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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. *> The divide and conquer algorithm makes very mild assumptions about
  63. *> floating point arithmetic. It will work on machines with a guard
  64. *> digit in add/subtract, or on those binary machines without guard
  65. *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
  66. *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
  67. *> without guard digits, but we know of none.
  68. *> \endverbatim
  69. *
  70. * Arguments:
  71. * ==========
  72. *
  73. *> \param[in] M
  74. *> \verbatim
  75. *> M is INTEGER
  76. *> The number of rows of A. M >= 0.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] N
  80. *> \verbatim
  81. *> N is INTEGER
  82. *> The number of columns of A. N >= 0.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] NRHS
  86. *> \verbatim
  87. *> NRHS is INTEGER
  88. *> The number of right hand sides, i.e., the number of columns
  89. *> of the matrices B and X. NRHS >= 0.
  90. *> \endverbatim
  91. *>
  92. *> \param[in,out] A
  93. *> \verbatim
  94. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  95. *> On entry, the M-by-N matrix A.
  96. *> On exit, A has been destroyed.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDA
  100. *> \verbatim
  101. *> LDA is INTEGER
  102. *> The leading dimension of the array A. LDA >= max(1,M).
  103. *> \endverbatim
  104. *>
  105. *> \param[in,out] B
  106. *> \verbatim
  107. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  108. *> On entry, the M-by-NRHS right hand side matrix B.
  109. *> On exit, B is overwritten by the N-by-NRHS solution
  110. *> matrix X. If m >= n and RANK = n, the residual
  111. *> sum-of-squares for the solution in the i-th column is given
  112. *> by the sum of squares of elements n+1:m in that column.
  113. *> \endverbatim
  114. *>
  115. *> \param[in] LDB
  116. *> \verbatim
  117. *> LDB is INTEGER
  118. *> The leading dimension of the array B. LDB >= max(1,max(M,N)).
  119. *> \endverbatim
  120. *>
  121. *> \param[out] S
  122. *> \verbatim
  123. *> S is DOUBLE PRECISION array, dimension (min(M,N))
  124. *> The singular values of A in decreasing order.
  125. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  126. *> \endverbatim
  127. *>
  128. *> \param[in] RCOND
  129. *> \verbatim
  130. *> RCOND is DOUBLE PRECISION
  131. *> RCOND is used to determine the effective rank of A.
  132. *> Singular values S(i) <= RCOND*S(1) are treated as zero.
  133. *> If RCOND < 0, machine precision is used instead.
  134. *> \endverbatim
  135. *>
  136. *> \param[out] RANK
  137. *> \verbatim
  138. *> RANK is INTEGER
  139. *> The effective rank of A, i.e., the number of singular values
  140. *> which are greater than RCOND*S(1).
  141. *> \endverbatim
  142. *>
  143. *> \param[out] WORK
  144. *> \verbatim
  145. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  146. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  147. *> \endverbatim
  148. *>
  149. *> \param[in] LWORK
  150. *> \verbatim
  151. *> LWORK is INTEGER
  152. *> The dimension of the array WORK. LWORK must be at least 1.
  153. *> The exact minimum amount of workspace needed depends on M,
  154. *> N and NRHS. As long as LWORK is at least
  155. *> 12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,
  156. *> if M is greater than or equal to N or
  157. *> 12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,
  158. *> if M is less than N, the code will execute correctly.
  159. *> SMLSIZ is returned by ILAENV and is equal to the maximum
  160. *> size of the subproblems at the bottom of the computation
  161. *> tree (usually about 25), and
  162. *> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
  163. *> For good performance, LWORK should generally be larger.
  164. *>
  165. *> If LWORK = -1, then a workspace query is assumed; the routine
  166. *> only calculates the optimal size of the WORK array, returns
  167. *> this value as the first entry of the WORK array, and no error
  168. *> message related to LWORK is issued by XERBLA.
  169. *> \endverbatim
  170. *>
  171. *> \param[out] IWORK
  172. *> \verbatim
  173. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  174. *> LIWORK >= max(1, 3 * MINMN * NLVL + 11 * MINMN),
  175. *> where MINMN = MIN( M,N ).
  176. *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
  177. *> \endverbatim
  178. *>
  179. *> \param[out] INFO
  180. *> \verbatim
  181. *> INFO is INTEGER
  182. *> = 0: successful exit
  183. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  184. *> > 0: the algorithm for computing the SVD failed to converge;
  185. *> if INFO = i, i off-diagonal elements of an intermediate
  186. *> bidiagonal form did not converge to zero.
  187. *> \endverbatim
  188. *
  189. * Authors:
  190. * ========
  191. *
  192. *> \author Univ. of Tennessee
  193. *> \author Univ. of California Berkeley
  194. *> \author Univ. of Colorado Denver
  195. *> \author NAG Ltd.
  196. *
  197. *> \date June 2017
  198. *
  199. *> \ingroup doubleGEsolve
  200. *
  201. *> \par Contributors:
  202. * ==================
  203. *>
  204. *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
  205. *> California at Berkeley, USA \n
  206. *> Osni Marques, LBNL/NERSC, USA \n
  207. *
  208. * =====================================================================
  209. SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  210. $ WORK, LWORK, IWORK, INFO )
  211. *
  212. * -- LAPACK driver routine (version 3.7.1) --
  213. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  214. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  215. * June 2017
  216. *
  217. * .. Scalar Arguments ..
  218. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  219. DOUBLE PRECISION RCOND
  220. * ..
  221. * .. Array Arguments ..
  222. INTEGER IWORK( * )
  223. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  224. * ..
  225. *
  226. * =====================================================================
  227. *
  228. * .. Parameters ..
  229. DOUBLE PRECISION ZERO, ONE, TWO
  230. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
  231. * ..
  232. * .. Local Scalars ..
  233. LOGICAL LQUERY
  234. INTEGER IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
  235. $ LDWORK, LIWORK, MAXMN, MAXWRK, MINMN, MINWRK,
  236. $ MM, MNTHR, NLVL, NWORK, SMLSIZ, WLALSD
  237. DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
  238. * ..
  239. * .. External Subroutines ..
  240. EXTERNAL DGEBRD, DGELQF, DGEQRF, DLABAD, DLACPY, DLALSD,
  241. $ DLASCL, DLASET, DORMBR, DORMLQ, DORMQR, XERBLA
  242. * ..
  243. * .. External Functions ..
  244. INTEGER ILAENV
  245. DOUBLE PRECISION DLAMCH, DLANGE
  246. EXTERNAL ILAENV, DLAMCH, DLANGE
  247. * ..
  248. * .. Intrinsic Functions ..
  249. INTRINSIC DBLE, INT, LOG, MAX, MIN
  250. * ..
  251. * .. Executable Statements ..
  252. *
  253. * Test the input arguments.
  254. *
  255. INFO = 0
  256. MINMN = MIN( M, N )
  257. MAXMN = MAX( M, N )
  258. MNTHR = ILAENV( 6, 'DGELSD', ' ', M, N, NRHS, -1 )
  259. LQUERY = ( LWORK.EQ.-1 )
  260. IF( M.LT.0 ) THEN
  261. INFO = -1
  262. ELSE IF( N.LT.0 ) THEN
  263. INFO = -2
  264. ELSE IF( NRHS.LT.0 ) THEN
  265. INFO = -3
  266. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  267. INFO = -5
  268. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  269. INFO = -7
  270. END IF
  271. *
  272. SMLSIZ = ILAENV( 9, 'DGELSD', ' ', 0, 0, 0, 0 )
  273. *
  274. * Compute workspace.
  275. * (Note: Comments in the code beginning "Workspace:" describe the
  276. * minimal amount of workspace needed at that point in the code,
  277. * as well as the preferred amount for good performance.
  278. * NB refers to the optimal block size for the immediately
  279. * following subroutine, as returned by ILAENV.)
  280. *
  281. MINWRK = 1
  282. LIWORK = 1
  283. MINMN = MAX( 1, MINMN )
  284. NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ+1 ) ) /
  285. $ LOG( TWO ) ) + 1, 0 )
  286. *
  287. IF( INFO.EQ.0 ) THEN
  288. MAXWRK = 0
  289. LIWORK = 3*MINMN*NLVL + 11*MINMN
  290. MM = M
  291. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  292. *
  293. * Path 1a - overdetermined, with many more rows than columns.
  294. *
  295. MM = N
  296. MAXWRK = MAX( MAXWRK, N+N*ILAENV( 1, 'DGEQRF', ' ', M, N,
  297. $ -1, -1 ) )
  298. MAXWRK = MAX( MAXWRK, N+NRHS*
  299. $ ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N, -1 ) )
  300. END IF
  301. IF( M.GE.N ) THEN
  302. *
  303. * Path 1 - overdetermined or exactly determined.
  304. *
  305. MAXWRK = MAX( MAXWRK, 3*N+( MM+N )*
  306. $ ILAENV( 1, 'DGEBRD', ' ', MM, N, -1, -1 ) )
  307. MAXWRK = MAX( MAXWRK, 3*N+NRHS*
  308. $ ILAENV( 1, 'DORMBR', 'QLT', MM, NRHS, N, -1 ) )
  309. MAXWRK = MAX( MAXWRK, 3*N+( N-1 )*
  310. $ ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, N, -1 ) )
  311. WLALSD = 9*N+2*N*SMLSIZ+8*N*NLVL+N*NRHS+(SMLSIZ+1)**2
  312. MAXWRK = MAX( MAXWRK, 3*N+WLALSD )
  313. MINWRK = MAX( 3*N+MM, 3*N+NRHS, 3*N+WLALSD )
  314. END IF
  315. IF( N.GT.M ) THEN
  316. WLALSD = 9*M+2*M*SMLSIZ+8*M*NLVL+M*NRHS+(SMLSIZ+1)**2
  317. IF( N.GE.MNTHR ) THEN
  318. *
  319. * Path 2a - underdetermined, with many more columns
  320. * than rows.
  321. *
  322. MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
  323. MAXWRK = MAX( MAXWRK, M*M+4*M+2*M*
  324. $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
  325. MAXWRK = MAX( MAXWRK, M*M+4*M+NRHS*
  326. $ ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, M, -1 ) )
  327. MAXWRK = MAX( MAXWRK, M*M+4*M+( M-1 )*
  328. $ ILAENV( 1, 'DORMBR', 'PLN', M, NRHS, M, -1 ) )
  329. IF( NRHS.GT.1 ) THEN
  330. MAXWRK = MAX( MAXWRK, M*M+M+M*NRHS )
  331. ELSE
  332. MAXWRK = MAX( MAXWRK, M*M+2*M )
  333. END IF
  334. MAXWRK = MAX( MAXWRK, M+NRHS*
  335. $ ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M, -1 ) )
  336. MAXWRK = MAX( MAXWRK, M*M+4*M+WLALSD )
  337. ! XXX: Ensure the Path 2a case below is triggered. The workspace
  338. ! calculation should use queries for all routines eventually.
  339. MAXWRK = MAX( MAXWRK,
  340. $ 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
  341. ELSE
  342. *
  343. * Path 2 - remaining underdetermined cases.
  344. *
  345. MAXWRK = 3*M + ( N+M )*ILAENV( 1, 'DGEBRD', ' ', M, N,
  346. $ -1, -1 )
  347. MAXWRK = MAX( MAXWRK, 3*M+NRHS*
  348. $ ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, N, -1 ) )
  349. MAXWRK = MAX( MAXWRK, 3*M+M*
  350. $ ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, M, -1 ) )
  351. MAXWRK = MAX( MAXWRK, 3*M+WLALSD )
  352. END IF
  353. MINWRK = MAX( 3*M+NRHS, 3*M+M, 3*M+WLALSD )
  354. END IF
  355. MINWRK = MIN( MINWRK, MAXWRK )
  356. WORK( 1 ) = MAXWRK
  357. IWORK( 1 ) = LIWORK
  358. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  359. INFO = -12
  360. END IF
  361. END IF
  362. *
  363. IF( INFO.NE.0 ) THEN
  364. CALL XERBLA( 'DGELSD', -INFO )
  365. RETURN
  366. ELSE IF( LQUERY ) THEN
  367. GO TO 10
  368. END IF
  369. *
  370. * Quick return if possible.
  371. *
  372. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  373. RANK = 0
  374. RETURN
  375. END IF
  376. *
  377. * Get machine parameters.
  378. *
  379. EPS = DLAMCH( 'P' )
  380. SFMIN = DLAMCH( 'S' )
  381. SMLNUM = SFMIN / EPS
  382. BIGNUM = ONE / SMLNUM
  383. CALL DLABAD( SMLNUM, BIGNUM )
  384. *
  385. * Scale A if max entry outside range [SMLNUM,BIGNUM].
  386. *
  387. ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
  388. IASCL = 0
  389. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  390. *
  391. * Scale matrix norm up to SMLNUM.
  392. *
  393. CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  394. IASCL = 1
  395. ELSE IF( ANRM.GT.BIGNUM ) THEN
  396. *
  397. * Scale matrix norm down to BIGNUM.
  398. *
  399. CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  400. IASCL = 2
  401. ELSE IF( ANRM.EQ.ZERO ) THEN
  402. *
  403. * Matrix all zero. Return zero solution.
  404. *
  405. CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
  406. CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
  407. RANK = 0
  408. GO TO 10
  409. END IF
  410. *
  411. * Scale B if max entry outside range [SMLNUM,BIGNUM].
  412. *
  413. BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
  414. IBSCL = 0
  415. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  416. *
  417. * Scale matrix norm up to SMLNUM.
  418. *
  419. CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  420. IBSCL = 1
  421. ELSE IF( BNRM.GT.BIGNUM ) THEN
  422. *
  423. * Scale matrix norm down to BIGNUM.
  424. *
  425. CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  426. IBSCL = 2
  427. END IF
  428. *
  429. * If M < N make sure certain entries of B are zero.
  430. *
  431. IF( M.LT.N )
  432. $ CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  433. *
  434. * Overdetermined case.
  435. *
  436. IF( M.GE.N ) THEN
  437. *
  438. * Path 1 - overdetermined or exactly determined.
  439. *
  440. MM = M
  441. IF( M.GE.MNTHR ) THEN
  442. *
  443. * Path 1a - overdetermined, with many more rows than columns.
  444. *
  445. MM = N
  446. ITAU = 1
  447. NWORK = ITAU + N
  448. *
  449. * Compute A=Q*R.
  450. * (Workspace: need 2*N, prefer N+N*NB)
  451. *
  452. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  453. $ LWORK-NWORK+1, INFO )
  454. *
  455. * Multiply B by transpose(Q).
  456. * (Workspace: need N+NRHS, prefer N+NRHS*NB)
  457. *
  458. CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  459. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  460. *
  461. * Zero out below R.
  462. *
  463. IF( N.GT.1 ) THEN
  464. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
  465. END IF
  466. END IF
  467. *
  468. IE = 1
  469. ITAUQ = IE + N
  470. ITAUP = ITAUQ + N
  471. NWORK = ITAUP + N
  472. *
  473. * Bidiagonalize R in A.
  474. * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
  475. *
  476. CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  477. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  478. $ INFO )
  479. *
  480. * Multiply B by transpose of left bidiagonalizing vectors of R.
  481. * (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
  482. *
  483. CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  484. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  485. *
  486. * Solve the bidiagonal least squares problem.
  487. *
  488. CALL DLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB,
  489. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  490. IF( INFO.NE.0 ) THEN
  491. GO TO 10
  492. END IF
  493. *
  494. * Multiply B by right bidiagonalizing vectors of R.
  495. *
  496. CALL DORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
  497. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  498. *
  499. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  500. $ MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) THEN
  501. *
  502. * Path 2a - underdetermined, with many more columns than rows
  503. * and sufficient workspace for an efficient algorithm.
  504. *
  505. LDWORK = M
  506. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  507. $ M*LDA+M+M*NRHS, 4*M+M*LDA+WLALSD ) )LDWORK = LDA
  508. ITAU = 1
  509. NWORK = M + 1
  510. *
  511. * Compute A=L*Q.
  512. * (Workspace: need 2*M, prefer M+M*NB)
  513. *
  514. CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  515. $ LWORK-NWORK+1, INFO )
  516. IL = NWORK
  517. *
  518. * Copy L to WORK(IL), zeroing out above its diagonal.
  519. *
  520. CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  521. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
  522. $ LDWORK )
  523. IE = IL + LDWORK*M
  524. ITAUQ = IE + M
  525. ITAUP = ITAUQ + M
  526. NWORK = ITAUP + M
  527. *
  528. * Bidiagonalize L in WORK(IL).
  529. * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
  530. *
  531. CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
  532. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  533. $ LWORK-NWORK+1, INFO )
  534. *
  535. * Multiply B by transpose of left bidiagonalizing vectors of L.
  536. * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  537. *
  538. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
  539. $ WORK( ITAUQ ), B, LDB, WORK( NWORK ),
  540. $ LWORK-NWORK+1, INFO )
  541. *
  542. * Solve the bidiagonal least squares problem.
  543. *
  544. CALL DLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
  545. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  546. IF( INFO.NE.0 ) THEN
  547. GO TO 10
  548. END IF
  549. *
  550. * Multiply B by right bidiagonalizing vectors of L.
  551. *
  552. CALL DORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
  553. $ WORK( ITAUP ), B, LDB, WORK( NWORK ),
  554. $ LWORK-NWORK+1, INFO )
  555. *
  556. * Zero out below first M rows of B.
  557. *
  558. CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  559. NWORK = ITAU + M
  560. *
  561. * Multiply transpose(Q) by B.
  562. * (Workspace: need M+NRHS, prefer M+NRHS*NB)
  563. *
  564. CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  565. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  566. *
  567. ELSE
  568. *
  569. * Path 2 - remaining underdetermined cases.
  570. *
  571. IE = 1
  572. ITAUQ = IE + M
  573. ITAUP = ITAUQ + M
  574. NWORK = ITAUP + M
  575. *
  576. * Bidiagonalize A.
  577. * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
  578. *
  579. CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  580. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  581. $ INFO )
  582. *
  583. * Multiply B by transpose of left bidiagonalizing vectors.
  584. * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
  585. *
  586. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  587. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  588. *
  589. * Solve the bidiagonal least squares problem.
  590. *
  591. CALL DLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
  592. $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
  593. IF( INFO.NE.0 ) THEN
  594. GO TO 10
  595. END IF
  596. *
  597. * Multiply B by right bidiagonalizing vectors of A.
  598. *
  599. CALL DORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
  600. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  601. *
  602. END IF
  603. *
  604. * Undo scaling.
  605. *
  606. IF( IASCL.EQ.1 ) THEN
  607. CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  608. CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  609. $ INFO )
  610. ELSE IF( IASCL.EQ.2 ) THEN
  611. CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  612. CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  613. $ INFO )
  614. END IF
  615. IF( IBSCL.EQ.1 ) THEN
  616. CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  617. ELSE IF( IBSCL.EQ.2 ) THEN
  618. CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  619. END IF
  620. *
  621. 10 CONTINUE
  622. WORK( 1 ) = MAXWRK
  623. IWORK( 1 ) = LIWORK
  624. RETURN
  625. *
  626. * End of DGELSD
  627. *
  628. END