604 lines
20 KiB
Fortran
604 lines
20 KiB
Fortran
SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
|
|
$ WORK, LWORK, INFO )
|
|
*
|
|
* -- LAPACK driver routine (version 2.0) --
|
|
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
|
* Courant Institute, Argonne National Lab, and Rice University
|
|
* September 30, 1994
|
|
*
|
|
* .. Scalar Arguments ..
|
|
INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
|
|
DOUBLE PRECISION RCOND
|
|
* ..
|
|
* .. Array Arguments ..
|
|
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
|
|
* ..
|
|
*
|
|
* Purpose
|
|
* =======
|
|
*
|
|
* 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.
|
|
*
|
|
* Arguments
|
|
* =========
|
|
*
|
|
* M (input) INTEGER
|
|
* The number of rows of the matrix A. M >= 0.
|
|
*
|
|
* N (input) INTEGER
|
|
* The number of columns of the matrix A. N >= 0.
|
|
*
|
|
* NRHS (input) INTEGER
|
|
* The number of right hand sides, i.e., the number of columns
|
|
* of the matrices B and X. NRHS >= 0.
|
|
*
|
|
* A (input/output) 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.
|
|
*
|
|
* LDA (input) INTEGER
|
|
* The leading dimension of the array A. LDA >= max(1,M).
|
|
*
|
|
* B (input/output) 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.
|
|
*
|
|
* LDB (input) INTEGER
|
|
* The leading dimension of the array B. LDB >= max(1,max(M,N)).
|
|
*
|
|
* S (output) 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)).
|
|
*
|
|
* RCOND (input) 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.
|
|
*
|
|
* RANK (output) INTEGER
|
|
* The effective rank of A, i.e., the number of singular values
|
|
* which are greater than RCOND*S(1).
|
|
*
|
|
* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
|
|
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
*
|
|
* LWORK (input) 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.
|
|
*
|
|
* INFO (output) 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.
|
|
*
|
|
* =====================================================================
|
|
*
|
|
* .. Parameters ..
|
|
DOUBLE PRECISION ZERO, ONE
|
|
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
|
|
* ..
|
|
* .. Local Scalars ..
|
|
INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
|
|
$ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
|
|
$ MAXWRK, MINMN, MINWRK, MM, MNTHR
|
|
DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
|
|
* ..
|
|
* .. Local Arrays ..
|
|
DOUBLE PRECISION VDUM( 1 )
|
|
* ..
|
|
* .. External Subroutines ..
|
|
EXTERNAL DBDSQR, DCOPY, DGEBRD, DGELQF, DGEMM, DGEMV,
|
|
$ DGEQRF, DLABAD, 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 )
|
|
MNTHR = ILAENV( 6, 'DGELSS', ' ', M, N, NRHS, -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.)
|
|
*
|
|
MINWRK = 1
|
|
IF( INFO.EQ.0 .AND. LWORK.GE.1 ) THEN
|
|
MAXWRK = 0
|
|
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
|
|
*
|
|
* Compute workspace neede for DBDSQR
|
|
*
|
|
BDSPAC = MAX( 1, 5*N-4 )
|
|
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, 'DORGBR', 'P', N, N, N, -1 ) )
|
|
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 neede for DBDSQR
|
|
*
|
|
BDSPAC = MAX( 1, 5*M-4 )
|
|
MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC )
|
|
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, 'DORGBR', 'P', M, M, M, -1 ) )
|
|
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+NRHS*
|
|
$ ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M, -1 ) )
|
|
ELSE
|
|
*
|
|
* Path 2 - underdetermined
|
|
*
|
|
MAXWRK = 3*M + ( N+M )*ILAENV( 1, 'DGEBRD', ' ', M, N,
|
|
$ -1, -1 )
|
|
MAXWRK = MAX( MAXWRK, 3*M+NRHS*
|
|
$ ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, M, -1 ) )
|
|
MAXWRK = MAX( MAXWRK, 3*M+M*
|
|
$ ILAENV( 1, 'DORGBR', 'P', M, N, M, -1 ) )
|
|
MAXWRK = MAX( MAXWRK, BDSPAC )
|
|
MAXWRK = MAX( MAXWRK, N*NRHS )
|
|
END IF
|
|
END IF
|
|
MAXWRK = MAX( MINWRK, MAXWRK )
|
|
WORK( 1 ) = MAXWRK
|
|
END IF
|
|
*
|
|
MINWRK = MAX( MINWRK, 1 )
|
|
IF( LWORK.LT.MINWRK )
|
|
$ INFO = -12
|
|
IF( INFO.NE.0 ) THEN
|
|
CALL XERBLA( 'DGELSS', -INFO )
|
|
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
|
|
CALL DLABAD( SMLNUM, BIGNUM )
|
|
*
|
|
* 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, 1 )
|
|
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, VDUM,
|
|
$ 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, LDB,
|
|
$ ZERO, WORK, N )
|
|
CALL DLACPY( 'G', N, BL, WORK, N, B, LDB )
|
|
20 CONTINUE
|
|
ELSE
|
|
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 ), N )
|
|
CALL DLACPY( 'G', M, BL, WORK( IWORK ), N, B, LDB )
|
|
40 CONTINUE
|
|
ELSE
|
|
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, VDUM,
|
|
$ 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
|
|
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
|