|
- *> \brief <b> DGELSS solves overdetermined or underdetermined systems for GE matrices</b>
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DGELSS + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgelss.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgelss.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgelss.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
- * WORK, LWORK, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
- * DOUBLE PRECISION RCOND
- * ..
- * .. Array Arguments ..
- * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DGELSS 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 effective rank of A is determined by treating as zero those
- *> singular values which are less than RCOND times the largest singular
- *> value.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the matrix A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the matrix 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, the first min(m,n) rows of A are overwritten with
- *> its right singular vectors, stored rowwise.
- *> \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 >= 1, and also:
- *> LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
- *> 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] 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.
- *
- *> \ingroup gelss
- *
- * =====================================================================
- SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
- $ WORK, LWORK, INFO )
- *
- * -- LAPACK driver routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
- DOUBLE PRECISION RCOND
- * ..
- * .. Array Arguments ..
- DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL LQUERY
- INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
- $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
- $ MAXWRK, MINMN, MINWRK, MM, MNTHR
- INTEGER LWORK_DGEQRF, LWORK_DORMQR, LWORK_DGEBRD,
- $ LWORK_DORMBR, LWORK_DORGBR, LWORK_DORMLQ,
- $ LWORK_DGELQF
- DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
- * ..
- * .. Local Arrays ..
- DOUBLE PRECISION DUM( 1 )
- * ..
- * .. External Subroutines ..
- EXTERNAL DBDSQR, DCOPY, DGEBRD, DGELQF, DGEMM, DGEMV,
- $ DGEQRF, DLACPY, DLASCL, DLASET, DORGBR,
- $ DORMBR, DORMLQ, DORMQR, DRSCL, XERBLA
- * ..
- * .. External Functions ..
- INTEGER ILAENV
- DOUBLE PRECISION DLAMCH, DLANGE
- EXTERNAL ILAENV, DLAMCH, DLANGE
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX, MIN
- * ..
- * .. Executable Statements ..
- *
- * Test the input arguments
- *
- INFO = 0
- MINMN = MIN( M, N )
- MAXMN = MAX( M, N )
- 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
- *
- * 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.)
- *
- IF( INFO.EQ.0 ) THEN
- MINWRK = 1
- MAXWRK = 1
- IF( MINMN.GT.0 ) THEN
- MM = M
- MNTHR = ILAENV( 6, 'DGELSS', ' ', M, N, NRHS, -1 )
- IF( M.GE.N .AND. M.GE.MNTHR ) THEN
- *
- * Path 1a - overdetermined, with many more rows than
- * columns
- *
- * Compute space needed for DGEQRF
- CALL DGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, INFO )
- LWORK_DGEQRF = INT( DUM(1) )
- * Compute space needed for DORMQR
- CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, DUM(1), B,
- $ LDB, DUM(1), -1, INFO )
- LWORK_DORMQR = INT( DUM(1) )
- MM = N
- MAXWRK = MAX( MAXWRK, N + LWORK_DGEQRF )
- MAXWRK = MAX( MAXWRK, N + LWORK_DORMQR )
- END IF
- IF( M.GE.N ) THEN
- *
- * Path 1 - overdetermined or exactly determined
- *
- * Compute workspace needed for DBDSQR
- *
- BDSPAC = MAX( 1, 5*N )
- * Compute space needed for DGEBRD
- CALL DGEBRD( MM, N, A, LDA, S, DUM(1), DUM(1),
- $ DUM(1), DUM(1), -1, INFO )
- LWORK_DGEBRD = INT( DUM(1) )
- * Compute space needed for DORMBR
- CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, DUM(1),
- $ B, LDB, DUM(1), -1, INFO )
- LWORK_DORMBR = INT( DUM(1) )
- * Compute space needed for DORGBR
- CALL DORGBR( 'P', N, N, N, A, LDA, DUM(1),
- $ DUM(1), -1, INFO )
- LWORK_DORGBR = INT( DUM(1) )
- * Compute total workspace needed
- MAXWRK = MAX( MAXWRK, 3*N + LWORK_DGEBRD )
- MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORMBR )
- MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR )
- MAXWRK = MAX( MAXWRK, BDSPAC )
- MAXWRK = MAX( MAXWRK, N*NRHS )
- MINWRK = MAX( 3*N + MM, 3*N + NRHS, BDSPAC )
- MAXWRK = MAX( MINWRK, MAXWRK )
- END IF
- IF( N.GT.M ) THEN
- *
- * Compute workspace needed for DBDSQR
- *
- BDSPAC = MAX( 1, 5*M )
- MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC )
- IF( N.GE.MNTHR ) THEN
- *
- * Path 2a - underdetermined, with many more columns
- * than rows
- *
- * Compute space needed for DGELQF
- CALL DGELQF( M, N, A, LDA, DUM(1), DUM(1),
- $ -1, INFO )
- LWORK_DGELQF = INT( DUM(1) )
- * Compute space needed for DGEBRD
- CALL DGEBRD( M, M, A, LDA, S, DUM(1), DUM(1),
- $ DUM(1), DUM(1), -1, INFO )
- LWORK_DGEBRD = INT( DUM(1) )
- * Compute space needed for DORMBR
- CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA,
- $ DUM(1), B, LDB, DUM(1), -1, INFO )
- LWORK_DORMBR = INT( DUM(1) )
- * Compute space needed for DORGBR
- CALL DORGBR( 'P', M, M, M, A, LDA, DUM(1),
- $ DUM(1), -1, INFO )
- LWORK_DORGBR = INT( DUM(1) )
- * Compute space needed for DORMLQ
- CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, DUM(1),
- $ B, LDB, DUM(1), -1, INFO )
- LWORK_DORMLQ = INT( DUM(1) )
- * Compute total workspace needed
- MAXWRK = M + LWORK_DGELQF
- MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DGEBRD )
- MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DORMBR )
- MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DORGBR )
- MAXWRK = MAX( MAXWRK, M*M + M + BDSPAC )
- 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 + LWORK_DORMLQ )
- ELSE
- *
- * Path 2 - underdetermined
- *
- * Compute space needed for DGEBRD
- CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1),
- $ DUM(1), DUM(1), -1, INFO )
- LWORK_DGEBRD = INT( DUM(1) )
- * Compute space needed for DORMBR
- CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, A, LDA,
- $ DUM(1), B, LDB, DUM(1), -1, INFO )
- LWORK_DORMBR = INT( DUM(1) )
- * Compute space needed for DORGBR
- CALL DORGBR( 'P', M, N, M, A, LDA, DUM(1),
- $ DUM(1), -1, INFO )
- LWORK_DORGBR = INT( DUM(1) )
- MAXWRK = 3*M + LWORK_DGEBRD
- MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORMBR )
- MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR )
- MAXWRK = MAX( MAXWRK, BDSPAC )
- MAXWRK = MAX( MAXWRK, N*NRHS )
- END IF
- END IF
- MAXWRK = MAX( MINWRK, MAXWRK )
- END IF
- WORK( 1 ) = MAXWRK
- *
- IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
- $ INFO = -12
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DGELSS', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- 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
- *
- * Scale A if max element 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, MINMN )
- RANK = 0
- GO TO 70
- END IF
- *
- * Scale B if max element 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
- *
- * 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
- IWORK = ITAU + N
- *
- * Compute A=Q*R
- * (Workspace: need 2*N, prefer N+N*NB)
- *
- CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
- $ LWORK-IWORK+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( IWORK ), LWORK-IWORK+1, INFO )
- *
- * Zero out below R
- *
- IF( N.GT.1 )
- $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
- END IF
- *
- IE = 1
- ITAUQ = IE + N
- ITAUP = ITAUQ + N
- IWORK = 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( IWORK ), LWORK-IWORK+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( IWORK ), LWORK-IWORK+1, INFO )
- *
- * Generate right bidiagonalizing vectors of R in A
- * (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
- *
- CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
- $ WORK( IWORK ), LWORK-IWORK+1, INFO )
- IWORK = IE + N
- *
- * Perform bidiagonal QR iteration
- * multiply B by transpose of left singular vectors
- * compute right singular vectors in A
- * (Workspace: need BDSPAC)
- *
- CALL DBDSQR( 'U', N, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
- $ 1, B, LDB, WORK( IWORK ), INFO )
- IF( INFO.NE.0 )
- $ GO TO 70
- *
- * Multiply B by reciprocals of singular values
- *
- THR = MAX( RCOND*S( 1 ), SFMIN )
- IF( RCOND.LT.ZERO )
- $ THR = MAX( EPS*S( 1 ), SFMIN )
- RANK = 0
- DO 10 I = 1, N
- IF( S( I ).GT.THR ) THEN
- CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
- RANK = RANK + 1
- ELSE
- CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
- END IF
- 10 CONTINUE
- *
- * Multiply B by right singular vectors
- * (Workspace: need N, prefer N*NRHS)
- *
- IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
- CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, A, LDA, B, LDB, ZERO,
- $ WORK, LDB )
- CALL DLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
- ELSE IF( NRHS.GT.1 ) THEN
- CHUNK = LWORK / N
- DO 20 I = 1, NRHS, CHUNK
- BL = MIN( NRHS-I+1, CHUNK )
- CALL DGEMM( 'T', 'N', N, BL, N, ONE, A, LDA, B( 1, I ),
- $ LDB, ZERO, WORK, N )
- CALL DLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
- 20 CONTINUE
- ELSE IF( NRHS.EQ.1 ) THEN
- CALL DGEMV( 'T', N, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
- CALL DCOPY( N, WORK, 1, B, 1 )
- END IF
- *
- ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
- $ MAX( M, 2*M-4, NRHS, N-3*M ) ) 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 ) )LDWORK = LDA
- ITAU = 1
- IWORK = M + 1
- *
- * Compute A=L*Q
- * (Workspace: need 2*M, prefer M+M*NB)
- *
- CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
- $ LWORK-IWORK+1, INFO )
- IL = IWORK
- *
- * Copy L to WORK(IL), zeroing out above it
- *
- 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
- IWORK = 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( IWORK ),
- $ LWORK-IWORK+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( IWORK ),
- $ LWORK-IWORK+1, INFO )
- *
- * Generate right bidiagonalizing vectors of R in WORK(IL)
- * (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB)
- *
- CALL DORGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
- $ WORK( IWORK ), LWORK-IWORK+1, INFO )
- IWORK = IE + M
- *
- * Perform bidiagonal QR iteration,
- * computing right singular vectors of L in WORK(IL) and
- * multiplying B by transpose of left singular vectors
- * (Workspace: need M*M+M+BDSPAC)
- *
- CALL DBDSQR( 'U', M, M, 0, NRHS, S, WORK( IE ), WORK( IL ),
- $ LDWORK, A, LDA, B, LDB, WORK( IWORK ), INFO )
- IF( INFO.NE.0 )
- $ GO TO 70
- *
- * Multiply B by reciprocals of singular values
- *
- THR = MAX( RCOND*S( 1 ), SFMIN )
- IF( RCOND.LT.ZERO )
- $ THR = MAX( EPS*S( 1 ), SFMIN )
- RANK = 0
- DO 30 I = 1, M
- IF( S( I ).GT.THR ) THEN
- CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
- RANK = RANK + 1
- ELSE
- CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
- END IF
- 30 CONTINUE
- IWORK = IE
- *
- * Multiply B by right singular vectors of L in WORK(IL)
- * (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS)
- *
- IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
- CALL DGEMM( 'T', 'N', M, NRHS, M, ONE, WORK( IL ), LDWORK,
- $ B, LDB, ZERO, WORK( IWORK ), LDB )
- CALL DLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
- ELSE IF( NRHS.GT.1 ) THEN
- CHUNK = ( LWORK-IWORK+1 ) / M
- DO 40 I = 1, NRHS, CHUNK
- BL = MIN( NRHS-I+1, CHUNK )
- CALL DGEMM( 'T', 'N', M, BL, M, ONE, WORK( IL ), LDWORK,
- $ B( 1, I ), LDB, ZERO, WORK( IWORK ), M )
- CALL DLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
- $ LDB )
- 40 CONTINUE
- ELSE IF( NRHS.EQ.1 ) THEN
- CALL DGEMV( 'T', M, M, ONE, WORK( IL ), LDWORK, B( 1, 1 ),
- $ 1, ZERO, WORK( IWORK ), 1 )
- CALL DCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
- END IF
- *
- * Zero out below first M rows of B
- *
- CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
- IWORK = 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( IWORK ), LWORK-IWORK+1, INFO )
- *
- ELSE
- *
- * Path 2 - remaining underdetermined cases
- *
- IE = 1
- ITAUQ = IE + M
- ITAUP = ITAUQ + M
- IWORK = 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( IWORK ), LWORK-IWORK+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( IWORK ), LWORK-IWORK+1, INFO )
- *
- * Generate right bidiagonalizing vectors in A
- * (Workspace: need 4*M, prefer 3*M+M*NB)
- *
- CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
- $ WORK( IWORK ), LWORK-IWORK+1, INFO )
- IWORK = IE + M
- *
- * Perform bidiagonal QR iteration,
- * computing right singular vectors of A in A and
- * multiplying B by transpose of left singular vectors
- * (Workspace: need BDSPAC)
- *
- CALL DBDSQR( 'L', M, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
- $ 1, B, LDB, WORK( IWORK ), INFO )
- IF( INFO.NE.0 )
- $ GO TO 70
- *
- * Multiply B by reciprocals of singular values
- *
- THR = MAX( RCOND*S( 1 ), SFMIN )
- IF( RCOND.LT.ZERO )
- $ THR = MAX( EPS*S( 1 ), SFMIN )
- RANK = 0
- DO 50 I = 1, M
- IF( S( I ).GT.THR ) THEN
- CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
- RANK = RANK + 1
- ELSE
- CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
- END IF
- 50 CONTINUE
- *
- * Multiply B by right singular vectors of A
- * (Workspace: need N, prefer N*NRHS)
- *
- IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
- CALL DGEMM( 'T', 'N', N, NRHS, M, ONE, A, LDA, B, LDB, ZERO,
- $ WORK, LDB )
- CALL DLACPY( 'F', N, NRHS, WORK, LDB, B, LDB )
- ELSE IF( NRHS.GT.1 ) THEN
- CHUNK = LWORK / N
- DO 60 I = 1, NRHS, CHUNK
- BL = MIN( NRHS-I+1, CHUNK )
- CALL DGEMM( 'T', 'N', N, BL, M, ONE, A, LDA, B( 1, I ),
- $ LDB, ZERO, WORK, N )
- CALL DLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
- 60 CONTINUE
- ELSE IF( NRHS.EQ.1 ) THEN
- CALL DGEMV( 'T', M, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
- CALL DCOPY( N, WORK, 1, B, 1 )
- END IF
- 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
- *
- 70 CONTINUE
- WORK( 1 ) = MAXWRK
- RETURN
- *
- * End of DGELSS
- *
- END
|