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sgelss.f 26 kB

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  1. *> \brief <b> SGELSS 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 SGELSS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgelss.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgelss.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgelss.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  22. * WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  26. * REAL RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SGELSS computes the minimum norm solution to a real linear least
  39. *> squares problem:
  40. *>
  41. *> Minimize 2-norm(| b - A*x |).
  42. *>
  43. *> using the singular value decomposition (SVD) of A. A is an M-by-N
  44. *> matrix which may be rank-deficient.
  45. *>
  46. *> Several right hand side vectors b and solution vectors x can be
  47. *> handled in a single call; they are stored as the columns of the
  48. *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
  49. *> X.
  50. *>
  51. *> The effective rank of A is determined by treating as zero those
  52. *> singular values which are less than RCOND times the largest singular
  53. *> value.
  54. *> \endverbatim
  55. *
  56. * Arguments:
  57. * ==========
  58. *
  59. *> \param[in] M
  60. *> \verbatim
  61. *> M is INTEGER
  62. *> The number of rows of the matrix A. M >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] N
  66. *> \verbatim
  67. *> N is INTEGER
  68. *> The number of columns of the matrix A. N >= 0.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] NRHS
  72. *> \verbatim
  73. *> NRHS is INTEGER
  74. *> The number of right hand sides, i.e., the number of columns
  75. *> of the matrices B and X. NRHS >= 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] A
  79. *> \verbatim
  80. *> A is REAL array, dimension (LDA,N)
  81. *> On entry, the M-by-N matrix A.
  82. *> On exit, the first min(m,n) rows of A are overwritten with
  83. *> its right singular vectors, stored rowwise.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDA
  87. *> \verbatim
  88. *> LDA is INTEGER
  89. *> The leading dimension of the array A. LDA >= max(1,M).
  90. *> \endverbatim
  91. *>
  92. *> \param[in,out] B
  93. *> \verbatim
  94. *> B is REAL array, dimension (LDB,NRHS)
  95. *> On entry, the M-by-NRHS right hand side matrix B.
  96. *> On exit, B is overwritten by the N-by-NRHS solution
  97. *> matrix X. If m >= n and RANK = n, the residual
  98. *> sum-of-squares for the solution in the i-th column is given
  99. *> by the sum of squares of elements n+1:m in that column.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] LDB
  103. *> \verbatim
  104. *> LDB is INTEGER
  105. *> The leading dimension of the array B. LDB >= max(1,max(M,N)).
  106. *> \endverbatim
  107. *>
  108. *> \param[out] S
  109. *> \verbatim
  110. *> S is REAL array, dimension (min(M,N))
  111. *> The singular values of A in decreasing order.
  112. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  113. *> \endverbatim
  114. *>
  115. *> \param[in] RCOND
  116. *> \verbatim
  117. *> RCOND is REAL
  118. *> RCOND is used to determine the effective rank of A.
  119. *> Singular values S(i) <= RCOND*S(1) are treated as zero.
  120. *> If RCOND < 0, machine precision is used instead.
  121. *> \endverbatim
  122. *>
  123. *> \param[out] RANK
  124. *> \verbatim
  125. *> RANK is INTEGER
  126. *> The effective rank of A, i.e., the number of singular values
  127. *> which are greater than RCOND*S(1).
  128. *> \endverbatim
  129. *>
  130. *> \param[out] WORK
  131. *> \verbatim
  132. *> WORK is REAL array, dimension (MAX(1,LWORK))
  133. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  134. *> \endverbatim
  135. *>
  136. *> \param[in] LWORK
  137. *> \verbatim
  138. *> LWORK is INTEGER
  139. *> The dimension of the array WORK. LWORK >= 1, and also:
  140. *> LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
  141. *> For good performance, LWORK should generally be larger.
  142. *>
  143. *> If LWORK = -1, then a workspace query is assumed; the routine
  144. *> only calculates the optimal size of the WORK array, returns
  145. *> this value as the first entry of the WORK array, and no error
  146. *> message related to LWORK is issued by XERBLA.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] INFO
  150. *> \verbatim
  151. *> INFO is INTEGER
  152. *> = 0: successful exit
  153. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  154. *> > 0: the algorithm for computing the SVD failed to converge;
  155. *> if INFO = i, i off-diagonal elements of an intermediate
  156. *> bidiagonal form did not converge to zero.
  157. *> \endverbatim
  158. *
  159. * Authors:
  160. * ========
  161. *
  162. *> \author Univ. of Tennessee
  163. *> \author Univ. of California Berkeley
  164. *> \author Univ. of Colorado Denver
  165. *> \author NAG Ltd.
  166. *
  167. *> \ingroup realGEsolve
  168. *
  169. * =====================================================================
  170. SUBROUTINE SGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  171. $ WORK, LWORK, INFO )
  172. *
  173. * -- LAPACK driver routine --
  174. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  175. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  176. *
  177. * .. Scalar Arguments ..
  178. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  179. REAL RCOND
  180. * ..
  181. * .. Array Arguments ..
  182. REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  183. * ..
  184. *
  185. * =====================================================================
  186. *
  187. * .. Parameters ..
  188. REAL ZERO, ONE
  189. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  190. * ..
  191. * .. Local Scalars ..
  192. LOGICAL LQUERY
  193. INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
  194. $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
  195. $ MAXWRK, MINMN, MINWRK, MM, MNTHR
  196. INTEGER LWORK_SGEQRF, LWORK_SORMQR, LWORK_SGEBRD,
  197. $ LWORK_SORMBR, LWORK_SORGBR, LWORK_SORMLQ
  198. REAL ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
  199. * ..
  200. * .. Local Arrays ..
  201. REAL DUM( 1 )
  202. * ..
  203. * .. External Subroutines ..
  204. EXTERNAL SBDSQR, SCOPY, SGEBRD, SGELQF, SGEMM, SGEMV,
  205. $ SGEQRF, SLABAD, SLACPY, SLASCL, SLASET, SORGBR,
  206. $ SORMBR, SORMLQ, SORMQR, SRSCL, XERBLA
  207. * ..
  208. * .. External Functions ..
  209. INTEGER ILAENV
  210. REAL SLAMCH, SLANGE
  211. EXTERNAL ILAENV, SLAMCH, SLANGE
  212. * ..
  213. * .. Intrinsic Functions ..
  214. INTRINSIC MAX, MIN
  215. * ..
  216. * .. Executable Statements ..
  217. *
  218. * Test the input arguments
  219. *
  220. INFO = 0
  221. MINMN = MIN( M, N )
  222. MAXMN = MAX( M, N )
  223. LQUERY = ( LWORK.EQ.-1 )
  224. IF( M.LT.0 ) THEN
  225. INFO = -1
  226. ELSE IF( N.LT.0 ) THEN
  227. INFO = -2
  228. ELSE IF( NRHS.LT.0 ) THEN
  229. INFO = -3
  230. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  231. INFO = -5
  232. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  233. INFO = -7
  234. END IF
  235. *
  236. * Compute workspace
  237. * (Note: Comments in the code beginning "Workspace:" describe the
  238. * minimal amount of workspace needed at that point in the code,
  239. * as well as the preferred amount for good performance.
  240. * NB refers to the optimal block size for the immediately
  241. * following subroutine, as returned by ILAENV.)
  242. *
  243. IF( INFO.EQ.0 ) THEN
  244. MINWRK = 1
  245. MAXWRK = 1
  246. IF( MINMN.GT.0 ) THEN
  247. MM = M
  248. MNTHR = ILAENV( 6, 'SGELSS', ' ', M, N, NRHS, -1 )
  249. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  250. *
  251. * Path 1a - overdetermined, with many more rows than
  252. * columns
  253. *
  254. * Compute space needed for SGEQRF
  255. CALL SGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, INFO )
  256. LWORK_SGEQRF = INT( DUM(1) )
  257. * Compute space needed for SORMQR
  258. CALL SORMQR( 'L', 'T', M, NRHS, N, A, LDA, DUM(1), B,
  259. $ LDB, DUM(1), -1, INFO )
  260. LWORK_SORMQR = INT( DUM(1) )
  261. MM = N
  262. MAXWRK = MAX( MAXWRK, N + LWORK_SGEQRF )
  263. MAXWRK = MAX( MAXWRK, N + LWORK_SORMQR )
  264. END IF
  265. IF( M.GE.N ) THEN
  266. *
  267. * Path 1 - overdetermined or exactly determined
  268. *
  269. * Compute workspace needed for SBDSQR
  270. *
  271. BDSPAC = MAX( 1, 5*N )
  272. * Compute space needed for SGEBRD
  273. CALL SGEBRD( MM, N, A, LDA, S, DUM(1), DUM(1),
  274. $ DUM(1), DUM(1), -1, INFO )
  275. LWORK_SGEBRD = INT( DUM(1) )
  276. * Compute space needed for SORMBR
  277. CALL SORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, DUM(1),
  278. $ B, LDB, DUM(1), -1, INFO )
  279. LWORK_SORMBR = INT( DUM(1) )
  280. * Compute space needed for SORGBR
  281. CALL SORGBR( 'P', N, N, N, A, LDA, DUM(1),
  282. $ DUM(1), -1, INFO )
  283. LWORK_SORGBR = INT( DUM(1) )
  284. * Compute total workspace needed
  285. MAXWRK = MAX( MAXWRK, 3*N + LWORK_SGEBRD )
  286. MAXWRK = MAX( MAXWRK, 3*N + LWORK_SORMBR )
  287. MAXWRK = MAX( MAXWRK, 3*N + LWORK_SORGBR )
  288. MAXWRK = MAX( MAXWRK, BDSPAC )
  289. MAXWRK = MAX( MAXWRK, N*NRHS )
  290. MINWRK = MAX( 3*N + MM, 3*N + NRHS, BDSPAC )
  291. MAXWRK = MAX( MINWRK, MAXWRK )
  292. END IF
  293. IF( N.GT.M ) THEN
  294. *
  295. * Compute workspace needed for SBDSQR
  296. *
  297. BDSPAC = MAX( 1, 5*M )
  298. MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC )
  299. IF( N.GE.MNTHR ) THEN
  300. *
  301. * Path 2a - underdetermined, with many more columns
  302. * than rows
  303. *
  304. * Compute space needed for SGEBRD
  305. CALL SGEBRD( M, M, A, LDA, S, DUM(1), DUM(1),
  306. $ DUM(1), DUM(1), -1, INFO )
  307. LWORK_SGEBRD = INT( DUM(1) )
  308. * Compute space needed for SORMBR
  309. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA,
  310. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  311. LWORK_SORMBR = INT( DUM(1) )
  312. * Compute space needed for SORGBR
  313. CALL SORGBR( 'P', M, M, M, A, LDA, DUM(1),
  314. $ DUM(1), -1, INFO )
  315. LWORK_SORGBR = INT( DUM(1) )
  316. * Compute space needed for SORMLQ
  317. CALL SORMLQ( 'L', 'T', N, NRHS, M, A, LDA, DUM(1),
  318. $ B, LDB, DUM(1), -1, INFO )
  319. LWORK_SORMLQ = INT( DUM(1) )
  320. * Compute total workspace needed
  321. MAXWRK = M + M*ILAENV( 1, 'SGELQF', ' ', M, N, -1,
  322. $ -1 )
  323. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_SGEBRD )
  324. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_SORMBR )
  325. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_SORGBR )
  326. MAXWRK = MAX( MAXWRK, M*M + M + BDSPAC )
  327. IF( NRHS.GT.1 ) THEN
  328. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  329. ELSE
  330. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  331. END IF
  332. MAXWRK = MAX( MAXWRK, M + LWORK_SORMLQ )
  333. ELSE
  334. *
  335. * Path 2 - underdetermined
  336. *
  337. * Compute space needed for SGEBRD
  338. CALL SGEBRD( M, N, A, LDA, S, DUM(1), DUM(1),
  339. $ DUM(1), DUM(1), -1, INFO )
  340. LWORK_SGEBRD = INT( DUM(1) )
  341. * Compute space needed for SORMBR
  342. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, M, A, LDA,
  343. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  344. LWORK_SORMBR = INT( DUM(1) )
  345. * Compute space needed for SORGBR
  346. CALL SORGBR( 'P', M, N, M, A, LDA, DUM(1),
  347. $ DUM(1), -1, INFO )
  348. LWORK_SORGBR = INT( DUM(1) )
  349. MAXWRK = 3*M + LWORK_SGEBRD
  350. MAXWRK = MAX( MAXWRK, 3*M + LWORK_SORMBR )
  351. MAXWRK = MAX( MAXWRK, 3*M + LWORK_SORGBR )
  352. MAXWRK = MAX( MAXWRK, BDSPAC )
  353. MAXWRK = MAX( MAXWRK, N*NRHS )
  354. END IF
  355. END IF
  356. MAXWRK = MAX( MINWRK, MAXWRK )
  357. END IF
  358. WORK( 1 ) = MAXWRK
  359. *
  360. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
  361. $ INFO = -12
  362. END IF
  363. *
  364. IF( INFO.NE.0 ) THEN
  365. CALL XERBLA( 'SGELSS', -INFO )
  366. RETURN
  367. ELSE IF( LQUERY ) THEN
  368. RETURN
  369. END IF
  370. *
  371. * Quick return if possible
  372. *
  373. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  374. RANK = 0
  375. RETURN
  376. END IF
  377. *
  378. * Get machine parameters
  379. *
  380. EPS = SLAMCH( 'P' )
  381. SFMIN = SLAMCH( 'S' )
  382. SMLNUM = SFMIN / EPS
  383. BIGNUM = ONE / SMLNUM
  384. CALL SLABAD( SMLNUM, BIGNUM )
  385. *
  386. * Scale A if max element outside range [SMLNUM,BIGNUM]
  387. *
  388. ANRM = SLANGE( 'M', M, N, A, LDA, WORK )
  389. IASCL = 0
  390. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  391. *
  392. * Scale matrix norm up to SMLNUM
  393. *
  394. CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  395. IASCL = 1
  396. ELSE IF( ANRM.GT.BIGNUM ) THEN
  397. *
  398. * Scale matrix norm down to BIGNUM
  399. *
  400. CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  401. IASCL = 2
  402. ELSE IF( ANRM.EQ.ZERO ) THEN
  403. *
  404. * Matrix all zero. Return zero solution.
  405. *
  406. CALL SLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
  407. CALL SLASET( 'F', MINMN, 1, ZERO, ZERO, S, MINMN )
  408. RANK = 0
  409. GO TO 70
  410. END IF
  411. *
  412. * Scale B if max element outside range [SMLNUM,BIGNUM]
  413. *
  414. BNRM = SLANGE( 'M', M, NRHS, B, LDB, WORK )
  415. IBSCL = 0
  416. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  417. *
  418. * Scale matrix norm up to SMLNUM
  419. *
  420. CALL SLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  421. IBSCL = 1
  422. ELSE IF( BNRM.GT.BIGNUM ) THEN
  423. *
  424. * Scale matrix norm down to BIGNUM
  425. *
  426. CALL SLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  427. IBSCL = 2
  428. END IF
  429. *
  430. * Overdetermined case
  431. *
  432. IF( M.GE.N ) THEN
  433. *
  434. * Path 1 - overdetermined or exactly determined
  435. *
  436. MM = M
  437. IF( M.GE.MNTHR ) THEN
  438. *
  439. * Path 1a - overdetermined, with many more rows than columns
  440. *
  441. MM = N
  442. ITAU = 1
  443. IWORK = ITAU + N
  444. *
  445. * Compute A=Q*R
  446. * (Workspace: need 2*N, prefer N+N*NB)
  447. *
  448. CALL SGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  449. $ LWORK-IWORK+1, INFO )
  450. *
  451. * Multiply B by transpose(Q)
  452. * (Workspace: need N+NRHS, prefer N+NRHS*NB)
  453. *
  454. CALL SORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  455. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  456. *
  457. * Zero out below R
  458. *
  459. IF( N.GT.1 )
  460. $ CALL SLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
  461. END IF
  462. *
  463. IE = 1
  464. ITAUQ = IE + N
  465. ITAUP = ITAUQ + N
  466. IWORK = 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( IWORK ), LWORK-IWORK+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( IWORK ), LWORK-IWORK+1, INFO )
  480. *
  481. * Generate right bidiagonalizing vectors of R in A
  482. * (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
  483. *
  484. CALL SORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  485. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  486. IWORK = IE + N
  487. *
  488. * Perform bidiagonal QR iteration
  489. * multiply B by transpose of left singular vectors
  490. * compute right singular vectors in A
  491. * (Workspace: need BDSPAC)
  492. *
  493. CALL SBDSQR( 'U', N, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
  494. $ 1, B, LDB, WORK( IWORK ), INFO )
  495. IF( INFO.NE.0 )
  496. $ GO TO 70
  497. *
  498. * Multiply B by reciprocals of singular values
  499. *
  500. THR = MAX( RCOND*S( 1 ), SFMIN )
  501. IF( RCOND.LT.ZERO )
  502. $ THR = MAX( EPS*S( 1 ), SFMIN )
  503. RANK = 0
  504. DO 10 I = 1, N
  505. IF( S( I ).GT.THR ) THEN
  506. CALL SRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  507. RANK = RANK + 1
  508. ELSE
  509. CALL SLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  510. END IF
  511. 10 CONTINUE
  512. *
  513. * Multiply B by right singular vectors
  514. * (Workspace: need N, prefer N*NRHS)
  515. *
  516. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  517. CALL SGEMM( 'T', 'N', N, NRHS, N, ONE, A, LDA, B, LDB, ZERO,
  518. $ WORK, LDB )
  519. CALL SLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  520. ELSE IF( NRHS.GT.1 ) THEN
  521. CHUNK = LWORK / N
  522. DO 20 I = 1, NRHS, CHUNK
  523. BL = MIN( NRHS-I+1, CHUNK )
  524. CALL SGEMM( 'T', 'N', N, BL, N, ONE, A, LDA, B( 1, I ),
  525. $ LDB, ZERO, WORK, N )
  526. CALL SLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
  527. 20 CONTINUE
  528. ELSE
  529. CALL SGEMV( 'T', N, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
  530. CALL SCOPY( N, WORK, 1, B, 1 )
  531. END IF
  532. *
  533. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  534. $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
  535. *
  536. * Path 2a - underdetermined, with many more columns than rows
  537. * and sufficient workspace for an efficient algorithm
  538. *
  539. LDWORK = M
  540. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  541. $ M*LDA+M+M*NRHS ) )LDWORK = LDA
  542. ITAU = 1
  543. IWORK = M + 1
  544. *
  545. * Compute A=L*Q
  546. * (Workspace: need 2*M, prefer M+M*NB)
  547. *
  548. CALL SGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  549. $ LWORK-IWORK+1, INFO )
  550. IL = IWORK
  551. *
  552. * Copy L to WORK(IL), zeroing out above it
  553. *
  554. CALL SLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  555. CALL SLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
  556. $ LDWORK )
  557. IE = IL + LDWORK*M
  558. ITAUQ = IE + M
  559. ITAUP = ITAUQ + M
  560. IWORK = ITAUP + M
  561. *
  562. * Bidiagonalize L in WORK(IL)
  563. * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
  564. *
  565. CALL SGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
  566. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
  567. $ LWORK-IWORK+1, INFO )
  568. *
  569. * Multiply B by transpose of left bidiagonalizing vectors of L
  570. * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  571. *
  572. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
  573. $ WORK( ITAUQ ), B, LDB, WORK( IWORK ),
  574. $ LWORK-IWORK+1, INFO )
  575. *
  576. * Generate right bidiagonalizing vectors of R in WORK(IL)
  577. * (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB)
  578. *
  579. CALL SORGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
  580. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  581. IWORK = IE + M
  582. *
  583. * Perform bidiagonal QR iteration,
  584. * computing right singular vectors of L in WORK(IL) and
  585. * multiplying B by transpose of left singular vectors
  586. * (Workspace: need M*M+M+BDSPAC)
  587. *
  588. CALL SBDSQR( 'U', M, M, 0, NRHS, S, WORK( IE ), WORK( IL ),
  589. $ LDWORK, A, LDA, B, LDB, WORK( IWORK ), INFO )
  590. IF( INFO.NE.0 )
  591. $ GO TO 70
  592. *
  593. * Multiply B by reciprocals of singular values
  594. *
  595. THR = MAX( RCOND*S( 1 ), SFMIN )
  596. IF( RCOND.LT.ZERO )
  597. $ THR = MAX( EPS*S( 1 ), SFMIN )
  598. RANK = 0
  599. DO 30 I = 1, M
  600. IF( S( I ).GT.THR ) THEN
  601. CALL SRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  602. RANK = RANK + 1
  603. ELSE
  604. CALL SLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  605. END IF
  606. 30 CONTINUE
  607. IWORK = IE
  608. *
  609. * Multiply B by right singular vectors of L in WORK(IL)
  610. * (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS)
  611. *
  612. IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
  613. CALL SGEMM( 'T', 'N', M, NRHS, M, ONE, WORK( IL ), LDWORK,
  614. $ B, LDB, ZERO, WORK( IWORK ), LDB )
  615. CALL SLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
  616. ELSE IF( NRHS.GT.1 ) THEN
  617. CHUNK = ( LWORK-IWORK+1 ) / M
  618. DO 40 I = 1, NRHS, CHUNK
  619. BL = MIN( NRHS-I+1, CHUNK )
  620. CALL SGEMM( 'T', 'N', M, BL, M, ONE, WORK( IL ), LDWORK,
  621. $ B( 1, I ), LDB, ZERO, WORK( IWORK ), M )
  622. CALL SLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
  623. $ LDB )
  624. 40 CONTINUE
  625. ELSE
  626. CALL SGEMV( 'T', M, M, ONE, WORK( IL ), LDWORK, B( 1, 1 ),
  627. $ 1, ZERO, WORK( IWORK ), 1 )
  628. CALL SCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
  629. END IF
  630. *
  631. * Zero out below first M rows of B
  632. *
  633. CALL SLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  634. IWORK = ITAU + M
  635. *
  636. * Multiply transpose(Q) by B
  637. * (Workspace: need M+NRHS, prefer M+NRHS*NB)
  638. *
  639. CALL SORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  640. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  641. *
  642. ELSE
  643. *
  644. * Path 2 - remaining underdetermined cases
  645. *
  646. IE = 1
  647. ITAUQ = IE + M
  648. ITAUP = ITAUQ + M
  649. IWORK = ITAUP + M
  650. *
  651. * Bidiagonalize A
  652. * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
  653. *
  654. CALL SGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  655. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  656. $ INFO )
  657. *
  658. * Multiply B by transpose of left bidiagonalizing vectors
  659. * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
  660. *
  661. CALL SORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  662. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  663. *
  664. * Generate right bidiagonalizing vectors in A
  665. * (Workspace: need 4*M, prefer 3*M+M*NB)
  666. *
  667. CALL SORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  668. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  669. IWORK = IE + M
  670. *
  671. * Perform bidiagonal QR iteration,
  672. * computing right singular vectors of A in A and
  673. * multiplying B by transpose of left singular vectors
  674. * (Workspace: need BDSPAC)
  675. *
  676. CALL SBDSQR( 'L', M, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
  677. $ 1, B, LDB, WORK( IWORK ), INFO )
  678. IF( INFO.NE.0 )
  679. $ GO TO 70
  680. *
  681. * Multiply B by reciprocals of singular values
  682. *
  683. THR = MAX( RCOND*S( 1 ), SFMIN )
  684. IF( RCOND.LT.ZERO )
  685. $ THR = MAX( EPS*S( 1 ), SFMIN )
  686. RANK = 0
  687. DO 50 I = 1, M
  688. IF( S( I ).GT.THR ) THEN
  689. CALL SRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  690. RANK = RANK + 1
  691. ELSE
  692. CALL SLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  693. END IF
  694. 50 CONTINUE
  695. *
  696. * Multiply B by right singular vectors of A
  697. * (Workspace: need N, prefer N*NRHS)
  698. *
  699. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  700. CALL SGEMM( 'T', 'N', N, NRHS, M, ONE, A, LDA, B, LDB, ZERO,
  701. $ WORK, LDB )
  702. CALL SLACPY( 'F', N, NRHS, WORK, LDB, B, LDB )
  703. ELSE IF( NRHS.GT.1 ) THEN
  704. CHUNK = LWORK / N
  705. DO 60 I = 1, NRHS, CHUNK
  706. BL = MIN( NRHS-I+1, CHUNK )
  707. CALL SGEMM( 'T', 'N', N, BL, M, ONE, A, LDA, B( 1, I ),
  708. $ LDB, ZERO, WORK, N )
  709. CALL SLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
  710. 60 CONTINUE
  711. ELSE
  712. CALL SGEMV( 'T', M, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
  713. CALL SCOPY( N, WORK, 1, B, 1 )
  714. END IF
  715. END IF
  716. *
  717. * Undo scaling
  718. *
  719. IF( IASCL.EQ.1 ) THEN
  720. CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  721. CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  722. $ INFO )
  723. ELSE IF( IASCL.EQ.2 ) THEN
  724. CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  725. CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  726. $ INFO )
  727. END IF
  728. IF( IBSCL.EQ.1 ) THEN
  729. CALL SLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  730. ELSE IF( IBSCL.EQ.2 ) THEN
  731. CALL SLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  732. END IF
  733. *
  734. 70 CONTINUE
  735. WORK( 1 ) = MAXWRK
  736. RETURN
  737. *
  738. * End of SGELSS
  739. *
  740. END