684 lines
22 KiB
C
684 lines
22 KiB
C
#include "blaswrap.h"
|
|
/* -- translated by f2c (version 19990503).
|
|
You must link the resulting object file with the libraries:
|
|
-lf2c -lm (in that order)
|
|
*/
|
|
|
|
#ifdef _cpluscplus
|
|
extern "C" {
|
|
#endif
|
|
#include "f2c.h"
|
|
|
|
/* Table of constant values */
|
|
|
|
static integer c__6 = 6;
|
|
static integer c_n1 = -1;
|
|
static integer c__9 = 9;
|
|
static integer c__0 = 0;
|
|
static integer c__1 = 1;
|
|
static doublereal c_b82 = 0.;
|
|
|
|
/* Subroutine */ int dgelsd_(integer *m, integer *n, integer *nrhs,
|
|
doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal *
|
|
s, doublereal *rcond, integer *rank, doublereal *work, integer *lwork,
|
|
integer *iwork, integer *info)
|
|
{
|
|
/* System generated locals */
|
|
integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
|
|
|
|
/* Builtin functions */
|
|
double log(doublereal);
|
|
|
|
/* Local variables */
|
|
static doublereal anrm, bnrm;
|
|
static integer itau, nlvl, iascl, ibscl;
|
|
static doublereal sfmin;
|
|
static integer minmn, maxmn, itaup, itauq, mnthr, nwork;
|
|
extern /* Subroutine */ int dlabad_(doublereal *, doublereal *);
|
|
static integer ie, il;
|
|
extern /* Subroutine */ int dgebrd_(integer *, integer *, doublereal *,
|
|
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
|
|
doublereal *, integer *, integer *);
|
|
extern doublereal dlamch_(char *);
|
|
static integer mm;
|
|
extern doublereal dlange_(char *, integer *, integer *, doublereal *,
|
|
integer *, doublereal *);
|
|
extern /* Subroutine */ int dgelqf_(integer *, integer *, doublereal *,
|
|
integer *, doublereal *, doublereal *, integer *, integer *),
|
|
dlalsd_(char *, integer *, integer *, integer *, doublereal *,
|
|
doublereal *, doublereal *, integer *, doublereal *, integer *,
|
|
doublereal *, integer *, integer *), dlascl_(char *,
|
|
integer *, integer *, doublereal *, doublereal *, integer *,
|
|
integer *, doublereal *, integer *, integer *), dgeqrf_(
|
|
integer *, integer *, doublereal *, integer *, doublereal *,
|
|
doublereal *, integer *, integer *), dlacpy_(char *, integer *,
|
|
integer *, doublereal *, integer *, doublereal *, integer *), dlaset_(char *, integer *, integer *, doublereal *,
|
|
doublereal *, doublereal *, integer *), xerbla_(char *,
|
|
integer *);
|
|
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
|
|
integer *, integer *, ftnlen, ftnlen);
|
|
static doublereal bignum;
|
|
extern /* Subroutine */ int dormbr_(char *, char *, char *, integer *,
|
|
integer *, integer *, doublereal *, integer *, doublereal *,
|
|
doublereal *, integer *, doublereal *, integer *, integer *);
|
|
static integer wlalsd;
|
|
extern /* Subroutine */ int dormlq_(char *, char *, integer *, integer *,
|
|
integer *, doublereal *, integer *, doublereal *, doublereal *,
|
|
integer *, doublereal *, integer *, integer *);
|
|
static integer ldwork;
|
|
extern /* Subroutine */ int dormqr_(char *, char *, integer *, integer *,
|
|
integer *, doublereal *, integer *, doublereal *, doublereal *,
|
|
integer *, doublereal *, integer *, integer *);
|
|
static integer minwrk, maxwrk;
|
|
static doublereal smlnum;
|
|
static logical lquery;
|
|
static integer smlsiz;
|
|
static doublereal eps;
|
|
|
|
|
|
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
|
|
#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
|
|
|
|
|
|
/* -- LAPACK driver routine (version 3.0) --
|
|
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
|
Courant Institute, Argonne National Lab, and Rice University
|
|
October 31, 1999
|
|
|
|
|
|
Purpose
|
|
=======
|
|
|
|
DGELSD computes the minimum-norm solution to a real linear least
|
|
squares problem:
|
|
minimize 2-norm(| b - A*x |)
|
|
using the singular value decomposition (SVD) of A. A is an M-by-N
|
|
matrix which may be rank-deficient.
|
|
|
|
Several right hand side vectors b and solution vectors x can be
|
|
handled in a single call; they are stored as the columns of the
|
|
M-by-NRHS right hand side matrix B and the N-by-NRHS solution
|
|
matrix X.
|
|
|
|
The problem is solved in three steps:
|
|
(1) Reduce the coefficient matrix A to bidiagonal form with
|
|
Householder transformations, reducing the original problem
|
|
into a "bidiagonal least squares problem" (BLS)
|
|
(2) Solve the BLS using a divide and conquer approach.
|
|
(3) Apply back all the Householder tranformations to solve
|
|
the original least squares problem.
|
|
|
|
The effective rank of A is determined by treating as zero those
|
|
singular values which are less than RCOND times the largest singular
|
|
value.
|
|
|
|
The divide and conquer algorithm makes very mild assumptions about
|
|
floating point arithmetic. It will work on machines with a guard
|
|
digit in add/subtract, or on those binary machines without guard
|
|
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
|
|
Cray-2. It could conceivably fail on hexadecimal or decimal machines
|
|
without guard digits, but we know of none.
|
|
|
|
Arguments
|
|
=========
|
|
|
|
M (input) INTEGER
|
|
The number of rows of A. M >= 0.
|
|
|
|
N (input) INTEGER
|
|
The number of columns of 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) DOUBLE PRECISION array, dimension (LDA,N)
|
|
On entry, the M-by-N matrix A.
|
|
On exit, A has been destroyed.
|
|
|
|
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 must be at least 1.
|
|
The exact minimum amount of workspace needed depends on M,
|
|
N and NRHS. As long as LWORK is at least
|
|
12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,
|
|
if M is greater than or equal to N or
|
|
12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,
|
|
if M is less than N, the code will execute correctly.
|
|
SMLSIZ is returned by ILAENV and is equal to the maximum
|
|
size of the subproblems at the bottom of the computation
|
|
tree (usually about 25), and
|
|
NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
|
|
For good performance, LWORK should generally be larger.
|
|
|
|
If LWORK = -1, then a workspace query is assumed; the routine
|
|
only calculates the optimal size of the WORK array, returns
|
|
this value as the first entry of the WORK array, and no error
|
|
message related to LWORK is issued by XERBLA.
|
|
|
|
IWORK (workspace) INTEGER array, dimension (LIWORK)
|
|
LIWORK >= 3 * MINMN * NLVL + 11 * MINMN,
|
|
where MINMN = MIN( M,N ).
|
|
|
|
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.
|
|
|
|
Further Details
|
|
===============
|
|
|
|
Based on contributions by
|
|
Ming Gu and Ren-Cang Li, Computer Science Division, University of
|
|
California at Berkeley, USA
|
|
Osni Marques, LBNL/NERSC, USA
|
|
|
|
=====================================================================
|
|
|
|
|
|
Test the input arguments.
|
|
|
|
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;
|
|
--s;
|
|
--work;
|
|
--iwork;
|
|
|
|
/* Function Body */
|
|
*info = 0;
|
|
minmn = min(*m,*n);
|
|
maxmn = max(*m,*n);
|
|
mnthr = ilaenv_(&c__6, "DGELSD", " ", m, n, nrhs, &c_n1, (ftnlen)6, (
|
|
ftnlen)1);
|
|
lquery = *lwork == -1;
|
|
if (*m < 0) {
|
|
*info = -1;
|
|
} else if (*n < 0) {
|
|
*info = -2;
|
|
} else if (*nrhs < 0) {
|
|
*info = -3;
|
|
} else if (*lda < max(1,*m)) {
|
|
*info = -5;
|
|
} else if (*ldb < max(1,maxmn)) {
|
|
*info = -7;
|
|
}
|
|
|
|
smlsiz = ilaenv_(&c__9, "DGELSD", " ", &c__0, &c__0, &c__0, &c__0, (
|
|
ftnlen)6, (ftnlen)1);
|
|
|
|
/* 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;
|
|
minmn = max(1,minmn);
|
|
/* Computing MAX */
|
|
i__1 = (integer) (log((doublereal) minmn / (doublereal) (smlsiz + 1)) /
|
|
log(2.)) + 1;
|
|
nlvl = max(i__1,0);
|
|
|
|
if (*info == 0) {
|
|
maxwrk = 0;
|
|
mm = *m;
|
|
if (*m >= *n && *m >= mnthr) {
|
|
|
|
/* Path 1a - overdetermined, with many more rows than columns. */
|
|
|
|
mm = *n;
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n + *n * ilaenv_(&c__1, "DGEQRF", " ", m,
|
|
n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n + *nrhs * ilaenv_(&c__1, "DORMQR", "LT",
|
|
m, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)2);
|
|
maxwrk = max(i__1,i__2);
|
|
}
|
|
if (*m >= *n) {
|
|
|
|
/* Path 1 - overdetermined or exactly determined.
|
|
|
|
Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * 3 + (mm + *n) * ilaenv_(&c__1, "DGEBRD"
|
|
, " ", &mm, n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * 3 + *nrhs * ilaenv_(&c__1, "DORMBR",
|
|
"QLT", &mm, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)3);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * 3 + (*n - 1) * ilaenv_(&c__1, "DORMBR",
|
|
"PLN", n, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)3);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing 2nd power */
|
|
i__1 = smlsiz + 1;
|
|
wlalsd = *n * 9 + (*n << 1) * smlsiz + (*n << 3) * nlvl + *n * *
|
|
nrhs + i__1 * i__1;
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * 3 + wlalsd;
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = *n * 3 + mm, i__2 = *n * 3 + *nrhs, i__1 = max(i__1,i__2),
|
|
i__2 = *n * 3 + wlalsd;
|
|
minwrk = max(i__1,i__2);
|
|
}
|
|
if (*n > *m) {
|
|
/* Computing 2nd power */
|
|
i__1 = smlsiz + 1;
|
|
wlalsd = *m * 9 + (*m << 1) * smlsiz + (*m << 3) * nlvl + *m * *
|
|
nrhs + i__1 * i__1;
|
|
if (*n >= mnthr) {
|
|
|
|
/* Path 2a - underdetermined, with many more columns
|
|
than rows. */
|
|
|
|
maxwrk = *m + *m * ilaenv_(&c__1, "DGELQF", " ", m, n, &c_n1,
|
|
&c_n1, (ftnlen)6, (ftnlen)1);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m << 1) *
|
|
ilaenv_(&c__1, "DGEBRD", " ", m, m, &c_n1, &c_n1, (
|
|
ftnlen)6, (ftnlen)1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + *nrhs * ilaenv_(&
|
|
c__1, "DORMBR", "QLT", m, nrhs, m, &c_n1, (ftnlen)6, (
|
|
ftnlen)3);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m - 1) *
|
|
ilaenv_(&c__1, "DORMBR", "PLN", m, nrhs, m, &c_n1, (
|
|
ftnlen)6, (ftnlen)3);
|
|
maxwrk = max(i__1,i__2);
|
|
if (*nrhs > 1) {
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + *m + *m * *nrhs;
|
|
maxwrk = max(i__1,i__2);
|
|
} else {
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 1);
|
|
maxwrk = max(i__1,i__2);
|
|
}
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m + *nrhs * ilaenv_(&c__1, "DORMLQ",
|
|
"LT", n, nrhs, m, &c_n1, (ftnlen)6, (ftnlen)2);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + wlalsd;
|
|
maxwrk = max(i__1,i__2);
|
|
} else {
|
|
|
|
/* Path 2 - remaining underdetermined cases. */
|
|
|
|
maxwrk = *m * 3 + (*n + *m) * ilaenv_(&c__1, "DGEBRD", " ", m,
|
|
n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * 3 + *nrhs * ilaenv_(&c__1, "DORMBR"
|
|
, "QLT", m, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)3);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR",
|
|
"PLN", n, nrhs, m, &c_n1, (ftnlen)6, (ftnlen)3);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * 3 + wlalsd;
|
|
maxwrk = max(i__1,i__2);
|
|
}
|
|
/* Computing MAX */
|
|
i__1 = *m * 3 + *nrhs, i__2 = *m * 3 + *m, i__1 = max(i__1,i__2),
|
|
i__2 = *m * 3 + wlalsd;
|
|
minwrk = max(i__1,i__2);
|
|
}
|
|
minwrk = min(minwrk,maxwrk);
|
|
work[1] = (doublereal) maxwrk;
|
|
if (*lwork < minwrk && ! lquery) {
|
|
*info = -12;
|
|
}
|
|
}
|
|
|
|
if (*info != 0) {
|
|
i__1 = -(*info);
|
|
xerbla_("DGELSD", &i__1);
|
|
return 0;
|
|
} else if (lquery) {
|
|
goto L10;
|
|
}
|
|
|
|
/* Quick return if possible. */
|
|
|
|
if (*m == 0 || *n == 0) {
|
|
*rank = 0;
|
|
return 0;
|
|
}
|
|
|
|
/* Get machine parameters. */
|
|
|
|
eps = dlamch_("P");
|
|
sfmin = dlamch_("S");
|
|
smlnum = sfmin / eps;
|
|
bignum = 1. / smlnum;
|
|
dlabad_(&smlnum, &bignum);
|
|
|
|
/* Scale A if max entry outside range [SMLNUM,BIGNUM]. */
|
|
|
|
anrm = dlange_("M", m, n, &a[a_offset], lda, &work[1]);
|
|
iascl = 0;
|
|
if (anrm > 0. && anrm < smlnum) {
|
|
|
|
/* Scale matrix norm up to SMLNUM. */
|
|
|
|
dlascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda,
|
|
info);
|
|
iascl = 1;
|
|
} else if (anrm > bignum) {
|
|
|
|
/* Scale matrix norm down to BIGNUM. */
|
|
|
|
dlascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda,
|
|
info);
|
|
iascl = 2;
|
|
} else if (anrm == 0.) {
|
|
|
|
/* Matrix all zero. Return zero solution. */
|
|
|
|
i__1 = max(*m,*n);
|
|
dlaset_("F", &i__1, nrhs, &c_b82, &c_b82, &b[b_offset], ldb);
|
|
dlaset_("F", &minmn, &c__1, &c_b82, &c_b82, &s[1], &c__1);
|
|
*rank = 0;
|
|
goto L10;
|
|
}
|
|
|
|
/* Scale B if max entry outside range [SMLNUM,BIGNUM]. */
|
|
|
|
bnrm = dlange_("M", m, nrhs, &b[b_offset], ldb, &work[1]);
|
|
ibscl = 0;
|
|
if (bnrm > 0. && bnrm < smlnum) {
|
|
|
|
/* Scale matrix norm up to SMLNUM. */
|
|
|
|
dlascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
ibscl = 1;
|
|
} else if (bnrm > bignum) {
|
|
|
|
/* Scale matrix norm down to BIGNUM. */
|
|
|
|
dlascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
ibscl = 2;
|
|
}
|
|
|
|
/* If M < N make sure certain entries of B are zero. */
|
|
|
|
if (*m < *n) {
|
|
i__1 = *n - *m;
|
|
dlaset_("F", &i__1, nrhs, &c_b82, &c_b82, &b_ref(*m + 1, 1), ldb);
|
|
}
|
|
|
|
/* Overdetermined case. */
|
|
|
|
if (*m >= *n) {
|
|
|
|
/* Path 1 - overdetermined or exactly determined. */
|
|
|
|
mm = *m;
|
|
if (*m >= mnthr) {
|
|
|
|
/* Path 1a - overdetermined, with many more rows than columns. */
|
|
|
|
mm = *n;
|
|
itau = 1;
|
|
nwork = itau + *n;
|
|
|
|
/* Compute A=Q*R.
|
|
(Workspace: need 2*N, prefer N+N*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &i__1,
|
|
info);
|
|
|
|
/* Multiply B by transpose(Q).
|
|
(Workspace: need N+NRHS, prefer N+NRHS*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dormqr_("L", "T", m, nrhs, n, &a[a_offset], lda, &work[itau], &b[
|
|
b_offset], ldb, &work[nwork], &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_b82, &c_b82, &a_ref(2, 1), lda);
|
|
}
|
|
}
|
|
|
|
ie = 1;
|
|
itauq = ie + *n;
|
|
itaup = itauq + *n;
|
|
nwork = itaup + *n;
|
|
|
|
/* Bidiagonalize R in A.
|
|
(Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dgebrd_(&mm, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
|
|
work[itaup], &work[nwork], &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 - nwork + 1;
|
|
dormbr_("Q", "L", "T", &mm, nrhs, n, &a[a_offset], lda, &work[itauq],
|
|
&b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
/* Solve the bidiagonal least squares problem. */
|
|
|
|
dlalsd_("U", &smlsiz, n, nrhs, &s[1], &work[ie], &b[b_offset], ldb,
|
|
rcond, rank, &work[nwork], &iwork[1], info);
|
|
if (*info != 0) {
|
|
goto L10;
|
|
}
|
|
|
|
/* Multiply B by right bidiagonalizing vectors of R. */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dormbr_("P", "L", "N", n, nrhs, n, &a[a_offset], lda, &work[itaup], &
|
|
b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
} else /* if(complicated condition) */ {
|
|
/* Computing MAX */
|
|
i__1 = *m, i__2 = (*m << 1) - 4, i__1 = max(i__1,i__2), i__1 = max(
|
|
i__1,*nrhs), i__2 = *n - *m * 3;
|
|
if (*n >= mnthr && *lwork >= (*m << 2) + *m * *m + max(i__1,i__2)) {
|
|
|
|
/* 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__1 = (*m << 2) + *m * *lda + max(i__3,i__4), i__2 = *m * *lda +
|
|
*m + *m * *nrhs;
|
|
if (*lwork >= max(i__1,i__2)) {
|
|
ldwork = *lda;
|
|
}
|
|
itau = 1;
|
|
nwork = *m + 1;
|
|
|
|
/* Compute A=L*Q.
|
|
(Workspace: need 2*M, prefer M+M*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &i__1,
|
|
info);
|
|
il = nwork;
|
|
|
|
/* Copy L to WORK(IL), zeroing out above its diagonal. */
|
|
|
|
dlacpy_("L", m, m, &a[a_offset], lda, &work[il], &ldwork);
|
|
i__1 = *m - 1;
|
|
i__2 = *m - 1;
|
|
dlaset_("U", &i__1, &i__2, &c_b82, &c_b82, &work[il + ldwork], &
|
|
ldwork);
|
|
ie = il + ldwork * *m;
|
|
itauq = ie + *m;
|
|
itaup = itauq + *m;
|
|
nwork = itaup + *m;
|
|
|
|
/* Bidiagonalize L in WORK(IL).
|
|
(Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dgebrd_(m, m, &work[il], &ldwork, &s[1], &work[ie], &work[itauq],
|
|
&work[itaup], &work[nwork], &i__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) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dormbr_("Q", "L", "T", m, nrhs, m, &work[il], &ldwork, &work[
|
|
itauq], &b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
/* Solve the bidiagonal least squares problem. */
|
|
|
|
dlalsd_("U", &smlsiz, m, nrhs, &s[1], &work[ie], &b[b_offset],
|
|
ldb, rcond, rank, &work[nwork], &iwork[1], info);
|
|
if (*info != 0) {
|
|
goto L10;
|
|
}
|
|
|
|
/* Multiply B by right bidiagonalizing vectors of L. */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dormbr_("P", "L", "N", m, nrhs, m, &work[il], &ldwork, &work[
|
|
itaup], &b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
/* Zero out below first M rows of B. */
|
|
|
|
i__1 = *n - *m;
|
|
dlaset_("F", &i__1, nrhs, &c_b82, &c_b82, &b_ref(*m + 1, 1), ldb);
|
|
nwork = itau + *m;
|
|
|
|
/* Multiply transpose(Q) by B.
|
|
(Workspace: need M+NRHS, prefer M+NRHS*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dormlq_("L", "T", n, nrhs, m, &a[a_offset], lda, &work[itau], &b[
|
|
b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
} else {
|
|
|
|
/* Path 2 - remaining underdetermined cases. */
|
|
|
|
ie = 1;
|
|
itauq = ie + *m;
|
|
itaup = itauq + *m;
|
|
nwork = itaup + *m;
|
|
|
|
/* Bidiagonalize A.
|
|
(Workspace: need 3*M+N, prefer 3*M+(M+N)*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dgebrd_(m, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
|
|
work[itaup], &work[nwork], &i__1, info);
|
|
|
|
/* Multiply B by transpose of left bidiagonalizing vectors.
|
|
(Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dormbr_("Q", "L", "T", m, nrhs, n, &a[a_offset], lda, &work[itauq]
|
|
, &b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
/* Solve the bidiagonal least squares problem. */
|
|
|
|
dlalsd_("L", &smlsiz, m, nrhs, &s[1], &work[ie], &b[b_offset],
|
|
ldb, rcond, rank, &work[nwork], &iwork[1], info);
|
|
if (*info != 0) {
|
|
goto L10;
|
|
}
|
|
|
|
/* Multiply B by right bidiagonalizing vectors of A. */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
dormbr_("P", "L", "N", n, nrhs, m, &a[a_offset], lda, &work[itaup]
|
|
, &b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
}
|
|
}
|
|
|
|
/* 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);
|
|
}
|
|
|
|
L10:
|
|
work[1] = (doublereal) maxwrk;
|
|
return 0;
|
|
|
|
/* End of DGELSD */
|
|
|
|
} /* dgelsd_ */
|
|
|
|
#undef b_ref
|
|
#undef a_ref
|
|
|
|
|
|
#ifdef _cpluscplus
|
|
}
|
|
#endif
|