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zgelsd.f 23 kB

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  1. *> \brief <b> ZGELSD 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 ZGELSD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgelsd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgelsd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgelsd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  22. * WORK, LWORK, RWORK, 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 RWORK( * ), S( * )
  31. * COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZGELSD computes the minimum-norm solution to a real linear least
  41. *> squares problem:
  42. *> minimize 2-norm(| b - A*x |)
  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
  49. *> matrix X.
  50. *>
  51. *> The problem is solved in three steps:
  52. *> (1) Reduce the coefficient matrix A to bidiagonal form with
  53. *> Householder tranformations, reducing the original problem
  54. *> into a "bidiagonal least squares problem" (BLS)
  55. *> (2) Solve the BLS using a divide and conquer approach.
  56. *> (3) Apply back all the Householder tranformations to solve
  57. *> the original least squares problem.
  58. *>
  59. *> The effective rank of A is determined by treating as zero those
  60. *> singular values which are less than RCOND times the largest singular
  61. *> value.
  62. *>
  63. *> The divide and conquer algorithm makes very mild assumptions about
  64. *> floating point arithmetic. It will work on machines with a guard
  65. *> digit in add/subtract, or on those binary machines without guard
  66. *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
  67. *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
  68. *> without guard digits, but we know of none.
  69. *> \endverbatim
  70. *
  71. * Arguments:
  72. * ==========
  73. *
  74. *> \param[in] M
  75. *> \verbatim
  76. *> M is INTEGER
  77. *> The number of rows of the matrix A. M >= 0.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] N
  81. *> \verbatim
  82. *> N is INTEGER
  83. *> The number of columns of the matrix A. N >= 0.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] NRHS
  87. *> \verbatim
  88. *> NRHS is INTEGER
  89. *> The number of right hand sides, i.e., the number of columns
  90. *> of the matrices B and X. NRHS >= 0.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] A
  94. *> \verbatim
  95. *> A is COMPLEX*16 array, dimension (LDA,N)
  96. *> On entry, the M-by-N matrix A.
  97. *> On exit, A has been destroyed.
  98. *> \endverbatim
  99. *>
  100. *> \param[in] LDA
  101. *> \verbatim
  102. *> LDA is INTEGER
  103. *> The leading dimension of the array A. LDA >= max(1,M).
  104. *> \endverbatim
  105. *>
  106. *> \param[in,out] B
  107. *> \verbatim
  108. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  109. *> On entry, the M-by-NRHS right hand side matrix B.
  110. *> On exit, B is overwritten by the N-by-NRHS solution matrix X.
  111. *> If m >= n and RANK = n, the residual sum-of-squares for
  112. *> the solution in the i-th column is given by the sum of
  113. *> squares of the modulus of elements n+1:m in that column.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] LDB
  117. *> \verbatim
  118. *> LDB is INTEGER
  119. *> The leading dimension of the array B. LDB >= max(1,M,N).
  120. *> \endverbatim
  121. *>
  122. *> \param[out] S
  123. *> \verbatim
  124. *> S is DOUBLE PRECISION array, dimension (min(M,N))
  125. *> The singular values of A in decreasing order.
  126. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  127. *> \endverbatim
  128. *>
  129. *> \param[in] RCOND
  130. *> \verbatim
  131. *> RCOND is DOUBLE PRECISION
  132. *> RCOND is used to determine the effective rank of A.
  133. *> Singular values S(i) <= RCOND*S(1) are treated as zero.
  134. *> If RCOND < 0, machine precision is used instead.
  135. *> \endverbatim
  136. *>
  137. *> \param[out] RANK
  138. *> \verbatim
  139. *> RANK is INTEGER
  140. *> The effective rank of A, i.e., the number of singular values
  141. *> which are greater than RCOND*S(1).
  142. *> \endverbatim
  143. *>
  144. *> \param[out] WORK
  145. *> \verbatim
  146. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  147. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  148. *> \endverbatim
  149. *>
  150. *> \param[in] LWORK
  151. *> \verbatim
  152. *> LWORK is INTEGER
  153. *> The dimension of the array WORK. LWORK must be at least 1.
  154. *> The exact minimum amount of workspace needed depends on M,
  155. *> N and NRHS. As long as LWORK is at least
  156. *> 2*N + N*NRHS
  157. *> if M is greater than or equal to N or
  158. *> 2*M + M*NRHS
  159. *> if M is less than N, the code will execute correctly.
  160. *> For good performance, LWORK should generally be larger.
  161. *>
  162. *> If LWORK = -1, then a workspace query is assumed; the routine
  163. *> only calculates the optimal size of the array WORK and the
  164. *> minimum sizes of the arrays RWORK and IWORK, and returns
  165. *> these values as the first entries of the WORK, RWORK and
  166. *> IWORK arrays, and no error message related to LWORK is issued
  167. *> by XERBLA.
  168. *> \endverbatim
  169. *>
  170. *> \param[out] RWORK
  171. *> \verbatim
  172. *> RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
  173. *> LRWORK >=
  174. *> 10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
  175. *> MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
  176. *> if M is greater than or equal to N or
  177. *> 10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
  178. *> MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
  179. *> if M is less than N, the code will execute correctly.
  180. *> SMLSIZ is returned by ILAENV and is equal to the maximum
  181. *> size of the subproblems at the bottom of the computation
  182. *> tree (usually about 25), and
  183. *> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
  184. *> On exit, if INFO = 0, RWORK(1) returns the minimum LRWORK.
  185. *> \endverbatim
  186. *>
  187. *> \param[out] IWORK
  188. *> \verbatim
  189. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  190. *> LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
  191. *> where MINMN = MIN( M,N ).
  192. *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
  193. *> \endverbatim
  194. *>
  195. *> \param[out] INFO
  196. *> \verbatim
  197. *> INFO is INTEGER
  198. *> = 0: successful exit
  199. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  200. *> > 0: the algorithm for computing the SVD failed to converge;
  201. *> if INFO = i, i off-diagonal elements of an intermediate
  202. *> bidiagonal form did not converge to zero.
  203. *> \endverbatim
  204. *
  205. * Authors:
  206. * ========
  207. *
  208. *> \author Univ. of Tennessee
  209. *> \author Univ. of California Berkeley
  210. *> \author Univ. of Colorado Denver
  211. *> \author NAG Ltd.
  212. *
  213. *> \date November 2011
  214. *
  215. *> \ingroup complex16GEsolve
  216. *
  217. *> \par Contributors:
  218. * ==================
  219. *>
  220. *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
  221. *> California at Berkeley, USA \n
  222. *> Osni Marques, LBNL/NERSC, USA \n
  223. *
  224. * =====================================================================
  225. SUBROUTINE ZGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  226. $ WORK, LWORK, RWORK, IWORK, INFO )
  227. *
  228. * -- LAPACK driver routine (version 3.4.0) --
  229. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  230. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  231. * November 2011
  232. *
  233. * .. Scalar Arguments ..
  234. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  235. DOUBLE PRECISION RCOND
  236. * ..
  237. * .. Array Arguments ..
  238. INTEGER IWORK( * )
  239. DOUBLE PRECISION RWORK( * ), S( * )
  240. COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  241. * ..
  242. *
  243. * =====================================================================
  244. *
  245. * .. Parameters ..
  246. DOUBLE PRECISION ZERO, ONE, TWO
  247. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
  248. COMPLEX*16 CZERO
  249. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ) )
  250. * ..
  251. * .. Local Scalars ..
  252. LOGICAL LQUERY
  253. INTEGER IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
  254. $ LDWORK, LIWORK, LRWORK, MAXMN, MAXWRK, MINMN,
  255. $ MINWRK, MM, MNTHR, NLVL, NRWORK, NWORK, SMLSIZ
  256. DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
  257. * ..
  258. * .. External Subroutines ..
  259. EXTERNAL DLABAD, DLASCL, DLASET, XERBLA, ZGEBRD, ZGELQF,
  260. $ ZGEQRF, ZLACPY, ZLALSD, ZLASCL, ZLASET, ZUNMBR,
  261. $ ZUNMLQ, ZUNMQR
  262. * ..
  263. * .. External Functions ..
  264. INTEGER ILAENV
  265. DOUBLE PRECISION DLAMCH, ZLANGE
  266. EXTERNAL ILAENV, DLAMCH, ZLANGE
  267. * ..
  268. * .. Intrinsic Functions ..
  269. INTRINSIC INT, LOG, MAX, MIN, DBLE
  270. * ..
  271. * .. Executable Statements ..
  272. *
  273. * Test the input arguments.
  274. *
  275. INFO = 0
  276. MINMN = MIN( M, N )
  277. MAXMN = MAX( M, N )
  278. LQUERY = ( LWORK.EQ.-1 )
  279. IF( M.LT.0 ) THEN
  280. INFO = -1
  281. ELSE IF( N.LT.0 ) THEN
  282. INFO = -2
  283. ELSE IF( NRHS.LT.0 ) THEN
  284. INFO = -3
  285. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  286. INFO = -5
  287. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  288. INFO = -7
  289. END IF
  290. *
  291. * Compute workspace.
  292. * (Note: Comments in the code beginning "Workspace:" describe the
  293. * minimal amount of workspace needed at that point in the code,
  294. * as well as the preferred amount for good performance.
  295. * NB refers to the optimal block size for the immediately
  296. * following subroutine, as returned by ILAENV.)
  297. *
  298. IF( INFO.EQ.0 ) THEN
  299. MINWRK = 1
  300. MAXWRK = 1
  301. LIWORK = 1
  302. LRWORK = 1
  303. IF( MINMN.GT.0 ) THEN
  304. SMLSIZ = ILAENV( 9, 'ZGELSD', ' ', 0, 0, 0, 0 )
  305. MNTHR = ILAENV( 6, 'ZGELSD', ' ', M, N, NRHS, -1 )
  306. NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ + 1 ) ) /
  307. $ LOG( TWO ) ) + 1, 0 )
  308. LIWORK = 3*MINMN*NLVL + 11*MINMN
  309. MM = M
  310. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  311. *
  312. * Path 1a - overdetermined, with many more rows than
  313. * columns.
  314. *
  315. MM = N
  316. MAXWRK = MAX( MAXWRK, N*ILAENV( 1, 'ZGEQRF', ' ', M, N,
  317. $ -1, -1 ) )
  318. MAXWRK = MAX( MAXWRK, NRHS*ILAENV( 1, 'ZUNMQR', 'LC', M,
  319. $ NRHS, N, -1 ) )
  320. END IF
  321. IF( M.GE.N ) THEN
  322. *
  323. * Path 1 - overdetermined or exactly determined.
  324. *
  325. LRWORK = 10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
  326. $ MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
  327. MAXWRK = MAX( MAXWRK, 2*N + ( MM + N )*ILAENV( 1,
  328. $ 'ZGEBRD', ' ', MM, N, -1, -1 ) )
  329. MAXWRK = MAX( MAXWRK, 2*N + NRHS*ILAENV( 1, 'ZUNMBR',
  330. $ 'QLC', MM, NRHS, N, -1 ) )
  331. MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1,
  332. $ 'ZUNMBR', 'PLN', N, NRHS, N, -1 ) )
  333. MAXWRK = MAX( MAXWRK, 2*N + N*NRHS )
  334. MINWRK = MAX( 2*N + MM, 2*N + N*NRHS )
  335. END IF
  336. IF( N.GT.M ) THEN
  337. LRWORK = 10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
  338. $ MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
  339. IF( N.GE.MNTHR ) THEN
  340. *
  341. * Path 2a - underdetermined, with many more columns
  342. * than rows.
  343. *
  344. MAXWRK = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1,
  345. $ -1 )
  346. MAXWRK = MAX( MAXWRK, M*M + 4*M + 2*M*ILAENV( 1,
  347. $ 'ZGEBRD', ' ', M, M, -1, -1 ) )
  348. MAXWRK = MAX( MAXWRK, M*M + 4*M + NRHS*ILAENV( 1,
  349. $ 'ZUNMBR', 'QLC', M, NRHS, M, -1 ) )
  350. MAXWRK = MAX( MAXWRK, M*M + 4*M + ( M - 1 )*ILAENV( 1,
  351. $ 'ZUNMLQ', 'LC', N, NRHS, M, -1 ) )
  352. IF( NRHS.GT.1 ) THEN
  353. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  354. ELSE
  355. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  356. END IF
  357. MAXWRK = MAX( MAXWRK, M*M + 4*M + M*NRHS )
  358. ! XXX: Ensure the Path 2a case below is triggered. The workspace
  359. ! calculation should use queries for all routines eventually.
  360. MAXWRK = MAX( MAXWRK,
  361. $ 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
  362. ELSE
  363. *
  364. * Path 2 - underdetermined.
  365. *
  366. MAXWRK = 2*M + ( N + M )*ILAENV( 1, 'ZGEBRD', ' ', M,
  367. $ N, -1, -1 )
  368. MAXWRK = MAX( MAXWRK, 2*M + NRHS*ILAENV( 1, 'ZUNMBR',
  369. $ 'QLC', M, NRHS, M, -1 ) )
  370. MAXWRK = MAX( MAXWRK, 2*M + M*ILAENV( 1, 'ZUNMBR',
  371. $ 'PLN', N, NRHS, M, -1 ) )
  372. MAXWRK = MAX( MAXWRK, 2*M + M*NRHS )
  373. END IF
  374. MINWRK = MAX( 2*M + N, 2*M + M*NRHS )
  375. END IF
  376. END IF
  377. MINWRK = MIN( MINWRK, MAXWRK )
  378. WORK( 1 ) = MAXWRK
  379. IWORK( 1 ) = LIWORK
  380. RWORK( 1 ) = LRWORK
  381. *
  382. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  383. INFO = -12
  384. END IF
  385. END IF
  386. *
  387. IF( INFO.NE.0 ) THEN
  388. CALL XERBLA( 'ZGELSD', -INFO )
  389. RETURN
  390. ELSE IF( LQUERY ) THEN
  391. RETURN
  392. END IF
  393. *
  394. * Quick return if possible.
  395. *
  396. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  397. RANK = 0
  398. RETURN
  399. END IF
  400. *
  401. * Get machine parameters.
  402. *
  403. EPS = DLAMCH( 'P' )
  404. SFMIN = DLAMCH( 'S' )
  405. SMLNUM = SFMIN / EPS
  406. BIGNUM = ONE / SMLNUM
  407. CALL DLABAD( SMLNUM, BIGNUM )
  408. *
  409. * Scale A if max entry outside range [SMLNUM,BIGNUM].
  410. *
  411. ANRM = ZLANGE( 'M', M, N, A, LDA, RWORK )
  412. IASCL = 0
  413. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  414. *
  415. * Scale matrix norm up to SMLNUM
  416. *
  417. CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  418. IASCL = 1
  419. ELSE IF( ANRM.GT.BIGNUM ) THEN
  420. *
  421. * Scale matrix norm down to BIGNUM.
  422. *
  423. CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  424. IASCL = 2
  425. ELSE IF( ANRM.EQ.ZERO ) THEN
  426. *
  427. * Matrix all zero. Return zero solution.
  428. *
  429. CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
  430. CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
  431. RANK = 0
  432. GO TO 10
  433. END IF
  434. *
  435. * Scale B if max entry outside range [SMLNUM,BIGNUM].
  436. *
  437. BNRM = ZLANGE( 'M', M, NRHS, B, LDB, RWORK )
  438. IBSCL = 0
  439. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  440. *
  441. * Scale matrix norm up to SMLNUM.
  442. *
  443. CALL ZLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  444. IBSCL = 1
  445. ELSE IF( BNRM.GT.BIGNUM ) THEN
  446. *
  447. * Scale matrix norm down to BIGNUM.
  448. *
  449. CALL ZLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  450. IBSCL = 2
  451. END IF
  452. *
  453. * If M < N make sure B(M+1:N,:) = 0
  454. *
  455. IF( M.LT.N )
  456. $ CALL ZLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
  457. *
  458. * Overdetermined case.
  459. *
  460. IF( M.GE.N ) THEN
  461. *
  462. * Path 1 - overdetermined or exactly determined.
  463. *
  464. MM = M
  465. IF( M.GE.MNTHR ) THEN
  466. *
  467. * Path 1a - overdetermined, with many more rows than columns
  468. *
  469. MM = N
  470. ITAU = 1
  471. NWORK = ITAU + N
  472. *
  473. * Compute A=Q*R.
  474. * (RWorkspace: need N)
  475. * (CWorkspace: need N, prefer N*NB)
  476. *
  477. CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  478. $ LWORK-NWORK+1, INFO )
  479. *
  480. * Multiply B by transpose(Q).
  481. * (RWorkspace: need N)
  482. * (CWorkspace: need NRHS, prefer NRHS*NB)
  483. *
  484. CALL ZUNMQR( 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  485. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  486. *
  487. * Zero out below R.
  488. *
  489. IF( N.GT.1 ) THEN
  490. CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
  491. $ LDA )
  492. END IF
  493. END IF
  494. *
  495. ITAUQ = 1
  496. ITAUP = ITAUQ + N
  497. NWORK = ITAUP + N
  498. IE = 1
  499. NRWORK = IE + N
  500. *
  501. * Bidiagonalize R in A.
  502. * (RWorkspace: need N)
  503. * (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB)
  504. *
  505. CALL ZGEBRD( MM, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  506. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  507. $ INFO )
  508. *
  509. * Multiply B by transpose of left bidiagonalizing vectors of R.
  510. * (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB)
  511. *
  512. CALL ZUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  513. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  514. *
  515. * Solve the bidiagonal least squares problem.
  516. *
  517. CALL ZLALSD( 'U', SMLSIZ, N, NRHS, S, RWORK( IE ), B, LDB,
  518. $ RCOND, RANK, WORK( NWORK ), RWORK( NRWORK ),
  519. $ IWORK, INFO )
  520. IF( INFO.NE.0 ) THEN
  521. GO TO 10
  522. END IF
  523. *
  524. * Multiply B by right bidiagonalizing vectors of R.
  525. *
  526. CALL ZUNMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
  527. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  528. *
  529. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  530. $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
  531. *
  532. * Path 2a - underdetermined, with many more columns than rows
  533. * and sufficient workspace for an efficient algorithm.
  534. *
  535. LDWORK = M
  536. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  537. $ M*LDA+M+M*NRHS ) )LDWORK = LDA
  538. ITAU = 1
  539. NWORK = M + 1
  540. *
  541. * Compute A=L*Q.
  542. * (CWorkspace: need 2*M, prefer M+M*NB)
  543. *
  544. CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  545. $ LWORK-NWORK+1, INFO )
  546. IL = NWORK
  547. *
  548. * Copy L to WORK(IL), zeroing out above its diagonal.
  549. *
  550. CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  551. CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, WORK( IL+LDWORK ),
  552. $ LDWORK )
  553. ITAUQ = IL + LDWORK*M
  554. ITAUP = ITAUQ + M
  555. NWORK = ITAUP + M
  556. IE = 1
  557. NRWORK = IE + M
  558. *
  559. * Bidiagonalize L in WORK(IL).
  560. * (RWorkspace: need M)
  561. * (CWorkspace: need M*M+4*M, prefer M*M+4*M+2*M*NB)
  562. *
  563. CALL ZGEBRD( M, M, WORK( IL ), LDWORK, S, RWORK( IE ),
  564. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  565. $ LWORK-NWORK+1, INFO )
  566. *
  567. * Multiply B by transpose of left bidiagonalizing vectors of L.
  568. * (CWorkspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  569. *
  570. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, M, WORK( IL ), LDWORK,
  571. $ WORK( ITAUQ ), B, LDB, WORK( NWORK ),
  572. $ LWORK-NWORK+1, INFO )
  573. *
  574. * Solve the bidiagonal least squares problem.
  575. *
  576. CALL ZLALSD( 'U', SMLSIZ, M, NRHS, S, RWORK( IE ), B, LDB,
  577. $ RCOND, RANK, WORK( NWORK ), RWORK( NRWORK ),
  578. $ IWORK, INFO )
  579. IF( INFO.NE.0 ) THEN
  580. GO TO 10
  581. END IF
  582. *
  583. * Multiply B by right bidiagonalizing vectors of L.
  584. *
  585. CALL ZUNMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
  586. $ WORK( ITAUP ), B, LDB, WORK( NWORK ),
  587. $ LWORK-NWORK+1, INFO )
  588. *
  589. * Zero out below first M rows of B.
  590. *
  591. CALL ZLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
  592. NWORK = ITAU + M
  593. *
  594. * Multiply transpose(Q) by B.
  595. * (CWorkspace: need NRHS, prefer NRHS*NB)
  596. *
  597. CALL ZUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  598. $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  599. *
  600. ELSE
  601. *
  602. * Path 2 - remaining underdetermined cases.
  603. *
  604. ITAUQ = 1
  605. ITAUP = ITAUQ + M
  606. NWORK = ITAUP + M
  607. IE = 1
  608. NRWORK = IE + M
  609. *
  610. * Bidiagonalize A.
  611. * (RWorkspace: need M)
  612. * (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB)
  613. *
  614. CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  615. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  616. $ INFO )
  617. *
  618. * Multiply B by transpose of left bidiagonalizing vectors.
  619. * (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB)
  620. *
  621. CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  622. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  623. *
  624. * Solve the bidiagonal least squares problem.
  625. *
  626. CALL ZLALSD( 'L', SMLSIZ, M, NRHS, S, RWORK( IE ), B, LDB,
  627. $ RCOND, RANK, WORK( NWORK ), RWORK( NRWORK ),
  628. $ IWORK, INFO )
  629. IF( INFO.NE.0 ) THEN
  630. GO TO 10
  631. END IF
  632. *
  633. * Multiply B by right bidiagonalizing vectors of A.
  634. *
  635. CALL ZUNMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
  636. $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
  637. *
  638. END IF
  639. *
  640. * Undo scaling.
  641. *
  642. IF( IASCL.EQ.1 ) THEN
  643. CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  644. CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  645. $ INFO )
  646. ELSE IF( IASCL.EQ.2 ) THEN
  647. CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  648. CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  649. $ INFO )
  650. END IF
  651. IF( IBSCL.EQ.1 ) THEN
  652. CALL ZLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  653. ELSE IF( IBSCL.EQ.2 ) THEN
  654. CALL ZLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  655. END IF
  656. *
  657. 10 CONTINUE
  658. WORK( 1 ) = MAXWRK
  659. IWORK( 1 ) = LIWORK
  660. RWORK( 1 ) = LRWORK
  661. RETURN
  662. *
  663. * End of ZGELSD
  664. *
  665. END