You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

zgelss.f 26 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755756757758759760761762763764765766767768
  1. *> \brief <b> ZGELSS 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 ZGELSS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgelss.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgelss.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgelss.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGELSS( 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. * DOUBLE PRECISION RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION RWORK( * ), S( * )
  30. * COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZGELSS 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*16 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*16 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 DOUBLE PRECISION 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 DOUBLE PRECISION
  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*16 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 DOUBLE PRECISION 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. *> \ingroup complex16GEsolve
  174. *
  175. * =====================================================================
  176. SUBROUTINE ZGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  177. $ WORK, LWORK, RWORK, INFO )
  178. *
  179. * -- LAPACK driver routine --
  180. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  181. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  182. *
  183. * .. Scalar Arguments ..
  184. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  185. DOUBLE PRECISION RCOND
  186. * ..
  187. * .. Array Arguments ..
  188. DOUBLE PRECISION RWORK( * ), S( * )
  189. COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  190. * ..
  191. *
  192. * =====================================================================
  193. *
  194. * .. Parameters ..
  195. DOUBLE PRECISION ZERO, ONE
  196. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  197. COMPLEX*16 CZERO, CONE
  198. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
  199. $ CONE = ( 1.0D+0, 0.0D+0 ) )
  200. * ..
  201. * .. Local Scalars ..
  202. LOGICAL LQUERY
  203. INTEGER BL, CHUNK, I, IASCL, IBSCL, IE, IL, IRWORK,
  204. $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
  205. $ MAXWRK, MINMN, MINWRK, MM, MNTHR
  206. INTEGER LWORK_ZGEQRF, LWORK_ZUNMQR, LWORK_ZGEBRD,
  207. $ LWORK_ZUNMBR, LWORK_ZUNGBR, LWORK_ZUNMLQ,
  208. $ LWORK_ZGELQF
  209. DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
  210. * ..
  211. * .. Local Arrays ..
  212. COMPLEX*16 DUM( 1 )
  213. * ..
  214. * .. External Subroutines ..
  215. EXTERNAL DLABAD, DLASCL, DLASET, XERBLA, ZBDSQR, ZCOPY,
  216. $ ZDRSCL, ZGEBRD, ZGELQF, ZGEMM, ZGEMV, ZGEQRF,
  217. $ ZLACPY, ZLASCL, ZLASET, ZUNGBR, ZUNMBR, ZUNMLQ,
  218. $ ZUNMQR
  219. * ..
  220. * .. External Functions ..
  221. INTEGER ILAENV
  222. DOUBLE PRECISION DLAMCH, ZLANGE
  223. EXTERNAL ILAENV, DLAMCH, ZLANGE
  224. * ..
  225. * .. Intrinsic Functions ..
  226. INTRINSIC MAX, MIN
  227. * ..
  228. * .. Executable Statements ..
  229. *
  230. * Test the input arguments
  231. *
  232. INFO = 0
  233. MINMN = MIN( M, N )
  234. MAXMN = MAX( M, N )
  235. LQUERY = ( LWORK.EQ.-1 )
  236. IF( M.LT.0 ) THEN
  237. INFO = -1
  238. ELSE IF( N.LT.0 ) THEN
  239. INFO = -2
  240. ELSE IF( NRHS.LT.0 ) THEN
  241. INFO = -3
  242. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  243. INFO = -5
  244. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  245. INFO = -7
  246. END IF
  247. *
  248. * Compute workspace
  249. * (Note: Comments in the code beginning "Workspace:" describe the
  250. * minimal amount of workspace needed at that point in the code,
  251. * as well as the preferred amount for good performance.
  252. * CWorkspace refers to complex workspace, and RWorkspace refers
  253. * to real workspace. NB refers to the optimal block size for the
  254. * immediately following subroutine, as returned by ILAENV.)
  255. *
  256. IF( INFO.EQ.0 ) THEN
  257. MINWRK = 1
  258. MAXWRK = 1
  259. IF( MINMN.GT.0 ) THEN
  260. MM = M
  261. MNTHR = ILAENV( 6, 'ZGELSS', ' ', M, N, NRHS, -1 )
  262. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  263. *
  264. * Path 1a - overdetermined, with many more rows than
  265. * columns
  266. *
  267. * Compute space needed for ZGEQRF
  268. CALL ZGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, INFO )
  269. LWORK_ZGEQRF = INT( DUM(1) )
  270. * Compute space needed for ZUNMQR
  271. CALL ZUNMQR( 'L', 'C', M, NRHS, N, A, LDA, DUM(1), B,
  272. $ LDB, DUM(1), -1, INFO )
  273. LWORK_ZUNMQR = INT( DUM(1) )
  274. MM = N
  275. MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'ZGEQRF', ' ', M,
  276. $ N, -1, -1 ) )
  277. MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'ZUNMQR', 'LC',
  278. $ M, NRHS, N, -1 ) )
  279. END IF
  280. IF( M.GE.N ) THEN
  281. *
  282. * Path 1 - overdetermined or exactly determined
  283. *
  284. * Compute space needed for ZGEBRD
  285. CALL ZGEBRD( MM, N, A, LDA, S, S, DUM(1), DUM(1), DUM(1),
  286. $ -1, INFO )
  287. LWORK_ZGEBRD = INT( DUM(1) )
  288. * Compute space needed for ZUNMBR
  289. CALL ZUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, DUM(1),
  290. $ B, LDB, DUM(1), -1, INFO )
  291. LWORK_ZUNMBR = INT( DUM(1) )
  292. * Compute space needed for ZUNGBR
  293. CALL ZUNGBR( 'P', N, N, N, A, LDA, DUM(1),
  294. $ DUM(1), -1, INFO )
  295. LWORK_ZUNGBR = INT( DUM(1) )
  296. * Compute total workspace needed
  297. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZGEBRD )
  298. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNMBR )
  299. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNGBR )
  300. MAXWRK = MAX( MAXWRK, N*NRHS )
  301. MINWRK = 2*N + MAX( NRHS, M )
  302. END IF
  303. IF( N.GT.M ) THEN
  304. MINWRK = 2*M + MAX( NRHS, N )
  305. IF( N.GE.MNTHR ) THEN
  306. *
  307. * Path 2a - underdetermined, with many more columns
  308. * than rows
  309. *
  310. * Compute space needed for ZGELQF
  311. CALL ZGELQF( M, N, A, LDA, DUM(1), DUM(1),
  312. $ -1, INFO )
  313. LWORK_ZGELQF = INT( DUM(1) )
  314. * Compute space needed for ZGEBRD
  315. CALL ZGEBRD( M, M, A, LDA, S, S, DUM(1), DUM(1),
  316. $ DUM(1), -1, INFO )
  317. LWORK_ZGEBRD = INT( DUM(1) )
  318. * Compute space needed for ZUNMBR
  319. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA,
  320. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  321. LWORK_ZUNMBR = INT( DUM(1) )
  322. * Compute space needed for ZUNGBR
  323. CALL ZUNGBR( 'P', M, M, M, A, LDA, DUM(1),
  324. $ DUM(1), -1, INFO )
  325. LWORK_ZUNGBR = INT( DUM(1) )
  326. * Compute space needed for ZUNMLQ
  327. CALL ZUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, DUM(1),
  328. $ B, LDB, DUM(1), -1, INFO )
  329. LWORK_ZUNMLQ = INT( DUM(1) )
  330. * Compute total workspace needed
  331. MAXWRK = M + LWORK_ZGELQF
  332. MAXWRK = MAX( MAXWRK, 3*M + M*M + LWORK_ZGEBRD )
  333. MAXWRK = MAX( MAXWRK, 3*M + M*M + LWORK_ZUNMBR )
  334. MAXWRK = MAX( MAXWRK, 3*M + M*M + LWORK_ZUNGBR )
  335. IF( NRHS.GT.1 ) THEN
  336. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  337. ELSE
  338. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  339. END IF
  340. MAXWRK = MAX( MAXWRK, M + LWORK_ZUNMLQ )
  341. ELSE
  342. *
  343. * Path 2 - underdetermined
  344. *
  345. * Compute space needed for ZGEBRD
  346. CALL ZGEBRD( M, N, A, LDA, S, S, DUM(1), DUM(1),
  347. $ DUM(1), -1, INFO )
  348. LWORK_ZGEBRD = INT( DUM(1) )
  349. * Compute space needed for ZUNMBR
  350. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, M, A, LDA,
  351. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  352. LWORK_ZUNMBR = INT( DUM(1) )
  353. * Compute space needed for ZUNGBR
  354. CALL ZUNGBR( 'P', M, N, M, A, LDA, DUM(1),
  355. $ DUM(1), -1, INFO )
  356. LWORK_ZUNGBR = INT( DUM(1) )
  357. MAXWRK = 2*M + LWORK_ZGEBRD
  358. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNMBR )
  359. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNGBR )
  360. MAXWRK = MAX( MAXWRK, N*NRHS )
  361. END IF
  362. END IF
  363. MAXWRK = MAX( MINWRK, MAXWRK )
  364. END IF
  365. WORK( 1 ) = MAXWRK
  366. *
  367. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
  368. $ INFO = -12
  369. END IF
  370. *
  371. IF( INFO.NE.0 ) THEN
  372. CALL XERBLA( 'ZGELSS', -INFO )
  373. RETURN
  374. ELSE IF( LQUERY ) THEN
  375. RETURN
  376. END IF
  377. *
  378. * Quick return if possible
  379. *
  380. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  381. RANK = 0
  382. RETURN
  383. END IF
  384. *
  385. * Get machine parameters
  386. *
  387. EPS = DLAMCH( 'P' )
  388. SFMIN = DLAMCH( 'S' )
  389. SMLNUM = SFMIN / EPS
  390. BIGNUM = ONE / SMLNUM
  391. CALL DLABAD( SMLNUM, BIGNUM )
  392. *
  393. * Scale A if max element outside range [SMLNUM,BIGNUM]
  394. *
  395. ANRM = ZLANGE( 'M', M, N, A, LDA, RWORK )
  396. IASCL = 0
  397. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  398. *
  399. * Scale matrix norm up to SMLNUM
  400. *
  401. CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  402. IASCL = 1
  403. ELSE IF( ANRM.GT.BIGNUM ) THEN
  404. *
  405. * Scale matrix norm down to BIGNUM
  406. *
  407. CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  408. IASCL = 2
  409. ELSE IF( ANRM.EQ.ZERO ) THEN
  410. *
  411. * Matrix all zero. Return zero solution.
  412. *
  413. CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
  414. CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, MINMN )
  415. RANK = 0
  416. GO TO 70
  417. END IF
  418. *
  419. * Scale B if max element outside range [SMLNUM,BIGNUM]
  420. *
  421. BNRM = ZLANGE( 'M', M, NRHS, B, LDB, RWORK )
  422. IBSCL = 0
  423. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  424. *
  425. * Scale matrix norm up to SMLNUM
  426. *
  427. CALL ZLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  428. IBSCL = 1
  429. ELSE IF( BNRM.GT.BIGNUM ) THEN
  430. *
  431. * Scale matrix norm down to BIGNUM
  432. *
  433. CALL ZLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  434. IBSCL = 2
  435. END IF
  436. *
  437. * Overdetermined case
  438. *
  439. IF( M.GE.N ) THEN
  440. *
  441. * Path 1 - overdetermined or exactly determined
  442. *
  443. MM = M
  444. IF( M.GE.MNTHR ) THEN
  445. *
  446. * Path 1a - overdetermined, with many more rows than columns
  447. *
  448. MM = N
  449. ITAU = 1
  450. IWORK = ITAU + N
  451. *
  452. * Compute A=Q*R
  453. * (CWorkspace: need 2*N, prefer N+N*NB)
  454. * (RWorkspace: none)
  455. *
  456. CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  457. $ LWORK-IWORK+1, INFO )
  458. *
  459. * Multiply B by transpose(Q)
  460. * (CWorkspace: need N+NRHS, prefer N+NRHS*NB)
  461. * (RWorkspace: none)
  462. *
  463. CALL ZUNMQR( 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  464. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  465. *
  466. * Zero out below R
  467. *
  468. IF( N.GT.1 )
  469. $ CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
  470. $ LDA )
  471. END IF
  472. *
  473. IE = 1
  474. ITAUQ = 1
  475. ITAUP = ITAUQ + N
  476. IWORK = ITAUP + N
  477. *
  478. * Bidiagonalize R in A
  479. * (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB)
  480. * (RWorkspace: need N)
  481. *
  482. CALL ZGEBRD( MM, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  483. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  484. $ INFO )
  485. *
  486. * Multiply B by transpose of left bidiagonalizing vectors of R
  487. * (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB)
  488. * (RWorkspace: none)
  489. *
  490. CALL ZUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  491. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  492. *
  493. * Generate right bidiagonalizing vectors of R in A
  494. * (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
  495. * (RWorkspace: none)
  496. *
  497. CALL ZUNGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  498. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  499. IRWORK = IE + N
  500. *
  501. * Perform bidiagonal QR iteration
  502. * multiply B by transpose of left singular vectors
  503. * compute right singular vectors in A
  504. * (CWorkspace: none)
  505. * (RWorkspace: need BDSPAC)
  506. *
  507. CALL ZBDSQR( 'U', N, N, 0, NRHS, S, RWORK( IE ), A, LDA, DUM,
  508. $ 1, B, LDB, RWORK( IRWORK ), INFO )
  509. IF( INFO.NE.0 )
  510. $ GO TO 70
  511. *
  512. * Multiply B by reciprocals of singular values
  513. *
  514. THR = MAX( RCOND*S( 1 ), SFMIN )
  515. IF( RCOND.LT.ZERO )
  516. $ THR = MAX( EPS*S( 1 ), SFMIN )
  517. RANK = 0
  518. DO 10 I = 1, N
  519. IF( S( I ).GT.THR ) THEN
  520. CALL ZDRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  521. RANK = RANK + 1
  522. ELSE
  523. CALL ZLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  524. END IF
  525. 10 CONTINUE
  526. *
  527. * Multiply B by right singular vectors
  528. * (CWorkspace: need N, prefer N*NRHS)
  529. * (RWorkspace: none)
  530. *
  531. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  532. CALL ZGEMM( 'C', 'N', N, NRHS, N, CONE, A, LDA, B, LDB,
  533. $ CZERO, WORK, LDB )
  534. CALL ZLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  535. ELSE IF( NRHS.GT.1 ) THEN
  536. CHUNK = LWORK / N
  537. DO 20 I = 1, NRHS, CHUNK
  538. BL = MIN( NRHS-I+1, CHUNK )
  539. CALL ZGEMM( 'C', 'N', N, BL, N, CONE, A, LDA, B( 1, I ),
  540. $ LDB, CZERO, WORK, N )
  541. CALL ZLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
  542. 20 CONTINUE
  543. ELSE
  544. CALL ZGEMV( 'C', N, N, CONE, A, LDA, B, 1, CZERO, WORK, 1 )
  545. CALL ZCOPY( N, WORK, 1, B, 1 )
  546. END IF
  547. *
  548. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.3*M+M*M+MAX( M, NRHS, N-2*M ) )
  549. $ THEN
  550. *
  551. * Underdetermined case, M much less than N
  552. *
  553. * Path 2a - underdetermined, with many more columns than rows
  554. * and sufficient workspace for an efficient algorithm
  555. *
  556. LDWORK = M
  557. IF( LWORK.GE.3*M+M*LDA+MAX( M, NRHS, N-2*M ) )
  558. $ LDWORK = LDA
  559. ITAU = 1
  560. IWORK = M + 1
  561. *
  562. * Compute A=L*Q
  563. * (CWorkspace: need 2*M, prefer M+M*NB)
  564. * (RWorkspace: none)
  565. *
  566. CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  567. $ LWORK-IWORK+1, INFO )
  568. IL = IWORK
  569. *
  570. * Copy L to WORK(IL), zeroing out above it
  571. *
  572. CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  573. CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, WORK( IL+LDWORK ),
  574. $ LDWORK )
  575. IE = 1
  576. ITAUQ = IL + LDWORK*M
  577. ITAUP = ITAUQ + M
  578. IWORK = ITAUP + M
  579. *
  580. * Bidiagonalize L in WORK(IL)
  581. * (CWorkspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
  582. * (RWorkspace: need M)
  583. *
  584. CALL ZGEBRD( M, M, WORK( IL ), LDWORK, S, RWORK( IE ),
  585. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
  586. $ LWORK-IWORK+1, INFO )
  587. *
  588. * Multiply B by transpose of left bidiagonalizing vectors of L
  589. * (CWorkspace: need M*M+3*M+NRHS, prefer M*M+3*M+NRHS*NB)
  590. * (RWorkspace: none)
  591. *
  592. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, M, WORK( IL ), LDWORK,
  593. $ WORK( ITAUQ ), B, LDB, WORK( IWORK ),
  594. $ LWORK-IWORK+1, INFO )
  595. *
  596. * Generate right bidiagonalizing vectors of R in WORK(IL)
  597. * (CWorkspace: need M*M+4*M-1, prefer M*M+3*M+(M-1)*NB)
  598. * (RWorkspace: none)
  599. *
  600. CALL ZUNGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
  601. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  602. IRWORK = IE + M
  603. *
  604. * Perform bidiagonal QR iteration, computing right singular
  605. * vectors of L in WORK(IL) and multiplying B by transpose of
  606. * left singular vectors
  607. * (CWorkspace: need M*M)
  608. * (RWorkspace: need BDSPAC)
  609. *
  610. CALL ZBDSQR( 'U', M, M, 0, NRHS, S, RWORK( IE ), WORK( IL ),
  611. $ LDWORK, A, LDA, B, LDB, RWORK( IRWORK ), INFO )
  612. IF( INFO.NE.0 )
  613. $ GO TO 70
  614. *
  615. * Multiply B by reciprocals of singular values
  616. *
  617. THR = MAX( RCOND*S( 1 ), SFMIN )
  618. IF( RCOND.LT.ZERO )
  619. $ THR = MAX( EPS*S( 1 ), SFMIN )
  620. RANK = 0
  621. DO 30 I = 1, M
  622. IF( S( I ).GT.THR ) THEN
  623. CALL ZDRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  624. RANK = RANK + 1
  625. ELSE
  626. CALL ZLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  627. END IF
  628. 30 CONTINUE
  629. IWORK = IL + M*LDWORK
  630. *
  631. * Multiply B by right singular vectors of L in WORK(IL)
  632. * (CWorkspace: need M*M+2*M, prefer M*M+M+M*NRHS)
  633. * (RWorkspace: none)
  634. *
  635. IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
  636. CALL ZGEMM( 'C', 'N', M, NRHS, M, CONE, WORK( IL ), LDWORK,
  637. $ B, LDB, CZERO, WORK( IWORK ), LDB )
  638. CALL ZLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
  639. ELSE IF( NRHS.GT.1 ) THEN
  640. CHUNK = ( LWORK-IWORK+1 ) / M
  641. DO 40 I = 1, NRHS, CHUNK
  642. BL = MIN( NRHS-I+1, CHUNK )
  643. CALL ZGEMM( 'C', 'N', M, BL, M, CONE, WORK( IL ), LDWORK,
  644. $ B( 1, I ), LDB, CZERO, WORK( IWORK ), M )
  645. CALL ZLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
  646. $ LDB )
  647. 40 CONTINUE
  648. ELSE
  649. CALL ZGEMV( 'C', M, M, CONE, WORK( IL ), LDWORK, B( 1, 1 ),
  650. $ 1, CZERO, WORK( IWORK ), 1 )
  651. CALL ZCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
  652. END IF
  653. *
  654. * Zero out below first M rows of B
  655. *
  656. CALL ZLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
  657. IWORK = ITAU + M
  658. *
  659. * Multiply transpose(Q) by B
  660. * (CWorkspace: need M+NRHS, prefer M+NHRS*NB)
  661. * (RWorkspace: none)
  662. *
  663. CALL ZUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  664. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  665. *
  666. ELSE
  667. *
  668. * Path 2 - remaining underdetermined cases
  669. *
  670. IE = 1
  671. ITAUQ = 1
  672. ITAUP = ITAUQ + M
  673. IWORK = ITAUP + M
  674. *
  675. * Bidiagonalize A
  676. * (CWorkspace: need 3*M, prefer 2*M+(M+N)*NB)
  677. * (RWorkspace: need N)
  678. *
  679. CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  680. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  681. $ INFO )
  682. *
  683. * Multiply B by transpose of left bidiagonalizing vectors
  684. * (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB)
  685. * (RWorkspace: none)
  686. *
  687. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  688. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  689. *
  690. * Generate right bidiagonalizing vectors in A
  691. * (CWorkspace: need 3*M, prefer 2*M+M*NB)
  692. * (RWorkspace: none)
  693. *
  694. CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  695. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  696. IRWORK = IE + M
  697. *
  698. * Perform bidiagonal QR iteration,
  699. * computing right singular vectors of A in A and
  700. * multiplying B by transpose of left singular vectors
  701. * (CWorkspace: none)
  702. * (RWorkspace: need BDSPAC)
  703. *
  704. CALL ZBDSQR( 'L', M, N, 0, NRHS, S, RWORK( IE ), A, LDA, DUM,
  705. $ 1, B, LDB, RWORK( IRWORK ), INFO )
  706. IF( INFO.NE.0 )
  707. $ GO TO 70
  708. *
  709. * Multiply B by reciprocals of singular values
  710. *
  711. THR = MAX( RCOND*S( 1 ), SFMIN )
  712. IF( RCOND.LT.ZERO )
  713. $ THR = MAX( EPS*S( 1 ), SFMIN )
  714. RANK = 0
  715. DO 50 I = 1, M
  716. IF( S( I ).GT.THR ) THEN
  717. CALL ZDRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  718. RANK = RANK + 1
  719. ELSE
  720. CALL ZLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  721. END IF
  722. 50 CONTINUE
  723. *
  724. * Multiply B by right singular vectors of A
  725. * (CWorkspace: need N, prefer N*NRHS)
  726. * (RWorkspace: none)
  727. *
  728. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  729. CALL ZGEMM( 'C', 'N', N, NRHS, M, CONE, A, LDA, B, LDB,
  730. $ CZERO, WORK, LDB )
  731. CALL ZLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  732. ELSE IF( NRHS.GT.1 ) THEN
  733. CHUNK = LWORK / N
  734. DO 60 I = 1, NRHS, CHUNK
  735. BL = MIN( NRHS-I+1, CHUNK )
  736. CALL ZGEMM( 'C', 'N', N, BL, M, CONE, A, LDA, B( 1, I ),
  737. $ LDB, CZERO, WORK, N )
  738. CALL ZLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
  739. 60 CONTINUE
  740. ELSE
  741. CALL ZGEMV( 'C', M, N, CONE, A, LDA, B, 1, CZERO, WORK, 1 )
  742. CALL ZCOPY( N, WORK, 1, B, 1 )
  743. END IF
  744. END IF
  745. *
  746. * Undo scaling
  747. *
  748. IF( IASCL.EQ.1 ) THEN
  749. CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  750. CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  751. $ INFO )
  752. ELSE IF( IASCL.EQ.2 ) THEN
  753. CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  754. CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  755. $ INFO )
  756. END IF
  757. IF( IBSCL.EQ.1 ) THEN
  758. CALL ZLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  759. ELSE IF( IBSCL.EQ.2 ) THEN
  760. CALL ZLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  761. END IF
  762. 70 CONTINUE
  763. WORK( 1 ) = MAXWRK
  764. RETURN
  765. *
  766. * End of ZGELSS
  767. *
  768. END