *, ftnlen, ftnlen);
  566. extern /* Subroutine */ int sggqrf_(integer *, integer *, integer *, real
  567. *, integer *, real *, real *, integer *, real *, real *, integer *
  568. , integer *);
  569. integer lwkmin, nb1, nb2, nb3, nb4, lwkopt;
  570. logical lquery;
  571. extern /* Subroutine */ int sormqr_(char *, char *, integer *, integer *,
  572. integer *, real *, integer *, real *, real *, integer *, real *,
  573. integer *, integer *), sormrq_(char *, char *,
  574. integer *, integer *, integer *, real *, integer *, real *, real *
  575. , integer *, real *, integer *, integer *),
  576. strtrs_(char *, char *, char *, integer *, integer *, real *,
  577. integer *, real *, integer *, integer *);
  578. /* -- LAPACK driver routine (version 3.7.0) -- */
  579. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  580. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  581. /* December 2016 */
  582. /* =================================================================== */
  583. /* Test the input parameters */
  584. /* Parameter adjustments */
  585. a_dim1 = *lda;
  586. a_offset = 1 + a_dim1 * 1;
  587. a -= a_offset;
  588. b_dim1 = *ldb;
  589. b_offset = 1 + b_dim1 * 1;
  590. b -= b_offset;
  591. --d__;
  592. --x;
  593. --y;
  594. --work;
  595. /* Function Body */
  596. *info = 0;
  597. np = f2cmin(*n,*p);
  598. lquery = *lwork == -1;
  599. if (*n < 0) {
  600. *info = -1;
  601. } else if (*m < 0 || *m > *n) {
  602. *info = -2;
  603. } else if (*p < 0 || *p < *n - *m) {
  604. *info = -3;
  605. } else if (*lda < f2cmax(1,*n)) {
  606. *info = -5;
  607. } else if (*ldb < f2cmax(1,*n)) {
  608. *info = -7;
  609. }
  610. /* Calculate workspace */
  611. if (*info == 0) {
  612. if (*n == 0) {
  613. lwkmin = 1;
  614. lwkopt = 1;
  615. } else {
  616. nb1 = ilaenv_(&c__1, "SGEQRF", " ", n, m, &c_n1, &c_n1, (ftnlen)6,
  617. (ftnlen)1);
  618. nb2 = ilaenv_(&c__1, "SGERQF", " ", n, m, &c_n1, &c_n1, (ftnlen)6,
  619. (ftnlen)1);
  620. nb3 = ilaenv_(&c__1, "SORMQR", " ", n, m, p, &c_n1, (ftnlen)6, (
  621. ftnlen)1);
  622. nb4 = ilaenv_(&c__1, "SORMRQ", " ", n, m, p, &c_n1, (ftnlen)6, (
  623. ftnlen)1);
  624. /* Computing MAX */
  625. i__1 = f2cmax(nb1,nb2), i__1 = f2cmax(i__1,nb3);
  626. nb = f2cmax(i__1,nb4);
  627. lwkmin = *m + *n + *p;
  628. lwkopt = *m + np + f2cmax(*n,*p) * nb;
  629. }
  630. work[1] = (real) lwkopt;
  631. if (*lwork < lwkmin && ! lquery) {
  632. *info = -12;
  633. }
  634. }
  635. if (*info != 0) {
  636. i__1 = -(*info);
  637. xerbla_("SGGGLM", &i__1, (ftnlen)6);
  638. return 0;
  639. } else if (lquery) {
  640. return 0;
  641. }
  642. /* Quick return if possible */
  643. if (*n == 0) {
  644. i__1 = *m;
  645. for (i__ = 1; i__ <= i__1; ++i__) {
  646. x[i__] = 0.f;
  647. }
  648. i__1 = *p;
  649. for (i__ = 1; i__ <= i__1; ++i__) {
  650. y[i__] = 0.f;
  651. }
  652. return 0;
  653. }
  654. /* Compute the GQR factorization of matrices A and B: */
  655. /* Q**T*A = ( R11 ) M, Q**T*B*Z**T = ( T11 T12 ) M */
  656. /* ( 0 ) N-M ( 0 T22 ) N-M */
  657. /* M M+P-N N-M */
  658. /* where R11 and T22 are upper triangular, and Q and Z are */
  659. /* orthogonal. */
  660. i__1 = *lwork - *m - np;
  661. sggqrf_(n, m, p, &a[a_offset], lda, &work[1], &b[b_offset], ldb, &work[*m
  662. + 1], &work[*m + np + 1], &i__1, info);
  663. lopt = work[*m + np + 1];
  664. /* Update left-hand-side vector d = Q**T*d = ( d1 ) M */
  665. /* ( d2 ) N-M */
  666. i__1 = f2cmax(1,*n);
  667. i__2 = *lwork - *m - np;
  668. sormqr_("Left", "Transpose", n, &c__1, m, &a[a_offset], lda, &work[1], &
  669. d__[1], &i__1, &work[*m + np + 1], &i__2, info);
  670. /* Computing MAX */
  671. i__1 = lopt, i__2 = (integer) work[*m + np + 1];
  672. lopt = f2cmax(i__1,i__2);
  673. /* Solve T22*y2 = d2 for y2 */
  674. if (*n > *m) {
  675. i__1 = *n - *m;
  676. i__2 = *n - *m;
  677. strtrs_("Upper", "No transpose", "Non unit", &i__1, &c__1, &b[*m + 1
  678. + (*m + *p - *n + 1) * b_dim1], ldb, &d__[*m + 1], &i__2,
  679. info);
  680. if (*info > 0) {
  681. *info = 1;
  682. return 0;
  683. }
  684. i__1 = *n - *m;
  685. scopy_(&i__1, &d__[*m + 1], &c__1, &y[*m + *p - *n + 1], &c__1);
  686. }
  687. /* Set y1 = 0 */
  688. i__1 = *m + *p - *n;
  689. for (i__ = 1; i__ <= i__1; ++i__) {
  690. y[i__] = 0.f;
  691. /* L10: */
  692. }
  693. /* Update d1 = d1 - T12*y2 */
  694. i__1 = *n - *m;
  695. sgemv_("No transpose", m, &i__1, &c_b32, &b[(*m + *p - *n + 1) * b_dim1 +
  696. 1], ldb, &y[*m + *p - *n + 1], &c__1, &c_b34, &d__[1], &c__1);
  697. /* Solve triangular system: R11*x = d1 */
  698. if (*m > 0) {
  699. strtrs_("Upper", "No Transpose", "Non unit", m, &c__1, &a[a_offset],
  700. lda, &d__[1], m, info);
  701. if (*info > 0) {
  702. *info = 2;
  703. return 0;
  704. }
  705. /* Copy D to X */
  706. scopy_(m, &d__[1], &c__1, &x[1], &c__1);
  707. }
  708. /* Backward transformation y = Z**T *y */
  709. /* Computing MAX */
  710. i__1 = 1, i__2 = *n - *p + 1;
  711. i__3 = f2cmax(1,*p);
  712. i__4 = *lwork - *m - np;
  713. sormrq_("Left", "Transpose", p, &c__1, &np, &b[f2cmax(i__1,i__2) + b_dim1],
  714. ldb, &work[*m + 1], &y[1], &i__3, &work[*m + np + 1], &i__4, info);
  715. /* Computing MAX */
  716. i__1 = lopt, i__2 = (integer) work[*m + np + 1];
  717. work[1] = (real) (*m + np + f2cmax(i__1,i__2));
  718. return 0;
  719. /* End of SGGGLM */
  720. } /* sggglm_ */