Annotation of rpl/lapack/lapack/dgelsd.f, revision 1.4

1.1       bertrand    1:       SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
                      2:      $                   WORK, LWORK, IWORK, INFO )
                      3: *
                      4: *  -- LAPACK driver routine (version 3.2) --
                      5: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                      6: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                      7: *     November 2006
                      8: *
                      9: *     .. Scalar Arguments ..
                     10:       INTEGER            INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
                     11:       DOUBLE PRECISION   RCOND
                     12: *     ..
                     13: *     .. Array Arguments ..
                     14:       INTEGER            IWORK( * )
                     15:       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
                     16: *     ..
                     17: *
                     18: *  Purpose
                     19: *  =======
                     20: *
                     21: *  DGELSD computes the minimum-norm solution to a real linear least
                     22: *  squares problem:
                     23: *      minimize 2-norm(| b - A*x |)
                     24: *  using the singular value decomposition (SVD) of A. A is an M-by-N
                     25: *  matrix which may be rank-deficient.
                     26: *
                     27: *  Several right hand side vectors b and solution vectors x can be
                     28: *  handled in a single call; they are stored as the columns of the
                     29: *  M-by-NRHS right hand side matrix B and the N-by-NRHS solution
                     30: *  matrix X.
                     31: *
                     32: *  The problem is solved in three steps:
                     33: *  (1) Reduce the coefficient matrix A to bidiagonal form with
                     34: *      Householder transformations, reducing the original problem
                     35: *      into a "bidiagonal least squares problem" (BLS)
                     36: *  (2) Solve the BLS using a divide and conquer approach.
                     37: *  (3) Apply back all the Householder tranformations to solve
                     38: *      the original least squares problem.
                     39: *
                     40: *  The effective rank of A is determined by treating as zero those
                     41: *  singular values which are less than RCOND times the largest singular
                     42: *  value.
                     43: *
                     44: *  The divide and conquer algorithm makes very mild assumptions about
                     45: *  floating point arithmetic. It will work on machines with a guard
                     46: *  digit in add/subtract, or on those binary machines without guard
                     47: *  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
                     48: *  Cray-2. It could conceivably fail on hexadecimal or decimal machines
                     49: *  without guard digits, but we know of none.
                     50: *
                     51: *  Arguments
                     52: *  =========
                     53: *
                     54: *  M       (input) INTEGER
                     55: *          The number of rows of A. M >= 0.
                     56: *
                     57: *  N       (input) INTEGER
                     58: *          The number of columns of A. N >= 0.
                     59: *
                     60: *  NRHS    (input) INTEGER
                     61: *          The number of right hand sides, i.e., the number of columns
                     62: *          of the matrices B and X. NRHS >= 0.
                     63: *
                     64: *  A       (input) DOUBLE PRECISION array, dimension (LDA,N)
                     65: *          On entry, the M-by-N matrix A.
                     66: *          On exit, A has been destroyed.
                     67: *
                     68: *  LDA     (input) INTEGER
                     69: *          The leading dimension of the array A.  LDA >= max(1,M).
                     70: *
                     71: *  B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
                     72: *          On entry, the M-by-NRHS right hand side matrix B.
                     73: *          On exit, B is overwritten by the N-by-NRHS solution
                     74: *          matrix X.  If m >= n and RANK = n, the residual
                     75: *          sum-of-squares for the solution in the i-th column is given
                     76: *          by the sum of squares of elements n+1:m in that column.
                     77: *
                     78: *  LDB     (input) INTEGER
                     79: *          The leading dimension of the array B. LDB >= max(1,max(M,N)).
                     80: *
                     81: *  S       (output) DOUBLE PRECISION array, dimension (min(M,N))
                     82: *          The singular values of A in decreasing order.
                     83: *          The condition number of A in the 2-norm = S(1)/S(min(m,n)).
                     84: *
                     85: *  RCOND   (input) DOUBLE PRECISION
                     86: *          RCOND is used to determine the effective rank of A.
                     87: *          Singular values S(i) <= RCOND*S(1) are treated as zero.
                     88: *          If RCOND < 0, machine precision is used instead.
                     89: *
                     90: *  RANK    (output) INTEGER
                     91: *          The effective rank of A, i.e., the number of singular values
                     92: *          which are greater than RCOND*S(1).
                     93: *
                     94: *  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
                     95: *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
                     96: *
                     97: *  LWORK   (input) INTEGER
                     98: *          The dimension of the array WORK. LWORK must be at least 1.
                     99: *          The exact minimum amount of workspace needed depends on M,
                    100: *          N and NRHS. As long as LWORK is at least
                    101: *              12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,
                    102: *          if M is greater than or equal to N or
                    103: *              12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,
                    104: *          if M is less than N, the code will execute correctly.
                    105: *          SMLSIZ is returned by ILAENV and is equal to the maximum
                    106: *          size of the subproblems at the bottom of the computation
                    107: *          tree (usually about 25), and
                    108: *             NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
                    109: *          For good performance, LWORK should generally be larger.
                    110: *
                    111: *          If LWORK = -1, then a workspace query is assumed; the routine
                    112: *          only calculates the optimal size of the WORK array, returns
                    113: *          this value as the first entry of the WORK array, and no error
                    114: *          message related to LWORK is issued by XERBLA.
                    115: *
                    116: *  IWORK   (workspace) INTEGER array, dimension (MAX(1,LIWORK))
                    117: *          LIWORK >= 3 * MINMN * NLVL + 11 * MINMN,
                    118: *          where MINMN = MIN( M,N ).
                    119: *
                    120: *  INFO    (output) INTEGER
                    121: *          = 0:  successful exit
                    122: *          < 0:  if INFO = -i, the i-th argument had an illegal value.
                    123: *          > 0:  the algorithm for computing the SVD failed to converge;
                    124: *                if INFO = i, i off-diagonal elements of an intermediate
                    125: *                bidiagonal form did not converge to zero.
                    126: *
                    127: *  Further Details
                    128: *  ===============
                    129: *
                    130: *  Based on contributions by
                    131: *     Ming Gu and Ren-Cang Li, Computer Science Division, University of
                    132: *       California at Berkeley, USA
                    133: *     Osni Marques, LBNL/NERSC, USA
                    134: *
                    135: *  =====================================================================
                    136: *
                    137: *     .. Parameters ..
                    138:       DOUBLE PRECISION   ZERO, ONE, TWO
                    139:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
                    140: *     ..
                    141: *     .. Local Scalars ..
                    142:       LOGICAL            LQUERY
                    143:       INTEGER            IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
                    144:      $                   LDWORK, MAXMN, MAXWRK, MINMN, MINWRK, MM,
                    145:      $                   MNTHR, NLVL, NWORK, SMLSIZ, WLALSD
                    146:       DOUBLE PRECISION   ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
                    147: *     ..
                    148: *     .. External Subroutines ..
                    149:       EXTERNAL           DGEBRD, DGELQF, DGEQRF, DLABAD, DLACPY, DLALSD,
                    150:      $                   DLASCL, DLASET, DORMBR, DORMLQ, DORMQR, XERBLA
                    151: *     ..
                    152: *     .. External Functions ..
                    153:       INTEGER            ILAENV
                    154:       DOUBLE PRECISION   DLAMCH, DLANGE
                    155:       EXTERNAL           ILAENV, DLAMCH, DLANGE
                    156: *     ..
                    157: *     .. Intrinsic Functions ..
                    158:       INTRINSIC          DBLE, INT, LOG, MAX, MIN
                    159: *     ..
                    160: *     .. Executable Statements ..
                    161: *
                    162: *     Test the input arguments.
                    163: *
                    164:       INFO = 0
                    165:       MINMN = MIN( M, N )
                    166:       MAXMN = MAX( M, N )
                    167:       MNTHR = ILAENV( 6, 'DGELSD', ' ', M, N, NRHS, -1 )
                    168:       LQUERY = ( LWORK.EQ.-1 )
                    169:       IF( M.LT.0 ) THEN
                    170:          INFO = -1
                    171:       ELSE IF( N.LT.0 ) THEN
                    172:          INFO = -2
                    173:       ELSE IF( NRHS.LT.0 ) THEN
                    174:          INFO = -3
                    175:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
                    176:          INFO = -5
                    177:       ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
                    178:          INFO = -7
                    179:       END IF
                    180: *
                    181:       SMLSIZ = ILAENV( 9, 'DGELSD', ' ', 0, 0, 0, 0 )
                    182: *
                    183: *     Compute workspace.
                    184: *     (Note: Comments in the code beginning "Workspace:" describe the
                    185: *     minimal amount of workspace needed at that point in the code,
                    186: *     as well as the preferred amount for good performance.
                    187: *     NB refers to the optimal block size for the immediately
                    188: *     following subroutine, as returned by ILAENV.)
                    189: *
                    190:       MINWRK = 1
                    191:       MINMN = MAX( 1, MINMN )
                    192:       NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ+1 ) ) /
                    193:      $       LOG( TWO ) ) + 1, 0 )
                    194: *
                    195:       IF( INFO.EQ.0 ) THEN
                    196:          MAXWRK = 0
                    197:          MM = M
                    198:          IF( M.GE.N .AND. M.GE.MNTHR ) THEN
                    199: *
                    200: *           Path 1a - overdetermined, with many more rows than columns.
                    201: *
                    202:             MM = N
                    203:             MAXWRK = MAX( MAXWRK, N+N*ILAENV( 1, 'DGEQRF', ' ', M, N,
                    204:      $               -1, -1 ) )
                    205:             MAXWRK = MAX( MAXWRK, N+NRHS*
                    206:      $               ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N, -1 ) )
                    207:          END IF
                    208:          IF( M.GE.N ) THEN
                    209: *
                    210: *           Path 1 - overdetermined or exactly determined.
                    211: *
                    212:             MAXWRK = MAX( MAXWRK, 3*N+( MM+N )*
                    213:      $               ILAENV( 1, 'DGEBRD', ' ', MM, N, -1, -1 ) )
                    214:             MAXWRK = MAX( MAXWRK, 3*N+NRHS*
                    215:      $               ILAENV( 1, 'DORMBR', 'QLT', MM, NRHS, N, -1 ) )
                    216:             MAXWRK = MAX( MAXWRK, 3*N+( N-1 )*
                    217:      $               ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, N, -1 ) )
                    218:             WLALSD = 9*N+2*N*SMLSIZ+8*N*NLVL+N*NRHS+(SMLSIZ+1)**2
                    219:             MAXWRK = MAX( MAXWRK, 3*N+WLALSD )
                    220:             MINWRK = MAX( 3*N+MM, 3*N+NRHS, 3*N+WLALSD )
                    221:          END IF
                    222:          IF( N.GT.M ) THEN
                    223:             WLALSD = 9*M+2*M*SMLSIZ+8*M*NLVL+M*NRHS+(SMLSIZ+1)**2
                    224:             IF( N.GE.MNTHR ) THEN
                    225: *
                    226: *              Path 2a - underdetermined, with many more columns
                    227: *              than rows.
                    228: *
                    229:                MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
                    230:                MAXWRK = MAX( MAXWRK, M*M+4*M+2*M*
                    231:      $                  ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
                    232:                MAXWRK = MAX( MAXWRK, M*M+4*M+NRHS*
                    233:      $                  ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, M, -1 ) )
                    234:                MAXWRK = MAX( MAXWRK, M*M+4*M+( M-1 )*
                    235:      $                  ILAENV( 1, 'DORMBR', 'PLN', M, NRHS, M, -1 ) )
                    236:                IF( NRHS.GT.1 ) THEN
                    237:                   MAXWRK = MAX( MAXWRK, M*M+M+M*NRHS )
                    238:                ELSE
                    239:                   MAXWRK = MAX( MAXWRK, M*M+2*M )
                    240:                END IF
                    241:                MAXWRK = MAX( MAXWRK, M+NRHS*
                    242:      $                  ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M, -1 ) )
                    243:                MAXWRK = MAX( MAXWRK, M*M+4*M+WLALSD )
                    244: !     XXX: Ensure the Path 2a case below is triggered.  The workspace
                    245: !     calculation should use queries for all routines eventually.
                    246:                MAXWRK = MAX( MAXWRK,
                    247:      $              4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
                    248:             ELSE
                    249: *
                    250: *              Path 2 - remaining underdetermined cases.
                    251: *
                    252:                MAXWRK = 3*M + ( N+M )*ILAENV( 1, 'DGEBRD', ' ', M, N,
                    253:      $                  -1, -1 )
                    254:                MAXWRK = MAX( MAXWRK, 3*M+NRHS*
                    255:      $                  ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, N, -1 ) )
                    256:                MAXWRK = MAX( MAXWRK, 3*M+M*
                    257:      $                  ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, M, -1 ) )
                    258:                MAXWRK = MAX( MAXWRK, 3*M+WLALSD )
                    259:             END IF
                    260:             MINWRK = MAX( 3*M+NRHS, 3*M+M, 3*M+WLALSD )
                    261:          END IF
                    262:          MINWRK = MIN( MINWRK, MAXWRK )
                    263:          WORK( 1 ) = MAXWRK
                    264:          IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
                    265:             INFO = -12
                    266:          END IF
                    267:       END IF
                    268: *
                    269:       IF( INFO.NE.0 ) THEN
                    270:          CALL XERBLA( 'DGELSD', -INFO )
                    271:          RETURN
                    272:       ELSE IF( LQUERY ) THEN
                    273:          GO TO 10
                    274:       END IF
                    275: *
                    276: *     Quick return if possible.
                    277: *
                    278:       IF( M.EQ.0 .OR. N.EQ.0 ) THEN
                    279:          RANK = 0
                    280:          RETURN
                    281:       END IF
                    282: *
                    283: *     Get machine parameters.
                    284: *
                    285:       EPS = DLAMCH( 'P' )
                    286:       SFMIN = DLAMCH( 'S' )
                    287:       SMLNUM = SFMIN / EPS
                    288:       BIGNUM = ONE / SMLNUM
                    289:       CALL DLABAD( SMLNUM, BIGNUM )
                    290: *
                    291: *     Scale A if max entry outside range [SMLNUM,BIGNUM].
                    292: *
                    293:       ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
                    294:       IASCL = 0
                    295:       IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
                    296: *
                    297: *        Scale matrix norm up to SMLNUM.
                    298: *
                    299:          CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
                    300:          IASCL = 1
                    301:       ELSE IF( ANRM.GT.BIGNUM ) THEN
                    302: *
                    303: *        Scale matrix norm down to BIGNUM.
                    304: *
                    305:          CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
                    306:          IASCL = 2
                    307:       ELSE IF( ANRM.EQ.ZERO ) THEN
                    308: *
                    309: *        Matrix all zero. Return zero solution.
                    310: *
                    311:          CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
                    312:          CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
                    313:          RANK = 0
                    314:          GO TO 10
                    315:       END IF
                    316: *
                    317: *     Scale B if max entry outside range [SMLNUM,BIGNUM].
                    318: *
                    319:       BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
                    320:       IBSCL = 0
                    321:       IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
                    322: *
                    323: *        Scale matrix norm up to SMLNUM.
                    324: *
                    325:          CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
                    326:          IBSCL = 1
                    327:       ELSE IF( BNRM.GT.BIGNUM ) THEN
                    328: *
                    329: *        Scale matrix norm down to BIGNUM.
                    330: *
                    331:          CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
                    332:          IBSCL = 2
                    333:       END IF
                    334: *
                    335: *     If M < N make sure certain entries of B are zero.
                    336: *
                    337:       IF( M.LT.N )
                    338:      $   CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
                    339: *
                    340: *     Overdetermined case.
                    341: *
                    342:       IF( M.GE.N ) THEN
                    343: *
                    344: *        Path 1 - overdetermined or exactly determined.
                    345: *
                    346:          MM = M
                    347:          IF( M.GE.MNTHR ) THEN
                    348: *
                    349: *           Path 1a - overdetermined, with many more rows than columns.
                    350: *
                    351:             MM = N
                    352:             ITAU = 1
                    353:             NWORK = ITAU + N
                    354: *
                    355: *           Compute A=Q*R.
                    356: *           (Workspace: need 2*N, prefer N+N*NB)
                    357: *
                    358:             CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
                    359:      $                   LWORK-NWORK+1, INFO )
                    360: *
                    361: *           Multiply B by transpose(Q).
                    362: *           (Workspace: need N+NRHS, prefer N+NRHS*NB)
                    363: *
                    364:             CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
                    365:      $                   LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    366: *
                    367: *           Zero out below R.
                    368: *
                    369:             IF( N.GT.1 ) THEN
                    370:                CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
                    371:             END IF
                    372:          END IF
                    373: *
                    374:          IE = 1
                    375:          ITAUQ = IE + N
                    376:          ITAUP = ITAUQ + N
                    377:          NWORK = ITAUP + N
                    378: *
                    379: *        Bidiagonalize R in A.
                    380: *        (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
                    381: *
                    382:          CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
                    383:      $                WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
                    384:      $                INFO )
                    385: *
                    386: *        Multiply B by transpose of left bidiagonalizing vectors of R.
                    387: *        (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
                    388: *
                    389:          CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
                    390:      $                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    391: *
                    392: *        Solve the bidiagonal least squares problem.
                    393: *
                    394:          CALL DLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB,
                    395:      $                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
                    396:          IF( INFO.NE.0 ) THEN
                    397:             GO TO 10
                    398:          END IF
                    399: *
                    400: *        Multiply B by right bidiagonalizing vectors of R.
                    401: *
                    402:          CALL DORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
                    403:      $                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    404: *
                    405:       ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
                    406:      $         MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) THEN
                    407: *
                    408: *        Path 2a - underdetermined, with many more columns than rows
                    409: *        and sufficient workspace for an efficient algorithm.
                    410: *
                    411:          LDWORK = M
                    412:          IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
                    413:      $       M*LDA+M+M*NRHS, 4*M+M*LDA+WLALSD ) )LDWORK = LDA
                    414:          ITAU = 1
                    415:          NWORK = M + 1
                    416: *
                    417: *        Compute A=L*Q.
                    418: *        (Workspace: need 2*M, prefer M+M*NB)
                    419: *
                    420:          CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
                    421:      $                LWORK-NWORK+1, INFO )
                    422:          IL = NWORK
                    423: *
                    424: *        Copy L to WORK(IL), zeroing out above its diagonal.
                    425: *
                    426:          CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
                    427:          CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
                    428:      $                LDWORK )
                    429:          IE = IL + LDWORK*M
                    430:          ITAUQ = IE + M
                    431:          ITAUP = ITAUQ + M
                    432:          NWORK = ITAUP + M
                    433: *
                    434: *        Bidiagonalize L in WORK(IL).
                    435: *        (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
                    436: *
                    437:          CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
                    438:      $                WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
                    439:      $                LWORK-NWORK+1, INFO )
                    440: *
                    441: *        Multiply B by transpose of left bidiagonalizing vectors of L.
                    442: *        (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
                    443: *
                    444:          CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
                    445:      $                WORK( ITAUQ ), B, LDB, WORK( NWORK ),
                    446:      $                LWORK-NWORK+1, INFO )
                    447: *
                    448: *        Solve the bidiagonal least squares problem.
                    449: *
                    450:          CALL DLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
                    451:      $                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
                    452:          IF( INFO.NE.0 ) THEN
                    453:             GO TO 10
                    454:          END IF
                    455: *
                    456: *        Multiply B by right bidiagonalizing vectors of L.
                    457: *
                    458:          CALL DORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
                    459:      $                WORK( ITAUP ), B, LDB, WORK( NWORK ),
                    460:      $                LWORK-NWORK+1, INFO )
                    461: *
                    462: *        Zero out below first M rows of B.
                    463: *
                    464:          CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
                    465:          NWORK = ITAU + M
                    466: *
                    467: *        Multiply transpose(Q) by B.
                    468: *        (Workspace: need M+NRHS, prefer M+NRHS*NB)
                    469: *
                    470:          CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
                    471:      $                LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    472: *
                    473:       ELSE
                    474: *
                    475: *        Path 2 - remaining underdetermined cases.
                    476: *
                    477:          IE = 1
                    478:          ITAUQ = IE + M
                    479:          ITAUP = ITAUQ + M
                    480:          NWORK = ITAUP + M
                    481: *
                    482: *        Bidiagonalize A.
                    483: *        (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
                    484: *
                    485:          CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
                    486:      $                WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
                    487:      $                INFO )
                    488: *
                    489: *        Multiply B by transpose of left bidiagonalizing vectors.
                    490: *        (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
                    491: *
                    492:          CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
                    493:      $                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    494: *
                    495: *        Solve the bidiagonal least squares problem.
                    496: *
                    497:          CALL DLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
                    498:      $                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
                    499:          IF( INFO.NE.0 ) THEN
                    500:             GO TO 10
                    501:          END IF
                    502: *
                    503: *        Multiply B by right bidiagonalizing vectors of A.
                    504: *
                    505:          CALL DORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
                    506:      $                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    507: *
                    508:       END IF
                    509: *
                    510: *     Undo scaling.
                    511: *
                    512:       IF( IASCL.EQ.1 ) THEN
                    513:          CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
                    514:          CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
                    515:      $                INFO )
                    516:       ELSE IF( IASCL.EQ.2 ) THEN
                    517:          CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
                    518:          CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
                    519:      $                INFO )
                    520:       END IF
                    521:       IF( IBSCL.EQ.1 ) THEN
                    522:          CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
                    523:       ELSE IF( IBSCL.EQ.2 ) THEN
                    524:          CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
                    525:       END IF
                    526: *
                    527:    10 CONTINUE
                    528:       WORK( 1 ) = MAXWRK
                    529:       RETURN
                    530: *
                    531: *     End of DGELSD
                    532: *
                    533:       END

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