818 lines
25 KiB
C
818 lines
25 KiB
C
#include "blaswrap.h"
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/* -- translated by f2c (version 19990503).
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You must link the resulting object file with the libraries:
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-lf2c -lm (in that order)
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*/
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#ifdef _cpluscplus
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extern "C" {
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#endif
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#include "f2c.h"
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/* Table of constant values */
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static integer c__6 = 6;
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static integer c_n1 = -1;
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static integer c__1 = 1;
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static integer c__0 = 0;
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static doublereal c_b74 = 0.;
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static doublereal c_b108 = 1.;
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/* Subroutine */ int dgelss_(integer *m, integer *n, integer *nrhs,
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doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal *
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s, doublereal *rcond, integer *rank, doublereal *work, integer *lwork,
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integer *info)
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{
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/* System generated locals */
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integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
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doublereal d__1;
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/* Local variables */
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static doublereal anrm, bnrm;
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static integer itau;
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static doublereal vdum[1];
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static integer i__;
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extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
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integer *, doublereal *, doublereal *, integer *, doublereal *,
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integer *, doublereal *, doublereal *, integer *);
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static integer iascl, ibscl;
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extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
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doublereal *, doublereal *, integer *, doublereal *, integer *,
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doublereal *, doublereal *, integer *), drscl_(integer *,
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doublereal *, doublereal *, integer *);
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static integer chunk;
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static doublereal sfmin;
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static integer minmn;
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extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
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doublereal *, integer *);
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static integer maxmn, itaup, itauq, mnthr, iwork;
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extern /* Subroutine */ int dlabad_(doublereal *, doublereal *);
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static integer bl, ie, il;
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extern /* Subroutine */ int dgebrd_(integer *, integer *, doublereal *,
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integer *, doublereal *, doublereal *, doublereal *, doublereal *,
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doublereal *, integer *, integer *);
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extern doublereal dlamch_(char *);
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static integer mm;
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extern doublereal dlange_(char *, integer *, integer *, doublereal *,
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integer *, doublereal *);
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static integer bdspac;
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extern /* Subroutine */ int dgelqf_(integer *, integer *, doublereal *,
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integer *, doublereal *, doublereal *, integer *, integer *),
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dlascl_(char *, integer *, integer *, doublereal *, doublereal *,
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integer *, integer *, doublereal *, integer *, integer *),
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dgeqrf_(integer *, integer *, doublereal *, integer *,
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doublereal *, doublereal *, integer *, integer *), dlacpy_(char *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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integer *), dlaset_(char *, integer *, integer *,
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doublereal *, doublereal *, doublereal *, integer *),
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xerbla_(char *, integer *), dbdsqr_(char *, integer *,
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integer *, integer *, integer *, doublereal *, doublereal *,
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doublereal *, integer *, doublereal *, integer *, doublereal *,
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integer *, doublereal *, integer *), dorgbr_(char *,
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integer *, integer *, integer *, doublereal *, integer *,
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doublereal *, doublereal *, integer *, integer *);
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static doublereal bignum;
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *, ftnlen, ftnlen);
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extern /* Subroutine */ int dormbr_(char *, char *, char *, integer *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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doublereal *, integer *, doublereal *, integer *, integer *), dormlq_(char *, char *, integer *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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doublereal *, integer *, doublereal *, integer *, integer *);
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static integer ldwork;
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extern /* Subroutine */ int dormqr_(char *, char *, integer *, integer *,
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integer *, doublereal *, integer *, doublereal *, doublereal *,
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integer *, doublereal *, integer *, integer *);
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static integer minwrk, maxwrk;
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static doublereal smlnum;
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static logical lquery;
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static doublereal eps, thr;
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#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
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#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
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/* -- LAPACK driver routine (version 3.0) --
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Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
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Courant Institute, Argonne National Lab, and Rice University
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October 31, 1999
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Purpose
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=======
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DGELSS computes the minimum norm solution to a real linear least
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squares problem:
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Minimize 2-norm(| b - A*x |).
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using the singular value decomposition (SVD) of A. A is an M-by-N
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matrix which may be rank-deficient.
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Several right hand side vectors b and solution vectors x can be
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handled in a single call; they are stored as the columns of the
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M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
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X.
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The effective rank of A is determined by treating as zero those
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singular values which are less than RCOND times the largest singular
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value.
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Arguments
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=========
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M (input) INTEGER
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The number of rows of the matrix A. M >= 0.
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N (input) INTEGER
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The number of columns of the matrix A. N >= 0.
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NRHS (input) INTEGER
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The number of right hand sides, i.e., the number of columns
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of the matrices B and X. NRHS >= 0.
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A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
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On entry, the M-by-N matrix A.
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On exit, the first min(m,n) rows of A are overwritten with
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its right singular vectors, stored rowwise.
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LDA (input) INTEGER
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The leading dimension of the array A. LDA >= max(1,M).
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B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
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On entry, the M-by-NRHS right hand side matrix B.
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On exit, B is overwritten by the N-by-NRHS solution
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matrix X. If m >= n and RANK = n, the residual
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sum-of-squares for the solution in the i-th column is given
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by the sum of squares of elements n+1:m in that column.
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LDB (input) INTEGER
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The leading dimension of the array B. LDB >= max(1,max(M,N)).
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S (output) DOUBLE PRECISION array, dimension (min(M,N))
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The singular values of A in decreasing order.
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The condition number of A in the 2-norm = S(1)/S(min(m,n)).
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RCOND (input) DOUBLE PRECISION
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RCOND is used to determine the effective rank of A.
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Singular values S(i) <= RCOND*S(1) are treated as zero.
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If RCOND < 0, machine precision is used instead.
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RANK (output) INTEGER
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The effective rank of A, i.e., the number of singular values
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which are greater than RCOND*S(1).
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WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
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On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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LWORK (input) INTEGER
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The dimension of the array WORK. LWORK >= 1, and also:
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LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
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For good performance, LWORK should generally be larger.
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If LWORK = -1, then a workspace query is assumed; the routine
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only calculates the optimal size of the WORK array, returns
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this value as the first entry of the WORK array, and no error
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message related to LWORK is issued by XERBLA.
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INFO (output) INTEGER
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= 0: successful exit
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< 0: if INFO = -i, the i-th argument had an illegal value.
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> 0: the algorithm for computing the SVD failed to converge;
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if INFO = i, i off-diagonal elements of an intermediate
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bidiagonal form did not converge to zero.
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=====================================================================
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Test the input arguments
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Parameter adjustments */
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a_dim1 = *lda;
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a_offset = 1 + a_dim1 * 1;
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a -= a_offset;
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b_dim1 = *ldb;
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b_offset = 1 + b_dim1 * 1;
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b -= b_offset;
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--s;
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--work;
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/* Function Body */
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*info = 0;
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minmn = min(*m,*n);
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maxmn = max(*m,*n);
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mnthr = ilaenv_(&c__6, "DGELSS", " ", m, n, nrhs, &c_n1, (ftnlen)6, (
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ftnlen)1);
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lquery = *lwork == -1;
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if (*m < 0) {
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*info = -1;
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} else if (*n < 0) {
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*info = -2;
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} else if (*nrhs < 0) {
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*info = -3;
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} else if (*lda < max(1,*m)) {
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*info = -5;
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} else if (*ldb < max(1,maxmn)) {
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*info = -7;
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}
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/* Compute workspace
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(Note: Comments in the code beginning "Workspace:" describe the
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minimal amount of workspace needed at that point in the code,
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as well as the preferred amount for good performance.
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NB refers to the optimal block size for the immediately
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following subroutine, as returned by ILAENV.) */
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minwrk = 1;
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if (*info == 0 && (*lwork >= 1 || lquery)) {
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maxwrk = 0;
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mm = *m;
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if (*m >= *n && *m >= mnthr) {
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/* Path 1a - overdetermined, with many more rows than columns */
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mm = *n;
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *n + *n * ilaenv_(&c__1, "DGEQRF", " ", m,
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n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
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maxwrk = max(i__1,i__2);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *n + *nrhs * ilaenv_(&c__1, "DORMQR", "LT",
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m, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)2);
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maxwrk = max(i__1,i__2);
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}
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if (*m >= *n) {
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/* Path 1 - overdetermined or exactly determined
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Compute workspace needed for DBDSQR
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Computing MAX */
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i__1 = 1, i__2 = *n * 5;
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bdspac = max(i__1,i__2);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *n * 3 + (mm + *n) * ilaenv_(&c__1, "DGEBRD"
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, " ", &mm, n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
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maxwrk = max(i__1,i__2);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *n * 3 + *nrhs * ilaenv_(&c__1, "DORMBR",
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"QLT", &mm, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)3);
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maxwrk = max(i__1,i__2);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *n * 3 + (*n - 1) * ilaenv_(&c__1, "DORGBR",
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"P", n, n, n, &c_n1, (ftnlen)6, (ftnlen)1);
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maxwrk = max(i__1,i__2);
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maxwrk = max(maxwrk,bdspac);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *n * *nrhs;
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maxwrk = max(i__1,i__2);
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/* Computing MAX */
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i__1 = *n * 3 + mm, i__2 = *n * 3 + *nrhs, i__1 = max(i__1,i__2);
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minwrk = max(i__1,bdspac);
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maxwrk = max(minwrk,maxwrk);
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}
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if (*n > *m) {
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/* Compute workspace needed for DBDSQR
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Computing MAX */
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i__1 = 1, i__2 = *m * 5;
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bdspac = max(i__1,i__2);
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/* Computing MAX */
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i__1 = *m * 3 + *nrhs, i__2 = *m * 3 + *n, i__1 = max(i__1,i__2);
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minwrk = max(i__1,bdspac);
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if (*n >= mnthr) {
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/* Path 2a - underdetermined, with many more columns
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than rows */
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maxwrk = *m + *m * ilaenv_(&c__1, "DGELQF", " ", m, n, &c_n1,
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&c_n1, (ftnlen)6, (ftnlen)1);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m << 1) *
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ilaenv_(&c__1, "DGEBRD", " ", m, m, &c_n1, &c_n1, (
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ftnlen)6, (ftnlen)1);
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maxwrk = max(i__1,i__2);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + *nrhs * ilaenv_(&
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c__1, "DORMBR", "QLT", m, nrhs, m, &c_n1, (ftnlen)6, (
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ftnlen)3);
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maxwrk = max(i__1,i__2);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m - 1) *
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ilaenv_(&c__1, "DORGBR", "P", m, m, m, &c_n1, (ftnlen)
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6, (ftnlen)1);
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maxwrk = max(i__1,i__2);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *m * *m + *m + bdspac;
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maxwrk = max(i__1,i__2);
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if (*nrhs > 1) {
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *m * *m + *m + *m * *nrhs;
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maxwrk = max(i__1,i__2);
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} else {
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *m * *m + (*m << 1);
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maxwrk = max(i__1,i__2);
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}
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *m + *nrhs * ilaenv_(&c__1, "DORMLQ",
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"LT", n, nrhs, m, &c_n1, (ftnlen)6, (ftnlen)2);
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maxwrk = max(i__1,i__2);
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} else {
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/* Path 2 - underdetermined */
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maxwrk = *m * 3 + (*n + *m) * ilaenv_(&c__1, "DGEBRD", " ", m,
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n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *m * 3 + *nrhs * ilaenv_(&c__1, "DORMBR"
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, "QLT", m, nrhs, m, &c_n1, (ftnlen)6, (ftnlen)3);
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maxwrk = max(i__1,i__2);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORGBR",
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"P", m, n, m, &c_n1, (ftnlen)6, (ftnlen)1);
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maxwrk = max(i__1,i__2);
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maxwrk = max(maxwrk,bdspac);
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/* Computing MAX */
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i__1 = maxwrk, i__2 = *n * *nrhs;
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maxwrk = max(i__1,i__2);
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}
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}
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maxwrk = max(minwrk,maxwrk);
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work[1] = (doublereal) maxwrk;
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}
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minwrk = max(minwrk,1);
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if (*lwork < minwrk && ! lquery) {
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*info = -12;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DGELSS", &i__1);
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return 0;
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} else if (lquery) {
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return 0;
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}
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/* Quick return if possible */
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if (*m == 0 || *n == 0) {
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*rank = 0;
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return 0;
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}
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/* Get machine parameters */
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eps = dlamch_("P");
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sfmin = dlamch_("S");
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smlnum = sfmin / eps;
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bignum = 1. / smlnum;
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dlabad_(&smlnum, &bignum);
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/* Scale A if max element outside range [SMLNUM,BIGNUM] */
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anrm = dlange_("M", m, n, &a[a_offset], lda, &work[1]);
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iascl = 0;
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if (anrm > 0. && anrm < smlnum) {
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/* Scale matrix norm up to SMLNUM */
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dlascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda,
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info);
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iascl = 1;
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} else if (anrm > bignum) {
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/* Scale matrix norm down to BIGNUM */
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dlascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda,
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info);
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iascl = 2;
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} else if (anrm == 0.) {
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/* Matrix all zero. Return zero solution. */
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i__1 = max(*m,*n);
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dlaset_("F", &i__1, nrhs, &c_b74, &c_b74, &b[b_offset], ldb);
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dlaset_("F", &minmn, &c__1, &c_b74, &c_b74, &s[1], &c__1);
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*rank = 0;
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goto L70;
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}
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/* Scale B if max element outside range [SMLNUM,BIGNUM] */
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bnrm = dlange_("M", m, nrhs, &b[b_offset], ldb, &work[1]);
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ibscl = 0;
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if (bnrm > 0. && bnrm < smlnum) {
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/* Scale matrix norm up to SMLNUM */
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dlascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb,
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info);
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ibscl = 1;
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} else if (bnrm > bignum) {
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/* Scale matrix norm down to BIGNUM */
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dlascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb,
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info);
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ibscl = 2;
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}
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/* Overdetermined case */
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if (*m >= *n) {
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/* Path 1 - overdetermined or exactly determined */
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mm = *m;
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if (*m >= mnthr) {
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/* Path 1a - overdetermined, with many more rows than columns */
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mm = *n;
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itau = 1;
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iwork = itau + *n;
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/* Compute A=Q*R
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(Workspace: need 2*N, prefer N+N*NB) */
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i__1 = *lwork - iwork + 1;
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dgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[iwork], &i__1,
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info);
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/* Multiply B by transpose(Q)
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(Workspace: need N+NRHS, prefer N+NRHS*NB) */
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i__1 = *lwork - iwork + 1;
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dormqr_("L", "T", m, nrhs, n, &a[a_offset], lda, &work[itau], &b[
|
|
b_offset], ldb, &work[iwork], &i__1, info);
|
|
|
|
/* Zero out below R */
|
|
|
|
if (*n > 1) {
|
|
i__1 = *n - 1;
|
|
i__2 = *n - 1;
|
|
dlaset_("L", &i__1, &i__2, &c_b74, &c_b74, &a_ref(2, 1), lda);
|
|
}
|
|
}
|
|
|
|
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) */
|
|
|
|
i__1 = *lwork - iwork + 1;
|
|
dgebrd_(&mm, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
|
|
work[itaup], &work[iwork], &i__1, info);
|
|
|
|
/* Multiply B by transpose of left bidiagonalizing vectors of R
|
|
(Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB) */
|
|
|
|
i__1 = *lwork - iwork + 1;
|
|
dormbr_("Q", "L", "T", &mm, nrhs, n, &a[a_offset], lda, &work[itauq],
|
|
&b[b_offset], ldb, &work[iwork], &i__1, info);
|
|
|
|
/* Generate right bidiagonalizing vectors of R in A
|
|
(Workspace: need 4*N-1, prefer 3*N+(N-1)*NB) */
|
|
|
|
i__1 = *lwork - iwork + 1;
|
|
dorgbr_("P", n, n, n, &a[a_offset], lda, &work[itaup], &work[iwork], &
|
|
i__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) */
|
|
|
|
dbdsqr_("U", n, n, &c__0, nrhs, &s[1], &work[ie], &a[a_offset], lda,
|
|
vdum, &c__1, &b[b_offset], ldb, &work[iwork], info)
|
|
;
|
|
if (*info != 0) {
|
|
goto L70;
|
|
}
|
|
|
|
/* Multiply B by reciprocals of singular values
|
|
|
|
Computing MAX */
|
|
d__1 = *rcond * s[1];
|
|
thr = max(d__1,sfmin);
|
|
if (*rcond < 0.) {
|
|
/* Computing MAX */
|
|
d__1 = eps * s[1];
|
|
thr = max(d__1,sfmin);
|
|
}
|
|
*rank = 0;
|
|
i__1 = *n;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
if (s[i__] > thr) {
|
|
drscl_(nrhs, &s[i__], &b_ref(i__, 1), ldb);
|
|
++(*rank);
|
|
} else {
|
|
dlaset_("F", &c__1, nrhs, &c_b74, &c_b74, &b_ref(i__, 1), ldb);
|
|
}
|
|
/* L10: */
|
|
}
|
|
|
|
/* Multiply B by right singular vectors
|
|
(Workspace: need N, prefer N*NRHS) */
|
|
|
|
if (*lwork >= *ldb * *nrhs && *nrhs > 1) {
|
|
dgemm_("T", "N", n, nrhs, n, &c_b108, &a[a_offset], lda, &b[
|
|
b_offset], ldb, &c_b74, &work[1], ldb);
|
|
dlacpy_("G", n, nrhs, &work[1], ldb, &b[b_offset], ldb)
|
|
;
|
|
} else if (*nrhs > 1) {
|
|
chunk = *lwork / *n;
|
|
i__1 = *nrhs;
|
|
i__2 = chunk;
|
|
for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ += i__2) {
|
|
/* Computing MIN */
|
|
i__3 = *nrhs - i__ + 1;
|
|
bl = min(i__3,chunk);
|
|
dgemm_("T", "N", n, &bl, n, &c_b108, &a[a_offset], lda, &
|
|
b_ref(1, i__), ldb, &c_b74, &work[1], n);
|
|
dlacpy_("G", n, &bl, &work[1], n, &b_ref(1, i__), ldb);
|
|
/* L20: */
|
|
}
|
|
} else {
|
|
dgemv_("T", n, n, &c_b108, &a[a_offset], lda, &b[b_offset], &c__1,
|
|
&c_b74, &work[1], &c__1);
|
|
dcopy_(n, &work[1], &c__1, &b[b_offset], &c__1);
|
|
}
|
|
|
|
} else /* if(complicated condition) */ {
|
|
/* Computing MAX */
|
|
i__2 = *m, i__1 = (*m << 1) - 4, i__2 = max(i__2,i__1), i__2 = max(
|
|
i__2,*nrhs), i__1 = *n - *m * 3;
|
|
if (*n >= mnthr && *lwork >= (*m << 2) + *m * *m + max(i__2,i__1)) {
|
|
|
|
/* Path 2a - underdetermined, with many more columns than rows
|
|
and sufficient workspace for an efficient algorithm */
|
|
|
|
ldwork = *m;
|
|
/* Computing MAX
|
|
Computing MAX */
|
|
i__3 = *m, i__4 = (*m << 1) - 4, i__3 = max(i__3,i__4), i__3 =
|
|
max(i__3,*nrhs), i__4 = *n - *m * 3;
|
|
i__2 = (*m << 2) + *m * *lda + max(i__3,i__4), i__1 = *m * *lda +
|
|
*m + *m * *nrhs;
|
|
if (*lwork >= max(i__2,i__1)) {
|
|
ldwork = *lda;
|
|
}
|
|
itau = 1;
|
|
iwork = *m + 1;
|
|
|
|
/* Compute A=L*Q
|
|
(Workspace: need 2*M, prefer M+M*NB) */
|
|
|
|
i__2 = *lwork - iwork + 1;
|
|
dgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[iwork], &i__2,
|
|
info);
|
|
il = iwork;
|
|
|
|
/* Copy L to WORK(IL), zeroing out above it */
|
|
|
|
dlacpy_("L", m, m, &a[a_offset], lda, &work[il], &ldwork);
|
|
i__2 = *m - 1;
|
|
i__1 = *m - 1;
|
|
dlaset_("U", &i__2, &i__1, &c_b74, &c_b74, &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) */
|
|
|
|
i__2 = *lwork - iwork + 1;
|
|
dgebrd_(m, m, &work[il], &ldwork, &s[1], &work[ie], &work[itauq],
|
|
&work[itaup], &work[iwork], &i__2, 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) */
|
|
|
|
i__2 = *lwork - iwork + 1;
|
|
dormbr_("Q", "L", "T", m, nrhs, m, &work[il], &ldwork, &work[
|
|
itauq], &b[b_offset], ldb, &work[iwork], &i__2, 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) */
|
|
|
|
i__2 = *lwork - iwork + 1;
|
|
dorgbr_("P", m, m, m, &work[il], &ldwork, &work[itaup], &work[
|
|
iwork], &i__2, 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) */
|
|
|
|
dbdsqr_("U", m, m, &c__0, nrhs, &s[1], &work[ie], &work[il], &
|
|
ldwork, &a[a_offset], lda, &b[b_offset], ldb, &work[iwork]
|
|
, info);
|
|
if (*info != 0) {
|
|
goto L70;
|
|
}
|
|
|
|
/* Multiply B by reciprocals of singular values
|
|
|
|
Computing MAX */
|
|
d__1 = *rcond * s[1];
|
|
thr = max(d__1,sfmin);
|
|
if (*rcond < 0.) {
|
|
/* Computing MAX */
|
|
d__1 = eps * s[1];
|
|
thr = max(d__1,sfmin);
|
|
}
|
|
*rank = 0;
|
|
i__2 = *m;
|
|
for (i__ = 1; i__ <= i__2; ++i__) {
|
|
if (s[i__] > thr) {
|
|
drscl_(nrhs, &s[i__], &b_ref(i__, 1), ldb);
|
|
++(*rank);
|
|
} else {
|
|
dlaset_("F", &c__1, nrhs, &c_b74, &c_b74, &b_ref(i__, 1),
|
|
ldb);
|
|
}
|
|
/* L30: */
|
|
}
|
|
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 >= *ldb * *nrhs + iwork - 1 && *nrhs > 1) {
|
|
dgemm_("T", "N", m, nrhs, m, &c_b108, &work[il], &ldwork, &b[
|
|
b_offset], ldb, &c_b74, &work[iwork], ldb);
|
|
dlacpy_("G", m, nrhs, &work[iwork], ldb, &b[b_offset], ldb);
|
|
} else if (*nrhs > 1) {
|
|
chunk = (*lwork - iwork + 1) / *m;
|
|
i__2 = *nrhs;
|
|
i__1 = chunk;
|
|
for (i__ = 1; i__1 < 0 ? i__ >= i__2 : i__ <= i__2; i__ +=
|
|
i__1) {
|
|
/* Computing MIN */
|
|
i__3 = *nrhs - i__ + 1;
|
|
bl = min(i__3,chunk);
|
|
dgemm_("T", "N", m, &bl, m, &c_b108, &work[il], &ldwork, &
|
|
b_ref(1, i__), ldb, &c_b74, &work[iwork], n);
|
|
dlacpy_("G", m, &bl, &work[iwork], n, &b_ref(1, i__), ldb);
|
|
/* L40: */
|
|
}
|
|
} else {
|
|
dgemv_("T", m, m, &c_b108, &work[il], &ldwork, &b_ref(1, 1), &
|
|
c__1, &c_b74, &work[iwork], &c__1);
|
|
dcopy_(m, &work[iwork], &c__1, &b_ref(1, 1), &c__1);
|
|
}
|
|
|
|
/* Zero out below first M rows of B */
|
|
|
|
i__1 = *n - *m;
|
|
dlaset_("F", &i__1, nrhs, &c_b74, &c_b74, &b_ref(*m + 1, 1), ldb);
|
|
iwork = itau + *m;
|
|
|
|
/* Multiply transpose(Q) by B
|
|
(Workspace: need M+NRHS, prefer M+NRHS*NB) */
|
|
|
|
i__1 = *lwork - iwork + 1;
|
|
dormlq_("L", "T", n, nrhs, m, &a[a_offset], lda, &work[itau], &b[
|
|
b_offset], ldb, &work[iwork], &i__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) */
|
|
|
|
i__1 = *lwork - iwork + 1;
|
|
dgebrd_(m, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
|
|
work[itaup], &work[iwork], &i__1, info);
|
|
|
|
/* Multiply B by transpose of left bidiagonalizing vectors
|
|
(Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB) */
|
|
|
|
i__1 = *lwork - iwork + 1;
|
|
dormbr_("Q", "L", "T", m, nrhs, n, &a[a_offset], lda, &work[itauq]
|
|
, &b[b_offset], ldb, &work[iwork], &i__1, info);
|
|
|
|
/* Generate right bidiagonalizing vectors in A
|
|
(Workspace: need 4*M, prefer 3*M+M*NB) */
|
|
|
|
i__1 = *lwork - iwork + 1;
|
|
dorgbr_("P", m, n, m, &a[a_offset], lda, &work[itaup], &work[
|
|
iwork], &i__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) */
|
|
|
|
dbdsqr_("L", m, n, &c__0, nrhs, &s[1], &work[ie], &a[a_offset],
|
|
lda, vdum, &c__1, &b[b_offset], ldb, &work[iwork], info);
|
|
if (*info != 0) {
|
|
goto L70;
|
|
}
|
|
|
|
/* Multiply B by reciprocals of singular values
|
|
|
|
Computing MAX */
|
|
d__1 = *rcond * s[1];
|
|
thr = max(d__1,sfmin);
|
|
if (*rcond < 0.) {
|
|
/* Computing MAX */
|
|
d__1 = eps * s[1];
|
|
thr = max(d__1,sfmin);
|
|
}
|
|
*rank = 0;
|
|
i__1 = *m;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
if (s[i__] > thr) {
|
|
drscl_(nrhs, &s[i__], &b_ref(i__, 1), ldb);
|
|
++(*rank);
|
|
} else {
|
|
dlaset_("F", &c__1, nrhs, &c_b74, &c_b74, &b_ref(i__, 1),
|
|
ldb);
|
|
}
|
|
/* L50: */
|
|
}
|
|
|
|
/* Multiply B by right singular vectors of A
|
|
(Workspace: need N, prefer N*NRHS) */
|
|
|
|
if (*lwork >= *ldb * *nrhs && *nrhs > 1) {
|
|
dgemm_("T", "N", n, nrhs, m, &c_b108, &a[a_offset], lda, &b[
|
|
b_offset], ldb, &c_b74, &work[1], ldb);
|
|
dlacpy_("F", n, nrhs, &work[1], ldb, &b[b_offset], ldb);
|
|
} else if (*nrhs > 1) {
|
|
chunk = *lwork / *n;
|
|
i__1 = *nrhs;
|
|
i__2 = chunk;
|
|
for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ +=
|
|
i__2) {
|
|
/* Computing MIN */
|
|
i__3 = *nrhs - i__ + 1;
|
|
bl = min(i__3,chunk);
|
|
dgemm_("T", "N", n, &bl, m, &c_b108, &a[a_offset], lda, &
|
|
b_ref(1, i__), ldb, &c_b74, &work[1], n);
|
|
dlacpy_("F", n, &bl, &work[1], n, &b_ref(1, i__), ldb);
|
|
/* L60: */
|
|
}
|
|
} else {
|
|
dgemv_("T", m, n, &c_b108, &a[a_offset], lda, &b[b_offset], &
|
|
c__1, &c_b74, &work[1], &c__1);
|
|
dcopy_(n, &work[1], &c__1, &b[b_offset], &c__1);
|
|
}
|
|
}
|
|
}
|
|
|
|
/* Undo scaling */
|
|
|
|
if (iascl == 1) {
|
|
dlascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
dlascl_("G", &c__0, &c__0, &smlnum, &anrm, &minmn, &c__1, &s[1], &
|
|
minmn, info);
|
|
} else if (iascl == 2) {
|
|
dlascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
dlascl_("G", &c__0, &c__0, &bignum, &anrm, &minmn, &c__1, &s[1], &
|
|
minmn, info);
|
|
}
|
|
if (ibscl == 1) {
|
|
dlascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
} else if (ibscl == 2) {
|
|
dlascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
}
|
|
|
|
L70:
|
|
work[1] = (doublereal) maxwrk;
|
|
return 0;
|
|
|
|
/* End of DGELSS */
|
|
|
|
} /* dgelss_ */
|
|
|
|
#undef b_ref
|
|
#undef a_ref
|
|
|
|
|
|
#ifdef _cpluscplus
|
|
}
|
|
#endif
|