|
- #include <math.h>
- #include <stdlib.h>
- #include <string.h>
- #include <stdio.h>
- #include <complex.h>
- #ifdef complex
- #undef complex
- #endif
- #ifdef I
- #undef I
- #endif
-
- #if defined(_WIN64)
- typedef long long BLASLONG;
- typedef unsigned long long BLASULONG;
- #else
- typedef long BLASLONG;
- typedef unsigned long BLASULONG;
- #endif
-
- #ifdef LAPACK_ILP64
- typedef BLASLONG blasint;
- #if defined(_WIN64)
- #define blasabs(x) llabs(x)
- #else
- #define blasabs(x) labs(x)
- #endif
- #else
- typedef int blasint;
- #define blasabs(x) abs(x)
- #endif
-
- typedef blasint integer;
-
- typedef unsigned int uinteger;
- typedef char *address;
- typedef short int shortint;
- typedef float real;
- typedef double doublereal;
- typedef struct { real r, i; } complex;
- typedef struct { doublereal r, i; } doublecomplex;
- #ifdef _MSC_VER
- static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
- static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
- static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
- static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
- #else
- static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
- static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
- #endif
- #define pCf(z) (*_pCf(z))
- #define pCd(z) (*_pCd(z))
- typedef blasint logical;
-
- typedef char logical1;
- typedef char integer1;
-
- #define TRUE_ (1)
- #define FALSE_ (0)
-
- /* Extern is for use with -E */
- #ifndef Extern
- #define Extern extern
- #endif
-
- /* I/O stuff */
-
- typedef int flag;
- typedef int ftnlen;
- typedef int ftnint;
-
- /*external read, write*/
- typedef struct
- { flag cierr;
- ftnint ciunit;
- flag ciend;
- char *cifmt;
- ftnint cirec;
- } cilist;
-
- /*internal read, write*/
- typedef struct
- { flag icierr;
- char *iciunit;
- flag iciend;
- char *icifmt;
- ftnint icirlen;
- ftnint icirnum;
- } icilist;
-
- /*open*/
- typedef struct
- { flag oerr;
- ftnint ounit;
- char *ofnm;
- ftnlen ofnmlen;
- char *osta;
- char *oacc;
- char *ofm;
- ftnint orl;
- char *oblnk;
- } olist;
-
- /*close*/
- typedef struct
- { flag cerr;
- ftnint cunit;
- char *csta;
- } cllist;
-
- /*rewind, backspace, endfile*/
- typedef struct
- { flag aerr;
- ftnint aunit;
- } alist;
-
- /* inquire */
- typedef struct
- { flag inerr;
- ftnint inunit;
- char *infile;
- ftnlen infilen;
- ftnint *inex; /*parameters in standard's order*/
- ftnint *inopen;
- ftnint *innum;
- ftnint *innamed;
- char *inname;
- ftnlen innamlen;
- char *inacc;
- ftnlen inacclen;
- char *inseq;
- ftnlen inseqlen;
- char *indir;
- ftnlen indirlen;
- char *infmt;
- ftnlen infmtlen;
- char *inform;
- ftnint informlen;
- char *inunf;
- ftnlen inunflen;
- ftnint *inrecl;
- ftnint *innrec;
- char *inblank;
- ftnlen inblanklen;
- } inlist;
-
- #define VOID void
-
- union Multitype { /* for multiple entry points */
- integer1 g;
- shortint h;
- integer i;
- /* longint j; */
- real r;
- doublereal d;
- complex c;
- doublecomplex z;
- };
-
- typedef union Multitype Multitype;
-
- struct Vardesc { /* for Namelist */
- char *name;
- char *addr;
- ftnlen *dims;
- int type;
- };
- typedef struct Vardesc Vardesc;
-
- struct Namelist {
- char *name;
- Vardesc **vars;
- int nvars;
- };
- typedef struct Namelist Namelist;
-
- #define abs(x) ((x) >= 0 ? (x) : -(x))
- #define dabs(x) (fabs(x))
- #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
- #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
- #define dmin(a,b) (f2cmin(a,b))
- #define dmax(a,b) (f2cmax(a,b))
- #define bit_test(a,b) ((a) >> (b) & 1)
- #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
- #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
-
- #define abort_() { sig_die("Fortran abort routine called", 1); }
- #define c_abs(z) (cabsf(Cf(z)))
- #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
- #ifdef _MSC_VER
- #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
- #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
- #else
- #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
- #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
- #endif
- #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
- #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
- #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
- //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
- #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
- #define d_abs(x) (fabs(*(x)))
- #define d_acos(x) (acos(*(x)))
- #define d_asin(x) (asin(*(x)))
- #define d_atan(x) (atan(*(x)))
- #define d_atn2(x, y) (atan2(*(x),*(y)))
- #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
- #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
- #define d_cos(x) (cos(*(x)))
- #define d_cosh(x) (cosh(*(x)))
- #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
- #define d_exp(x) (exp(*(x)))
- #define d_imag(z) (cimag(Cd(z)))
- #define r_imag(z) (cimagf(Cf(z)))
- #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define d_log(x) (log(*(x)))
- #define d_mod(x, y) (fmod(*(x), *(y)))
- #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
- #define d_nint(x) u_nint(*(x))
- #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
- #define d_sign(a,b) u_sign(*(a),*(b))
- #define r_sign(a,b) u_sign(*(a),*(b))
- #define d_sin(x) (sin(*(x)))
- #define d_sinh(x) (sinh(*(x)))
- #define d_sqrt(x) (sqrt(*(x)))
- #define d_tan(x) (tan(*(x)))
- #define d_tanh(x) (tanh(*(x)))
- #define i_abs(x) abs(*(x))
- #define i_dnnt(x) ((integer)u_nint(*(x)))
- #define i_len(s, n) (n)
- #define i_nint(x) ((integer)u_nint(*(x)))
- #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
- #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
- #define pow_si(B,E) spow_ui(*(B),*(E))
- #define pow_ri(B,E) spow_ui(*(B),*(E))
- #define pow_di(B,E) dpow_ui(*(B),*(E))
- #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
- #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
- #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
- #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
- #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
- #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
- #define sig_die(s, kill) { exit(1); }
- #define s_stop(s, n) {exit(0);}
- static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
- #define z_abs(z) (cabs(Cd(z)))
- #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
- #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
- #define myexit_() break;
- #define mycycle() continue;
- #define myceiling(w) {ceil(w)}
- #define myhuge(w) {HUGE_VAL}
- //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
- #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
-
- /* procedure parameter types for -A and -C++ */
-
-
- #ifdef __cplusplus
- typedef logical (*L_fp)(...);
- #else
- typedef logical (*L_fp)();
- #endif
-
- static float spow_ui(float x, integer n) {
- float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static double dpow_ui(double x, integer n) {
- double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #ifdef _MSC_VER
- static _Fcomplex cpow_ui(complex x, integer n) {
- complex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
- for(u = n; ; ) {
- if(u & 01) pow.r *= x.r, pow.i *= x.i;
- if(u >>= 1) x.r *= x.r, x.i *= x.i;
- else break;
- }
- }
- _Fcomplex p={pow.r, pow.i};
- return p;
- }
- #else
- static _Complex float cpow_ui(_Complex float x, integer n) {
- _Complex float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- #ifdef _MSC_VER
- static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
- _Dcomplex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
- for(u = n; ; ) {
- if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
- if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
- else break;
- }
- }
- _Dcomplex p = {pow._Val[0], pow._Val[1]};
- return p;
- }
- #else
- static _Complex double zpow_ui(_Complex double x, integer n) {
- _Complex double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- static integer pow_ii(integer x, integer n) {
- integer pow; unsigned long int u;
- if (n <= 0) {
- if (n == 0 || x == 1) pow = 1;
- else if (x != -1) pow = x == 0 ? 1/x : 0;
- else n = -n;
- }
- if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
- u = n;
- for(pow = 1; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static integer dmaxloc_(double *w, integer s, integer e, integer *n)
- {
- double m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static integer smaxloc_(float *w, integer s, integer e, integer *n)
- {
- float m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i]) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i]) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- /* -- translated by f2c (version 20000121).
- You must link the resulting object file with the libraries:
- -lf2c -lm (in that order)
- */
-
-
-
-
- /* Table of constant values */
-
- static complex c_b2 = {1.f,0.f};
- static integer c__1 = 1;
- static integer c_n1 = -1;
-
- /* > \brief \b CGGGLM */
-
- /* =========== DOCUMENTATION =========== */
-
- /* Online html documentation available at */
- /* http://www.netlib.org/lapack/explore-html/ */
-
- /* > \htmlonly */
- /* > Download CGGGLM + dependencies */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cggglm.
- f"> */
- /* > [TGZ]</a> */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cggglm.
- f"> */
- /* > [ZIP]</a> */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cggglm.
- f"> */
- /* > [TXT]</a> */
- /* > \endhtmlonly */
-
- /* Definition: */
- /* =========== */
-
- /* SUBROUTINE CGGGLM( N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, */
- /* INFO ) */
-
- /* INTEGER INFO, LDA, LDB, LWORK, M, N, P */
- /* COMPLEX A( LDA, * ), B( LDB, * ), D( * ), WORK( * ), */
- /* $ X( * ), Y( * ) */
-
-
- /* > \par Purpose: */
- /* ============= */
- /* > */
- /* > \verbatim */
- /* > */
- /* > CGGGLM solves a general Gauss-Markov linear model (GLM) problem: */
- /* > */
- /* > minimize || y ||_2 subject to d = A*x + B*y */
- /* > x */
- /* > */
- /* > where A is an N-by-M matrix, B is an N-by-P matrix, and d is a */
- /* > given N-vector. It is assumed that M <= N <= M+P, and */
- /* > */
- /* > rank(A) = M and rank( A B ) = N. */
- /* > */
- /* > Under these assumptions, the constrained equation is always */
- /* > consistent, and there is a unique solution x and a minimal 2-norm */
- /* > solution y, which is obtained using a generalized QR factorization */
- /* > of the matrices (A, B) given by */
- /* > */
- /* > A = Q*(R), B = Q*T*Z. */
- /* > (0) */
- /* > */
- /* > In particular, if matrix B is square nonsingular, then the problem */
- /* > GLM is equivalent to the following weighted linear least squares */
- /* > problem */
- /* > */
- /* > minimize || inv(B)*(d-A*x) ||_2 */
- /* > x */
- /* > */
- /* > where inv(B) denotes the inverse of B. */
- /* > \endverbatim */
-
- /* Arguments: */
- /* ========== */
-
- /* > \param[in] N */
- /* > \verbatim */
- /* > N is INTEGER */
- /* > The number of rows of the matrices A and B. N >= 0. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] M */
- /* > \verbatim */
- /* > M is INTEGER */
- /* > The number of columns of the matrix A. 0 <= M <= N. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] P */
- /* > \verbatim */
- /* > P is INTEGER */
- /* > The number of columns of the matrix B. P >= N-M. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] A */
- /* > \verbatim */
- /* > A is COMPLEX array, dimension (LDA,M) */
- /* > On entry, the N-by-M matrix A. */
- /* > On exit, the upper triangular part of the array A contains */
- /* > the M-by-M upper triangular matrix R. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDA */
- /* > \verbatim */
- /* > LDA is INTEGER */
- /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] B */
- /* > \verbatim */
- /* > B is COMPLEX array, dimension (LDB,P) */
- /* > On entry, the N-by-P matrix B. */
- /* > On exit, if N <= P, the upper triangle of the subarray */
- /* > B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T; */
- /* > if N > P, the elements on and above the (N-P)th subdiagonal */
- /* > contain the N-by-P upper trapezoidal matrix T. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDB */
- /* > \verbatim */
- /* > LDB is INTEGER */
- /* > The leading dimension of the array B. LDB >= f2cmax(1,N). */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] D */
- /* > \verbatim */
- /* > D is COMPLEX array, dimension (N) */
- /* > On entry, D is the left hand side of the GLM equation. */
- /* > On exit, D is destroyed. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] X */
- /* > \verbatim */
- /* > X is COMPLEX array, dimension (M) */
- /* > \endverbatim */
- /* > */
- /* > \param[out] Y */
- /* > \verbatim */
- /* > Y is COMPLEX array, dimension (P) */
- /* > */
- /* > On exit, X and Y are the solutions of the GLM problem. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] WORK */
- /* > \verbatim */
- /* > WORK is COMPLEX 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 >= f2cmax(1,N+M+P). */
- /* > For optimum performance, LWORK >= M+f2cmin(N,P)+f2cmax(N,P)*NB, */
- /* > where NB is an upper bound for the optimal blocksizes for */
- /* > CGEQRF, CGERQF, CUNMQR and CUNMRQ. */
- /* > */
- /* > 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] INFO */
- /* > \verbatim */
- /* > INFO is INTEGER */
- /* > = 0: successful exit. */
- /* > < 0: if INFO = -i, the i-th argument had an illegal value. */
- /* > = 1: the upper triangular factor R associated with A in the */
- /* > generalized QR factorization of the pair (A, B) is */
- /* > singular, so that rank(A) < M; the least squares */
- /* > solution could not be computed. */
- /* > = 2: the bottom (N-M) by (N-M) part of the upper trapezoidal */
- /* > factor T associated with B in the generalized QR */
- /* > factorization of the pair (A, B) is singular, so that */
- /* > rank( A B ) < N; the least squares solution could not */
- /* > be computed. */
- /* > \endverbatim */
-
- /* Authors: */
- /* ======== */
-
- /* > \author Univ. of Tennessee */
- /* > \author Univ. of California Berkeley */
- /* > \author Univ. of Colorado Denver */
- /* > \author NAG Ltd. */
-
- /* > \date December 2016 */
-
- /* > \ingroup complexOTHEReigen */
-
- /* ===================================================================== */
- /* Subroutine */ void cggglm_(integer *n, integer *m, integer *p, complex *a,
- integer *lda, complex *b, integer *ldb, complex *d__, complex *x,
- complex *y, complex *work, integer *lwork, integer *info)
- {
- /* System generated locals */
- integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
- complex q__1;
-
- /* Local variables */
- integer lopt, i__;
- extern /* Subroutine */ void cgemv_(char *, integer *, integer *, complex *
- , complex *, integer *, complex *, integer *, complex *, complex *
- , integer *), ccopy_(integer *, complex *, integer *,
- complex *, integer *);
- integer nb, np;
- extern /* Subroutine */ void cggqrf_(integer *, integer *, integer *,
- complex *, integer *, complex *, complex *, integer *, complex *,
- complex *, integer *, integer *);
- extern int xerbla_(char *, integer *, ftnlen);
- extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
- integer *, integer *, ftnlen, ftnlen);
- integer lwkmin, nb1, nb2, nb3, nb4;
- extern /* Subroutine */ void cunmqr_(char *, char *, integer *, integer *,
- integer *, complex *, integer *, complex *, complex *, integer *,
- complex *, integer *, integer *), cunmrq_(char *,
- char *, integer *, integer *, integer *, complex *, integer *,
- complex *, complex *, integer *, complex *, integer *, integer *);
- integer lwkopt;
- logical lquery;
- extern /* Subroutine */ void ctrtrs_(char *, char *, char *, integer *,
- integer *, complex *, integer *, complex *, integer *, integer *);
-
-
- /* -- LAPACK driver routine (version 3.7.0) -- */
- /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
- /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
- /* December 2016 */
-
-
- /* =================================================================== */
-
-
- /* Test the input parameters */
-
- /* Parameter adjustments */
- a_dim1 = *lda;
- a_offset = 1 + a_dim1 * 1;
- a -= a_offset;
- b_dim1 = *ldb;
- b_offset = 1 + b_dim1 * 1;
- b -= b_offset;
- --d__;
- --x;
- --y;
- --work;
-
- /* Function Body */
- *info = 0;
- np = f2cmin(*n,*p);
- lquery = *lwork == -1;
- if (*n < 0) {
- *info = -1;
- } else if (*m < 0 || *m > *n) {
- *info = -2;
- } else if (*p < 0 || *p < *n - *m) {
- *info = -3;
- } else if (*lda < f2cmax(1,*n)) {
- *info = -5;
- } else if (*ldb < f2cmax(1,*n)) {
- *info = -7;
- }
-
- /* Calculate workspace */
-
- if (*info == 0) {
- if (*n == 0) {
- lwkmin = 1;
- lwkopt = 1;
- } else {
- nb1 = ilaenv_(&c__1, "CGEQRF", " ", n, m, &c_n1, &c_n1, (ftnlen)6,
- (ftnlen)1);
- nb2 = ilaenv_(&c__1, "CGERQF", " ", n, m, &c_n1, &c_n1, (ftnlen)6,
- (ftnlen)1);
- nb3 = ilaenv_(&c__1, "CUNMQR", " ", n, m, p, &c_n1, (ftnlen)6, (
- ftnlen)1);
- nb4 = ilaenv_(&c__1, "CUNMRQ", " ", n, m, p, &c_n1, (ftnlen)6, (
- ftnlen)1);
- /* Computing MAX */
- i__1 = f2cmax(nb1,nb2), i__1 = f2cmax(i__1,nb3);
- nb = f2cmax(i__1,nb4);
- lwkmin = *m + *n + *p;
- lwkopt = *m + np + f2cmax(*n,*p) * nb;
- }
- work[1].r = (real) lwkopt, work[1].i = 0.f;
-
- if (*lwork < lwkmin && ! lquery) {
- *info = -12;
- }
- }
-
- if (*info != 0) {
- i__1 = -(*info);
- xerbla_("CGGGLM", &i__1, (ftnlen)6);
- return;
- } else if (lquery) {
- return;
- }
-
- /* Quick return if possible */
-
- if (*n == 0) {
- i__1 = *m;
- for (i__ = 1; i__ <= i__1; ++i__) {
- i__2 = i__;
- x[i__2].r = 0.f, x[i__2].i = 0.f;
- }
- i__1 = *p;
- for (i__ = 1; i__ <= i__1; ++i__) {
- i__2 = i__;
- y[i__2].r = 0.f, y[i__2].i = 0.f;
- }
- return;
- }
-
- /* Compute the GQR factorization of matrices A and B: */
-
- /* Q**H*A = ( R11 ) M, Q**H*B*Z**H = ( T11 T12 ) M */
- /* ( 0 ) N-M ( 0 T22 ) N-M */
- /* M M+P-N N-M */
-
- /* where R11 and T22 are upper triangular, and Q and Z are */
- /* unitary. */
-
- i__1 = *lwork - *m - np;
- cggqrf_(n, m, p, &a[a_offset], lda, &work[1], &b[b_offset], ldb, &work[*m
- + 1], &work[*m + np + 1], &i__1, info);
- i__1 = *m + np + 1;
- lopt = work[i__1].r;
-
- /* Update left-hand-side vector d = Q**H*d = ( d1 ) M */
- /* ( d2 ) N-M */
-
- i__1 = f2cmax(1,*n);
- i__2 = *lwork - *m - np;
- cunmqr_("Left", "Conjugate transpose", n, &c__1, m, &a[a_offset], lda, &
- work[1], &d__[1], &i__1, &work[*m + np + 1], &i__2, info);
- /* Computing MAX */
- i__3 = *m + np + 1;
- i__1 = lopt, i__2 = (integer) work[i__3].r;
- lopt = f2cmax(i__1,i__2);
-
- /* Solve T22*y2 = d2 for y2 */
-
- if (*n > *m) {
- i__1 = *n - *m;
- i__2 = *n - *m;
- ctrtrs_("Upper", "No transpose", "Non unit", &i__1, &c__1, &b[*m + 1
- + (*m + *p - *n + 1) * b_dim1], ldb, &d__[*m + 1], &i__2,
- info);
-
- if (*info > 0) {
- *info = 1;
- return;
- }
-
- i__1 = *n - *m;
- ccopy_(&i__1, &d__[*m + 1], &c__1, &y[*m + *p - *n + 1], &c__1);
- }
-
- /* Set y1 = 0 */
-
- i__1 = *m + *p - *n;
- for (i__ = 1; i__ <= i__1; ++i__) {
- i__2 = i__;
- y[i__2].r = 0.f, y[i__2].i = 0.f;
- /* L10: */
- }
-
- /* Update d1 = d1 - T12*y2 */
-
- i__1 = *n - *m;
- q__1.r = -1.f, q__1.i = 0.f;
- cgemv_("No transpose", m, &i__1, &q__1, &b[(*m + *p - *n + 1) * b_dim1 +
- 1], ldb, &y[*m + *p - *n + 1], &c__1, &c_b2, &d__[1], &c__1);
-
- /* Solve triangular system: R11*x = d1 */
-
- if (*m > 0) {
- ctrtrs_("Upper", "No Transpose", "Non unit", m, &c__1, &a[a_offset],
- lda, &d__[1], m, info);
-
- if (*info > 0) {
- *info = 2;
- return;
- }
-
- /* Copy D to X */
-
- ccopy_(m, &d__[1], &c__1, &x[1], &c__1);
- }
-
- /* Backward transformation y = Z**H *y */
-
- /* Computing MAX */
- i__1 = 1, i__2 = *n - *p + 1;
- i__3 = f2cmax(1,*p);
- i__4 = *lwork - *m - np;
- cunmrq_("Left", "Conjugate transpose", p, &c__1, &np, &b[f2cmax(i__1,i__2) +
- b_dim1], ldb, &work[*m + 1], &y[1], &i__3, &work[*m + np + 1], &
- i__4, info);
- /* Computing MAX */
- i__4 = *m + np + 1;
- i__2 = lopt, i__3 = (integer) work[i__4].r;
- i__1 = *m + np + f2cmax(i__2,i__3);
- work[1].r = (real) i__1, work[1].i = 0.f;
-
- return;
-
- /* End of CGGGLM */
-
- } /* cggglm_ */
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