Annotation of rpl/lapack/lapack/dgelsd.f, revision 1.5

1.1       bertrand    1:       SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
                      2:      $                   WORK, LWORK, IWORK, INFO )
                      3: *
1.5     ! bertrand    4: *  -- LAPACK driver routine (version 3.2.2) --
1.1       bertrand    5: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                      6: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.5     ! bertrand    7: *     June 2010
1.1       bertrand    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))
1.5     ! bertrand  117: *          LIWORK >= max(1, 3 * MINMN * NLVL + 11 * MINMN),
1.1       bertrand  118: *          where MINMN = MIN( M,N ).
1.5     ! bertrand  119: *          On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
1.1       bertrand  120: *
                    121: *  INFO    (output) INTEGER
                    122: *          = 0:  successful exit
                    123: *          < 0:  if INFO = -i, the i-th argument had an illegal value.
                    124: *          > 0:  the algorithm for computing the SVD failed to converge;
                    125: *                if INFO = i, i off-diagonal elements of an intermediate
                    126: *                bidiagonal form did not converge to zero.
                    127: *
                    128: *  Further Details
                    129: *  ===============
                    130: *
                    131: *  Based on contributions by
                    132: *     Ming Gu and Ren-Cang Li, Computer Science Division, University of
                    133: *       California at Berkeley, USA
                    134: *     Osni Marques, LBNL/NERSC, USA
                    135: *
                    136: *  =====================================================================
                    137: *
                    138: *     .. Parameters ..
                    139:       DOUBLE PRECISION   ZERO, ONE, TWO
                    140:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
                    141: *     ..
                    142: *     .. Local Scalars ..
                    143:       LOGICAL            LQUERY
                    144:       INTEGER            IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
1.5     ! bertrand  145:      $                   LDWORK, LIWORK, MAXMN, MAXWRK, MINMN, MINWRK,
        !           146:      $                   MM, MNTHR, NLVL, NWORK, SMLSIZ, WLALSD
1.1       bertrand  147:       DOUBLE PRECISION   ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
                    148: *     ..
                    149: *     .. External Subroutines ..
                    150:       EXTERNAL           DGEBRD, DGELQF, DGEQRF, DLABAD, DLACPY, DLALSD,
                    151:      $                   DLASCL, DLASET, DORMBR, DORMLQ, DORMQR, XERBLA
                    152: *     ..
                    153: *     .. External Functions ..
                    154:       INTEGER            ILAENV
                    155:       DOUBLE PRECISION   DLAMCH, DLANGE
                    156:       EXTERNAL           ILAENV, DLAMCH, DLANGE
                    157: *     ..
                    158: *     .. Intrinsic Functions ..
                    159:       INTRINSIC          DBLE, INT, LOG, MAX, MIN
                    160: *     ..
                    161: *     .. Executable Statements ..
                    162: *
                    163: *     Test the input arguments.
                    164: *
                    165:       INFO = 0
                    166:       MINMN = MIN( M, N )
                    167:       MAXMN = MAX( M, N )
                    168:       MNTHR = ILAENV( 6, 'DGELSD', ' ', M, N, NRHS, -1 )
                    169:       LQUERY = ( LWORK.EQ.-1 )
                    170:       IF( M.LT.0 ) THEN
                    171:          INFO = -1
                    172:       ELSE IF( N.LT.0 ) THEN
                    173:          INFO = -2
                    174:       ELSE IF( NRHS.LT.0 ) THEN
                    175:          INFO = -3
                    176:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
                    177:          INFO = -5
                    178:       ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
                    179:          INFO = -7
                    180:       END IF
                    181: *
                    182:       SMLSIZ = ILAENV( 9, 'DGELSD', ' ', 0, 0, 0, 0 )
                    183: *
                    184: *     Compute workspace.
                    185: *     (Note: Comments in the code beginning "Workspace:" describe the
                    186: *     minimal amount of workspace needed at that point in the code,
                    187: *     as well as the preferred amount for good performance.
                    188: *     NB refers to the optimal block size for the immediately
                    189: *     following subroutine, as returned by ILAENV.)
                    190: *
                    191:       MINWRK = 1
1.5     ! bertrand  192:       LIWORK = 1
1.1       bertrand  193:       MINMN = MAX( 1, MINMN )
                    194:       NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ+1 ) ) /
                    195:      $       LOG( TWO ) ) + 1, 0 )
                    196: *
                    197:       IF( INFO.EQ.0 ) THEN
                    198:          MAXWRK = 0
1.5     ! bertrand  199:          LIWORK = 3*MINMN*NLVL + 11*MINMN
1.1       bertrand  200:          MM = M
                    201:          IF( M.GE.N .AND. M.GE.MNTHR ) THEN
                    202: *
                    203: *           Path 1a - overdetermined, with many more rows than columns.
                    204: *
                    205:             MM = N
                    206:             MAXWRK = MAX( MAXWRK, N+N*ILAENV( 1, 'DGEQRF', ' ', M, N,
                    207:      $               -1, -1 ) )
                    208:             MAXWRK = MAX( MAXWRK, N+NRHS*
                    209:      $               ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N, -1 ) )
                    210:          END IF
                    211:          IF( M.GE.N ) THEN
                    212: *
                    213: *           Path 1 - overdetermined or exactly determined.
                    214: *
                    215:             MAXWRK = MAX( MAXWRK, 3*N+( MM+N )*
                    216:      $               ILAENV( 1, 'DGEBRD', ' ', MM, N, -1, -1 ) )
                    217:             MAXWRK = MAX( MAXWRK, 3*N+NRHS*
                    218:      $               ILAENV( 1, 'DORMBR', 'QLT', MM, NRHS, N, -1 ) )
                    219:             MAXWRK = MAX( MAXWRK, 3*N+( N-1 )*
                    220:      $               ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, N, -1 ) )
                    221:             WLALSD = 9*N+2*N*SMLSIZ+8*N*NLVL+N*NRHS+(SMLSIZ+1)**2
                    222:             MAXWRK = MAX( MAXWRK, 3*N+WLALSD )
                    223:             MINWRK = MAX( 3*N+MM, 3*N+NRHS, 3*N+WLALSD )
                    224:          END IF
                    225:          IF( N.GT.M ) THEN
                    226:             WLALSD = 9*M+2*M*SMLSIZ+8*M*NLVL+M*NRHS+(SMLSIZ+1)**2
                    227:             IF( N.GE.MNTHR ) THEN
                    228: *
                    229: *              Path 2a - underdetermined, with many more columns
                    230: *              than rows.
                    231: *
                    232:                MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
                    233:                MAXWRK = MAX( MAXWRK, M*M+4*M+2*M*
                    234:      $                  ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
                    235:                MAXWRK = MAX( MAXWRK, M*M+4*M+NRHS*
                    236:      $                  ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, M, -1 ) )
                    237:                MAXWRK = MAX( MAXWRK, M*M+4*M+( M-1 )*
                    238:      $                  ILAENV( 1, 'DORMBR', 'PLN', M, NRHS, M, -1 ) )
                    239:                IF( NRHS.GT.1 ) THEN
                    240:                   MAXWRK = MAX( MAXWRK, M*M+M+M*NRHS )
                    241:                ELSE
                    242:                   MAXWRK = MAX( MAXWRK, M*M+2*M )
                    243:                END IF
                    244:                MAXWRK = MAX( MAXWRK, M+NRHS*
                    245:      $                  ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M, -1 ) )
                    246:                MAXWRK = MAX( MAXWRK, M*M+4*M+WLALSD )
                    247: !     XXX: Ensure the Path 2a case below is triggered.  The workspace
                    248: !     calculation should use queries for all routines eventually.
                    249:                MAXWRK = MAX( MAXWRK,
                    250:      $              4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
                    251:             ELSE
                    252: *
                    253: *              Path 2 - remaining underdetermined cases.
                    254: *
                    255:                MAXWRK = 3*M + ( N+M )*ILAENV( 1, 'DGEBRD', ' ', M, N,
                    256:      $                  -1, -1 )
                    257:                MAXWRK = MAX( MAXWRK, 3*M+NRHS*
                    258:      $                  ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, N, -1 ) )
                    259:                MAXWRK = MAX( MAXWRK, 3*M+M*
                    260:      $                  ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, M, -1 ) )
                    261:                MAXWRK = MAX( MAXWRK, 3*M+WLALSD )
                    262:             END IF
                    263:             MINWRK = MAX( 3*M+NRHS, 3*M+M, 3*M+WLALSD )
                    264:          END IF
                    265:          MINWRK = MIN( MINWRK, MAXWRK )
                    266:          WORK( 1 ) = MAXWRK
1.5     ! bertrand  267:          IWORK( 1 ) = LIWORK
        !           268: 
1.1       bertrand  269:          IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
                    270:             INFO = -12
                    271:          END IF
                    272:       END IF
                    273: *
                    274:       IF( INFO.NE.0 ) THEN
                    275:          CALL XERBLA( 'DGELSD', -INFO )
                    276:          RETURN
                    277:       ELSE IF( LQUERY ) THEN
                    278:          GO TO 10
                    279:       END IF
                    280: *
                    281: *     Quick return if possible.
                    282: *
                    283:       IF( M.EQ.0 .OR. N.EQ.0 ) THEN
                    284:          RANK = 0
                    285:          RETURN
                    286:       END IF
                    287: *
                    288: *     Get machine parameters.
                    289: *
                    290:       EPS = DLAMCH( 'P' )
                    291:       SFMIN = DLAMCH( 'S' )
                    292:       SMLNUM = SFMIN / EPS
                    293:       BIGNUM = ONE / SMLNUM
                    294:       CALL DLABAD( SMLNUM, BIGNUM )
                    295: *
                    296: *     Scale A if max entry outside range [SMLNUM,BIGNUM].
                    297: *
                    298:       ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
                    299:       IASCL = 0
                    300:       IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
                    301: *
                    302: *        Scale matrix norm up to SMLNUM.
                    303: *
                    304:          CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
                    305:          IASCL = 1
                    306:       ELSE IF( ANRM.GT.BIGNUM ) THEN
                    307: *
                    308: *        Scale matrix norm down to BIGNUM.
                    309: *
                    310:          CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
                    311:          IASCL = 2
                    312:       ELSE IF( ANRM.EQ.ZERO ) THEN
                    313: *
                    314: *        Matrix all zero. Return zero solution.
                    315: *
                    316:          CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
                    317:          CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
                    318:          RANK = 0
                    319:          GO TO 10
                    320:       END IF
                    321: *
                    322: *     Scale B if max entry outside range [SMLNUM,BIGNUM].
                    323: *
                    324:       BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
                    325:       IBSCL = 0
                    326:       IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
                    327: *
                    328: *        Scale matrix norm up to SMLNUM.
                    329: *
                    330:          CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
                    331:          IBSCL = 1
                    332:       ELSE IF( BNRM.GT.BIGNUM ) THEN
                    333: *
                    334: *        Scale matrix norm down to BIGNUM.
                    335: *
                    336:          CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
                    337:          IBSCL = 2
                    338:       END IF
                    339: *
                    340: *     If M < N make sure certain entries of B are zero.
                    341: *
                    342:       IF( M.LT.N )
                    343:      $   CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
                    344: *
                    345: *     Overdetermined case.
                    346: *
                    347:       IF( M.GE.N ) THEN
                    348: *
                    349: *        Path 1 - overdetermined or exactly determined.
                    350: *
                    351:          MM = M
                    352:          IF( M.GE.MNTHR ) THEN
                    353: *
                    354: *           Path 1a - overdetermined, with many more rows than columns.
                    355: *
                    356:             MM = N
                    357:             ITAU = 1
                    358:             NWORK = ITAU + N
                    359: *
                    360: *           Compute A=Q*R.
                    361: *           (Workspace: need 2*N, prefer N+N*NB)
                    362: *
                    363:             CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
                    364:      $                   LWORK-NWORK+1, INFO )
                    365: *
                    366: *           Multiply B by transpose(Q).
                    367: *           (Workspace: need N+NRHS, prefer N+NRHS*NB)
                    368: *
                    369:             CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
                    370:      $                   LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    371: *
                    372: *           Zero out below R.
                    373: *
                    374:             IF( N.GT.1 ) THEN
                    375:                CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
                    376:             END IF
                    377:          END IF
                    378: *
                    379:          IE = 1
                    380:          ITAUQ = IE + N
                    381:          ITAUP = ITAUQ + N
                    382:          NWORK = ITAUP + N
                    383: *
                    384: *        Bidiagonalize R in A.
                    385: *        (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
                    386: *
                    387:          CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
                    388:      $                WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
                    389:      $                INFO )
                    390: *
                    391: *        Multiply B by transpose of left bidiagonalizing vectors of R.
                    392: *        (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
                    393: *
                    394:          CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
                    395:      $                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    396: *
                    397: *        Solve the bidiagonal least squares problem.
                    398: *
                    399:          CALL DLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB,
                    400:      $                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
                    401:          IF( INFO.NE.0 ) THEN
                    402:             GO TO 10
                    403:          END IF
                    404: *
                    405: *        Multiply B by right bidiagonalizing vectors of R.
                    406: *
                    407:          CALL DORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
                    408:      $                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    409: *
                    410:       ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
                    411:      $         MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) THEN
                    412: *
                    413: *        Path 2a - underdetermined, with many more columns than rows
                    414: *        and sufficient workspace for an efficient algorithm.
                    415: *
                    416:          LDWORK = M
                    417:          IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
                    418:      $       M*LDA+M+M*NRHS, 4*M+M*LDA+WLALSD ) )LDWORK = LDA
                    419:          ITAU = 1
                    420:          NWORK = M + 1
                    421: *
                    422: *        Compute A=L*Q.
                    423: *        (Workspace: need 2*M, prefer M+M*NB)
                    424: *
                    425:          CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
                    426:      $                LWORK-NWORK+1, INFO )
                    427:          IL = NWORK
                    428: *
                    429: *        Copy L to WORK(IL), zeroing out above its diagonal.
                    430: *
                    431:          CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
                    432:          CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
                    433:      $                LDWORK )
                    434:          IE = IL + LDWORK*M
                    435:          ITAUQ = IE + M
                    436:          ITAUP = ITAUQ + M
                    437:          NWORK = ITAUP + M
                    438: *
                    439: *        Bidiagonalize L in WORK(IL).
                    440: *        (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
                    441: *
                    442:          CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
                    443:      $                WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
                    444:      $                LWORK-NWORK+1, INFO )
                    445: *
                    446: *        Multiply B by transpose of left bidiagonalizing vectors of L.
                    447: *        (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
                    448: *
                    449:          CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
                    450:      $                WORK( ITAUQ ), B, LDB, WORK( NWORK ),
                    451:      $                LWORK-NWORK+1, INFO )
                    452: *
                    453: *        Solve the bidiagonal least squares problem.
                    454: *
                    455:          CALL DLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
                    456:      $                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
                    457:          IF( INFO.NE.0 ) THEN
                    458:             GO TO 10
                    459:          END IF
                    460: *
                    461: *        Multiply B by right bidiagonalizing vectors of L.
                    462: *
                    463:          CALL DORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
                    464:      $                WORK( ITAUP ), B, LDB, WORK( NWORK ),
                    465:      $                LWORK-NWORK+1, INFO )
                    466: *
                    467: *        Zero out below first M rows of B.
                    468: *
                    469:          CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
                    470:          NWORK = ITAU + M
                    471: *
                    472: *        Multiply transpose(Q) by B.
                    473: *        (Workspace: need M+NRHS, prefer M+NRHS*NB)
                    474: *
                    475:          CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
                    476:      $                LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    477: *
                    478:       ELSE
                    479: *
                    480: *        Path 2 - remaining underdetermined cases.
                    481: *
                    482:          IE = 1
                    483:          ITAUQ = IE + M
                    484:          ITAUP = ITAUQ + M
                    485:          NWORK = ITAUP + M
                    486: *
                    487: *        Bidiagonalize A.
                    488: *        (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
                    489: *
                    490:          CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
                    491:      $                WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
                    492:      $                INFO )
                    493: *
                    494: *        Multiply B by transpose of left bidiagonalizing vectors.
                    495: *        (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
                    496: *
                    497:          CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
                    498:      $                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    499: *
                    500: *        Solve the bidiagonal least squares problem.
                    501: *
                    502:          CALL DLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
                    503:      $                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
                    504:          IF( INFO.NE.0 ) THEN
                    505:             GO TO 10
                    506:          END IF
                    507: *
                    508: *        Multiply B by right bidiagonalizing vectors of A.
                    509: *
                    510:          CALL DORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
                    511:      $                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
                    512: *
                    513:       END IF
                    514: *
                    515: *     Undo scaling.
                    516: *
                    517:       IF( IASCL.EQ.1 ) THEN
                    518:          CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
                    519:          CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
                    520:      $                INFO )
                    521:       ELSE IF( IASCL.EQ.2 ) THEN
                    522:          CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
                    523:          CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
                    524:      $                INFO )
                    525:       END IF
                    526:       IF( IBSCL.EQ.1 ) THEN
                    527:          CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
                    528:       ELSE IF( IBSCL.EQ.2 ) THEN
                    529:          CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
                    530:       END IF
                    531: *
                    532:    10 CONTINUE
                    533:       WORK( 1 ) = MAXWRK
1.5     ! bertrand  534:       IWORK( 1 ) = LIWORK
1.1       bertrand  535:       RETURN
                    536: *
                    537: *     End of DGELSD
                    538: *
                    539:       END

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