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- *> \brief <b> DGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices</b>
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DGELSD + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgelsd.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgelsd.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgelsd.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
- * WORK, LWORK, IWORK, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
- * DOUBLE PRECISION RCOND
- * ..
- * .. Array Arguments ..
- * INTEGER IWORK( * )
- * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DGELSD computes the minimum-norm solution to a real linear least
- *> squares problem:
- *> minimize 2-norm(| b - A*x |)
- *> using the singular value decomposition (SVD) of A. A is an M-by-N
- *> matrix which may be rank-deficient.
- *>
- *> Several right hand side vectors b and solution vectors x can be
- *> handled in a single call; they are stored as the columns of the
- *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution
- *> matrix X.
- *>
- *> The problem is solved in three steps:
- *> (1) Reduce the coefficient matrix A to bidiagonal form with
- *> Householder transformations, reducing the original problem
- *> into a "bidiagonal least squares problem" (BLS)
- *> (2) Solve the BLS using a divide and conquer approach.
- *> (3) Apply back all the Householder transformations to solve
- *> the original least squares problem.
- *>
- *> The effective rank of A is determined by treating as zero those
- *> singular values which are less than RCOND times the largest singular
- *> value.
- *>
- *> The divide and conquer algorithm makes very mild assumptions about
- *> floating point arithmetic. It will work on machines with a guard
- *> digit in add/subtract, or on those binary machines without guard
- *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
- *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
- *> without guard digits, but we know of none.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] NRHS
- *> \verbatim
- *> NRHS is INTEGER
- *> The number of right hand sides, i.e., the number of columns
- *> of the matrices B and X. NRHS >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimension (LDA,N)
- *> On entry, the M-by-N matrix A.
- *> On exit, A has been destroyed.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,M).
- *> \endverbatim
- *>
- *> \param[in,out] B
- *> \verbatim
- *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
- *> On entry, the M-by-NRHS right hand side matrix B.
- *> On exit, B is overwritten by the N-by-NRHS solution
- *> matrix X. If m >= n and RANK = n, the residual
- *> sum-of-squares for the solution in the i-th column is given
- *> by the sum of squares of elements n+1:m in that column.
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of the array B. LDB >= max(1,max(M,N)).
- *> \endverbatim
- *>
- *> \param[out] S
- *> \verbatim
- *> S is DOUBLE PRECISION array, dimension (min(M,N))
- *> The singular values of A in decreasing order.
- *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
- *> \endverbatim
- *>
- *> \param[in] RCOND
- *> \verbatim
- *> RCOND is DOUBLE PRECISION
- *> RCOND is used to determine the effective rank of A.
- *> Singular values S(i) <= RCOND*S(1) are treated as zero.
- *> If RCOND < 0, machine precision is used instead.
- *> \endverbatim
- *>
- *> \param[out] RANK
- *> \verbatim
- *> RANK is INTEGER
- *> The effective rank of A, i.e., the number of singular values
- *> which are greater than RCOND*S(1).
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
- *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK. LWORK must be at least 1.
- *> The exact minimum amount of workspace needed depends on M,
- *> N and NRHS. As long as LWORK is at least
- *> 12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,
- *> if M is greater than or equal to N or
- *> 12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,
- *> if M is less than N, the code will execute correctly.
- *> SMLSIZ is returned by ILAENV and is equal to the maximum
- *> size of the subproblems at the bottom of the computation
- *> tree (usually about 25), and
- *> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
- *> For good performance, LWORK should generally be larger.
- *>
- *> If LWORK = -1, then a workspace query is assumed; the routine
- *> only calculates the optimal size of the WORK array, returns
- *> this value as the first entry of the WORK array, and no error
- *> message related to LWORK is issued by XERBLA.
- *> \endverbatim
- *>
- *> \param[out] IWORK
- *> \verbatim
- *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
- *> LIWORK >= max(1, 3 * MINMN * NLVL + 11 * MINMN),
- *> where MINMN = MIN( M,N ).
- *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -i, the i-th argument had an illegal value.
- *> > 0: the algorithm for computing the SVD failed to converge;
- *> if INFO = i, i off-diagonal elements of an intermediate
- *> bidiagonal form did not converge to zero.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date June 2017
- *
- *> \ingroup doubleGEsolve
- *
- *> \par Contributors:
- * ==================
- *>
- *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
- *> California at Berkeley, USA \n
- *> Osni Marques, LBNL/NERSC, USA \n
- *
- * =====================================================================
- SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
- $ WORK, LWORK, IWORK, INFO )
- *
- * -- LAPACK driver routine (version 3.7.1) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * June 2017
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
- DOUBLE PRECISION RCOND
- * ..
- * .. Array Arguments ..
- INTEGER IWORK( * )
- DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE, TWO
- PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
- * ..
- * .. Local Scalars ..
- LOGICAL LQUERY
- INTEGER IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
- $ LDWORK, LIWORK, MAXMN, MAXWRK, MINMN, MINWRK,
- $ MM, MNTHR, NLVL, NWORK, SMLSIZ, WLALSD
- DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
- * ..
- * .. External Subroutines ..
- EXTERNAL DGEBRD, DGELQF, DGEQRF, DLABAD, DLACPY, DLALSD,
- $ DLASCL, DLASET, DORMBR, DORMLQ, DORMQR, XERBLA
- * ..
- * .. External Functions ..
- INTEGER ILAENV
- DOUBLE PRECISION DLAMCH, DLANGE
- EXTERNAL ILAENV, DLAMCH, DLANGE
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC DBLE, INT, LOG, MAX, MIN
- * ..
- * .. Executable Statements ..
- *
- * Test the input arguments.
- *
- INFO = 0
- MINMN = MIN( M, N )
- MAXMN = MAX( M, N )
- MNTHR = ILAENV( 6, 'DGELSD', ' ', M, N, NRHS, -1 )
- LQUERY = ( LWORK.EQ.-1 )
- IF( M.LT.0 ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( NRHS.LT.0 ) THEN
- INFO = -3
- ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
- INFO = -5
- ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
- INFO = -7
- END IF
- *
- SMLSIZ = ILAENV( 9, 'DGELSD', ' ', 0, 0, 0, 0 )
- *
- * Compute workspace.
- * (Note: Comments in the code beginning "Workspace:" describe the
- * minimal amount of workspace needed at that point in the code,
- * as well as the preferred amount for good performance.
- * NB refers to the optimal block size for the immediately
- * following subroutine, as returned by ILAENV.)
- *
- MINWRK = 1
- LIWORK = 1
- MINMN = MAX( 1, MINMN )
- NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ+1 ) ) /
- $ LOG( TWO ) ) + 1, 0 )
- *
- IF( INFO.EQ.0 ) THEN
- MAXWRK = 0
- LIWORK = 3*MINMN*NLVL + 11*MINMN
- MM = M
- IF( M.GE.N .AND. M.GE.MNTHR ) THEN
- *
- * Path 1a - overdetermined, with many more rows than columns.
- *
- MM = N
- MAXWRK = MAX( MAXWRK, N+N*ILAENV( 1, 'DGEQRF', ' ', M, N,
- $ -1, -1 ) )
- MAXWRK = MAX( MAXWRK, N+NRHS*
- $ ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N, -1 ) )
- END IF
- IF( M.GE.N ) THEN
- *
- * Path 1 - overdetermined or exactly determined.
- *
- MAXWRK = MAX( MAXWRK, 3*N+( MM+N )*
- $ ILAENV( 1, 'DGEBRD', ' ', MM, N, -1, -1 ) )
- MAXWRK = MAX( MAXWRK, 3*N+NRHS*
- $ ILAENV( 1, 'DORMBR', 'QLT', MM, NRHS, N, -1 ) )
- MAXWRK = MAX( MAXWRK, 3*N+( N-1 )*
- $ ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, N, -1 ) )
- WLALSD = 9*N+2*N*SMLSIZ+8*N*NLVL+N*NRHS+(SMLSIZ+1)**2
- MAXWRK = MAX( MAXWRK, 3*N+WLALSD )
- MINWRK = MAX( 3*N+MM, 3*N+NRHS, 3*N+WLALSD )
- END IF
- IF( N.GT.M ) THEN
- WLALSD = 9*M+2*M*SMLSIZ+8*M*NLVL+M*NRHS+(SMLSIZ+1)**2
- IF( N.GE.MNTHR ) THEN
- *
- * Path 2a - underdetermined, with many more columns
- * than rows.
- *
- MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
- MAXWRK = MAX( MAXWRK, M*M+4*M+2*M*
- $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
- MAXWRK = MAX( MAXWRK, M*M+4*M+NRHS*
- $ ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, M, -1 ) )
- MAXWRK = MAX( MAXWRK, M*M+4*M+( M-1 )*
- $ ILAENV( 1, 'DORMBR', 'PLN', M, NRHS, M, -1 ) )
- IF( NRHS.GT.1 ) THEN
- MAXWRK = MAX( MAXWRK, M*M+M+M*NRHS )
- ELSE
- MAXWRK = MAX( MAXWRK, M*M+2*M )
- END IF
- MAXWRK = MAX( MAXWRK, M+NRHS*
- $ ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M, -1 ) )
- MAXWRK = MAX( MAXWRK, M*M+4*M+WLALSD )
- ! XXX: Ensure the Path 2a case below is triggered. The workspace
- ! calculation should use queries for all routines eventually.
- MAXWRK = MAX( MAXWRK,
- $ 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
- ELSE
- *
- * Path 2 - remaining underdetermined cases.
- *
- MAXWRK = 3*M + ( N+M )*ILAENV( 1, 'DGEBRD', ' ', M, N,
- $ -1, -1 )
- MAXWRK = MAX( MAXWRK, 3*M+NRHS*
- $ ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, N, -1 ) )
- MAXWRK = MAX( MAXWRK, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, M, -1 ) )
- MAXWRK = MAX( MAXWRK, 3*M+WLALSD )
- END IF
- MINWRK = MAX( 3*M+NRHS, 3*M+M, 3*M+WLALSD )
- END IF
- MINWRK = MIN( MINWRK, MAXWRK )
- WORK( 1 ) = MAXWRK
- IWORK( 1 ) = LIWORK
-
- IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
- INFO = -12
- END IF
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DGELSD', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- GO TO 10
- END IF
- *
- * Quick return if possible.
- *
- IF( M.EQ.0 .OR. N.EQ.0 ) THEN
- RANK = 0
- RETURN
- END IF
- *
- * Get machine parameters.
- *
- EPS = DLAMCH( 'P' )
- SFMIN = DLAMCH( 'S' )
- SMLNUM = SFMIN / EPS
- BIGNUM = ONE / SMLNUM
- CALL DLABAD( SMLNUM, BIGNUM )
- *
- * Scale A if max entry outside range [SMLNUM,BIGNUM].
- *
- ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
- IASCL = 0
- IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
- *
- * Scale matrix norm up to SMLNUM.
- *
- CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
- IASCL = 1
- ELSE IF( ANRM.GT.BIGNUM ) THEN
- *
- * Scale matrix norm down to BIGNUM.
- *
- CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
- IASCL = 2
- ELSE IF( ANRM.EQ.ZERO ) THEN
- *
- * Matrix all zero. Return zero solution.
- *
- CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
- CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
- RANK = 0
- GO TO 10
- END IF
- *
- * Scale B if max entry outside range [SMLNUM,BIGNUM].
- *
- BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
- IBSCL = 0
- IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
- *
- * Scale matrix norm up to SMLNUM.
- *
- CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
- IBSCL = 1
- ELSE IF( BNRM.GT.BIGNUM ) THEN
- *
- * Scale matrix norm down to BIGNUM.
- *
- CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
- IBSCL = 2
- END IF
- *
- * If M < N make sure certain entries of B are zero.
- *
- IF( M.LT.N )
- $ CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
- *
- * Overdetermined case.
- *
- IF( M.GE.N ) THEN
- *
- * Path 1 - overdetermined or exactly determined.
- *
- MM = M
- IF( M.GE.MNTHR ) THEN
- *
- * Path 1a - overdetermined, with many more rows than columns.
- *
- MM = N
- ITAU = 1
- NWORK = ITAU + N
- *
- * Compute A=Q*R.
- * (Workspace: need 2*N, prefer N+N*NB)
- *
- CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, INFO )
- *
- * Multiply B by transpose(Q).
- * (Workspace: need N+NRHS, prefer N+NRHS*NB)
- *
- CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
- $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
- *
- * Zero out below R.
- *
- IF( N.GT.1 ) THEN
- CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
- END IF
- END IF
- *
- IE = 1
- ITAUQ = IE + N
- ITAUP = ITAUQ + N
- NWORK = ITAUP + N
- *
- * Bidiagonalize R in A.
- * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
- *
- CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
- $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
- $ INFO )
- *
- * Multiply B by transpose of left bidiagonalizing vectors of R.
- * (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
- *
- CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
- $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
- *
- * Solve the bidiagonal least squares problem.
- *
- CALL DLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB,
- $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
- IF( INFO.NE.0 ) THEN
- GO TO 10
- END IF
- *
- * Multiply B by right bidiagonalizing vectors of R.
- *
- CALL DORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
- $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
- *
- ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
- $ MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) THEN
- *
- * Path 2a - underdetermined, with many more columns than rows
- * and sufficient workspace for an efficient algorithm.
- *
- LDWORK = M
- IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
- $ M*LDA+M+M*NRHS, 4*M+M*LDA+WLALSD ) )LDWORK = LDA
- ITAU = 1
- NWORK = M + 1
- *
- * Compute A=L*Q.
- * (Workspace: need 2*M, prefer M+M*NB)
- *
- CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, INFO )
- IL = NWORK
- *
- * Copy L to WORK(IL), zeroing out above its diagonal.
- *
- CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
- CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
- $ LDWORK )
- IE = IL + LDWORK*M
- ITAUQ = IE + M
- ITAUP = ITAUQ + M
- NWORK = ITAUP + M
- *
- * Bidiagonalize L in WORK(IL).
- * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
- *
- CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
- $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
- $ LWORK-NWORK+1, INFO )
- *
- * Multiply B by transpose of left bidiagonalizing vectors of L.
- * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
- *
- CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
- $ WORK( ITAUQ ), B, LDB, WORK( NWORK ),
- $ LWORK-NWORK+1, INFO )
- *
- * Solve the bidiagonal least squares problem.
- *
- CALL DLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
- $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
- IF( INFO.NE.0 ) THEN
- GO TO 10
- END IF
- *
- * Multiply B by right bidiagonalizing vectors of L.
- *
- CALL DORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
- $ WORK( ITAUP ), B, LDB, WORK( NWORK ),
- $ LWORK-NWORK+1, INFO )
- *
- * Zero out below first M rows of B.
- *
- CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
- NWORK = ITAU + M
- *
- * Multiply transpose(Q) by B.
- * (Workspace: need M+NRHS, prefer M+NRHS*NB)
- *
- CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
- $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
- *
- ELSE
- *
- * Path 2 - remaining underdetermined cases.
- *
- IE = 1
- ITAUQ = IE + M
- ITAUP = ITAUQ + M
- NWORK = ITAUP + M
- *
- * Bidiagonalize A.
- * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
- *
- CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
- $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
- $ INFO )
- *
- * Multiply B by transpose of left bidiagonalizing vectors.
- * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
- *
- CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
- $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
- *
- * Solve the bidiagonal least squares problem.
- *
- CALL DLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
- $ RCOND, RANK, WORK( NWORK ), IWORK, INFO )
- IF( INFO.NE.0 ) THEN
- GO TO 10
- END IF
- *
- * Multiply B by right bidiagonalizing vectors of A.
- *
- CALL DORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
- $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
- *
- END IF
- *
- * Undo scaling.
- *
- IF( IASCL.EQ.1 ) THEN
- CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
- CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
- $ INFO )
- ELSE IF( IASCL.EQ.2 ) THEN
- CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
- CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
- $ INFO )
- END IF
- IF( IBSCL.EQ.1 ) THEN
- CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
- ELSE IF( IBSCL.EQ.2 ) THEN
- CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
- END IF
- *
- 10 CONTINUE
- WORK( 1 ) = MAXWRK
- IWORK( 1 ) = LIWORK
- RETURN
- *
- * End of DGELSD
- *
- END
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