Annotation of rpl/lapack/lapack/zgelsd.f, revision 1.7
1.1 bertrand 1: SUBROUTINE ZGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
2: $ WORK, LWORK, RWORK, 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 RWORK( * ), S( * )
16: COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
17: * ..
18: *
19: * Purpose
20: * =======
21: *
22: * ZGELSD computes the minimum-norm solution to a real linear least
23: * squares problem:
24: * minimize 2-norm(| b - A*x |)
25: * using the singular value decomposition (SVD) of A. A is an M-by-N
26: * matrix which may be rank-deficient.
27: *
28: * Several right hand side vectors b and solution vectors x can be
29: * handled in a single call; they are stored as the columns of the
30: * M-by-NRHS right hand side matrix B and the N-by-NRHS solution
31: * matrix X.
32: *
33: * The problem is solved in three steps:
34: * (1) Reduce the coefficient matrix A to bidiagonal form with
35: * Householder tranformations, reducing the original problem
36: * into a "bidiagonal least squares problem" (BLS)
37: * (2) Solve the BLS using a divide and conquer approach.
38: * (3) Apply back all the Householder tranformations to solve
39: * the original least squares problem.
40: *
41: * The effective rank of A is determined by treating as zero those
42: * singular values which are less than RCOND times the largest singular
43: * value.
44: *
45: * The divide and conquer algorithm makes very mild assumptions about
46: * floating point arithmetic. It will work on machines with a guard
47: * digit in add/subtract, or on those binary machines without guard
48: * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
49: * Cray-2. It could conceivably fail on hexadecimal or decimal machines
50: * without guard digits, but we know of none.
51: *
52: * Arguments
53: * =========
54: *
55: * M (input) INTEGER
56: * The number of rows of the matrix A. M >= 0.
57: *
58: * N (input) INTEGER
59: * The number of columns of the matrix A. N >= 0.
60: *
61: * NRHS (input) INTEGER
62: * The number of right hand sides, i.e., the number of columns
63: * of the matrices B and X. NRHS >= 0.
64: *
65: * A (input) COMPLEX*16 array, dimension (LDA,N)
66: * On entry, the M-by-N matrix A.
67: * On exit, A has been destroyed.
68: *
69: * LDA (input) INTEGER
70: * The leading dimension of the array A. LDA >= max(1,M).
71: *
72: * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
73: * On entry, the M-by-NRHS right hand side matrix B.
74: * On exit, B is overwritten by the N-by-NRHS solution matrix X.
75: * If m >= n and RANK = n, the residual sum-of-squares for
76: * the solution in the i-th column is given by the sum of
77: * squares of the modulus of elements n+1:m in that column.
78: *
79: * LDB (input) INTEGER
80: * The leading dimension of the array B. LDB >= max(1,M,N).
81: *
82: * S (output) DOUBLE PRECISION array, dimension (min(M,N))
83: * The singular values of A in decreasing order.
84: * The condition number of A in the 2-norm = S(1)/S(min(m,n)).
85: *
86: * RCOND (input) DOUBLE PRECISION
87: * RCOND is used to determine the effective rank of A.
88: * Singular values S(i) <= RCOND*S(1) are treated as zero.
89: * If RCOND < 0, machine precision is used instead.
90: *
91: * RANK (output) INTEGER
92: * The effective rank of A, i.e., the number of singular values
93: * which are greater than RCOND*S(1).
94: *
95: * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
96: * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
97: *
98: * LWORK (input) INTEGER
99: * The dimension of the array WORK. LWORK must be at least 1.
100: * The exact minimum amount of workspace needed depends on M,
101: * N and NRHS. As long as LWORK is at least
102: * 2*N + N*NRHS
103: * if M is greater than or equal to N or
104: * 2*M + M*NRHS
105: * if M is less than N, the code will execute correctly.
106: * For good performance, LWORK should generally be larger.
107: *
108: * If LWORK = -1, then a workspace query is assumed; the routine
109: * only calculates the optimal size of the array WORK and the
110: * minimum sizes of the arrays RWORK and IWORK, and returns
111: * these values as the first entries of the WORK, RWORK and
112: * IWORK arrays, and no error message related to LWORK is issued
113: * by XERBLA.
114: *
115: * RWORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
116: * LRWORK >=
1.5 bertrand 117: * 10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
118: * MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
1.1 bertrand 119: * if M is greater than or equal to N or
120: * 10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
1.5 bertrand 121: * MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
1.1 bertrand 122: * if M is less than N, the code will execute correctly.
123: * SMLSIZ is returned by ILAENV and is equal to the maximum
124: * size of the subproblems at the bottom of the computation
125: * tree (usually about 25), and
126: * NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
127: * On exit, if INFO = 0, RWORK(1) returns the minimum LRWORK.
128: *
129: * IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK))
130: * LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
131: * where MINMN = MIN( M,N ).
132: * On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
133: *
134: * INFO (output) INTEGER
135: * = 0: successful exit
136: * < 0: if INFO = -i, the i-th argument had an illegal value.
137: * > 0: the algorithm for computing the SVD failed to converge;
138: * if INFO = i, i off-diagonal elements of an intermediate
139: * bidiagonal form did not converge to zero.
140: *
141: * Further Details
142: * ===============
143: *
144: * Based on contributions by
145: * Ming Gu and Ren-Cang Li, Computer Science Division, University of
146: * California at Berkeley, USA
147: * Osni Marques, LBNL/NERSC, USA
148: *
149: * =====================================================================
150: *
151: * .. Parameters ..
152: DOUBLE PRECISION ZERO, ONE, TWO
153: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
154: COMPLEX*16 CZERO
155: PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ) )
156: * ..
157: * .. Local Scalars ..
158: LOGICAL LQUERY
159: INTEGER IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
160: $ LDWORK, LIWORK, LRWORK, MAXMN, MAXWRK, MINMN,
161: $ MINWRK, MM, MNTHR, NLVL, NRWORK, NWORK, SMLSIZ
162: DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
163: * ..
164: * .. External Subroutines ..
165: EXTERNAL DLABAD, DLASCL, DLASET, XERBLA, ZGEBRD, ZGELQF,
166: $ ZGEQRF, ZLACPY, ZLALSD, ZLASCL, ZLASET, ZUNMBR,
167: $ ZUNMLQ, ZUNMQR
168: * ..
169: * .. External Functions ..
170: INTEGER ILAENV
171: DOUBLE PRECISION DLAMCH, ZLANGE
172: EXTERNAL ILAENV, DLAMCH, ZLANGE
173: * ..
174: * .. Intrinsic Functions ..
175: INTRINSIC INT, LOG, MAX, MIN, DBLE
176: * ..
177: * .. Executable Statements ..
178: *
179: * Test the input arguments.
180: *
181: INFO = 0
182: MINMN = MIN( M, N )
183: MAXMN = MAX( M, N )
184: LQUERY = ( LWORK.EQ.-1 )
185: IF( M.LT.0 ) THEN
186: INFO = -1
187: ELSE IF( N.LT.0 ) THEN
188: INFO = -2
189: ELSE IF( NRHS.LT.0 ) THEN
190: INFO = -3
191: ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
192: INFO = -5
193: ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
194: INFO = -7
195: END IF
196: *
197: * Compute workspace.
198: * (Note: Comments in the code beginning "Workspace:" describe the
199: * minimal amount of workspace needed at that point in the code,
200: * as well as the preferred amount for good performance.
201: * NB refers to the optimal block size for the immediately
202: * following subroutine, as returned by ILAENV.)
203: *
204: IF( INFO.EQ.0 ) THEN
205: MINWRK = 1
206: MAXWRK = 1
207: LIWORK = 1
208: LRWORK = 1
209: IF( MINMN.GT.0 ) THEN
210: SMLSIZ = ILAENV( 9, 'ZGELSD', ' ', 0, 0, 0, 0 )
211: MNTHR = ILAENV( 6, 'ZGELSD', ' ', M, N, NRHS, -1 )
212: NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ + 1 ) ) /
213: $ LOG( TWO ) ) + 1, 0 )
214: LIWORK = 3*MINMN*NLVL + 11*MINMN
215: MM = M
216: IF( M.GE.N .AND. M.GE.MNTHR ) THEN
217: *
218: * Path 1a - overdetermined, with many more rows than
219: * columns.
220: *
221: MM = N
222: MAXWRK = MAX( MAXWRK, N*ILAENV( 1, 'ZGEQRF', ' ', M, N,
223: $ -1, -1 ) )
224: MAXWRK = MAX( MAXWRK, NRHS*ILAENV( 1, 'ZUNMQR', 'LC', M,
225: $ NRHS, N, -1 ) )
226: END IF
227: IF( M.GE.N ) THEN
228: *
229: * Path 1 - overdetermined or exactly determined.
230: *
231: LRWORK = 10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
1.5 bertrand 232: $ MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
1.1 bertrand 233: MAXWRK = MAX( MAXWRK, 2*N + ( MM + N )*ILAENV( 1,
234: $ 'ZGEBRD', ' ', MM, N, -1, -1 ) )
235: MAXWRK = MAX( MAXWRK, 2*N + NRHS*ILAENV( 1, 'ZUNMBR',
236: $ 'QLC', MM, NRHS, N, -1 ) )
237: MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1,
238: $ 'ZUNMBR', 'PLN', N, NRHS, N, -1 ) )
239: MAXWRK = MAX( MAXWRK, 2*N + N*NRHS )
240: MINWRK = MAX( 2*N + MM, 2*N + N*NRHS )
241: END IF
242: IF( N.GT.M ) THEN
243: LRWORK = 10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
1.5 bertrand 244: $ MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS )
1.1 bertrand 245: IF( N.GE.MNTHR ) THEN
246: *
247: * Path 2a - underdetermined, with many more columns
248: * than rows.
249: *
250: MAXWRK = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1,
251: $ -1 )
252: MAXWRK = MAX( MAXWRK, M*M + 4*M + 2*M*ILAENV( 1,
253: $ 'ZGEBRD', ' ', M, M, -1, -1 ) )
254: MAXWRK = MAX( MAXWRK, M*M + 4*M + NRHS*ILAENV( 1,
255: $ 'ZUNMBR', 'QLC', M, NRHS, M, -1 ) )
256: MAXWRK = MAX( MAXWRK, M*M + 4*M + ( M - 1 )*ILAENV( 1,
257: $ 'ZUNMLQ', 'LC', N, NRHS, M, -1 ) )
258: IF( NRHS.GT.1 ) THEN
259: MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
260: ELSE
261: MAXWRK = MAX( MAXWRK, M*M + 2*M )
262: END IF
263: MAXWRK = MAX( MAXWRK, M*M + 4*M + M*NRHS )
264: ! XXX: Ensure the Path 2a case below is triggered. The workspace
265: ! calculation should use queries for all routines eventually.
266: MAXWRK = MAX( MAXWRK,
267: $ 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
268: ELSE
269: *
270: * Path 2 - underdetermined.
271: *
272: MAXWRK = 2*M + ( N + M )*ILAENV( 1, 'ZGEBRD', ' ', M,
273: $ N, -1, -1 )
274: MAXWRK = MAX( MAXWRK, 2*M + NRHS*ILAENV( 1, 'ZUNMBR',
275: $ 'QLC', M, NRHS, M, -1 ) )
276: MAXWRK = MAX( MAXWRK, 2*M + M*ILAENV( 1, 'ZUNMBR',
277: $ 'PLN', N, NRHS, M, -1 ) )
278: MAXWRK = MAX( MAXWRK, 2*M + M*NRHS )
279: END IF
280: MINWRK = MAX( 2*M + N, 2*M + M*NRHS )
281: END IF
282: END IF
283: MINWRK = MIN( MINWRK, MAXWRK )
284: WORK( 1 ) = MAXWRK
285: IWORK( 1 ) = LIWORK
286: RWORK( 1 ) = LRWORK
287: *
288: IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
289: INFO = -12
290: END IF
291: END IF
292: *
293: IF( INFO.NE.0 ) THEN
294: CALL XERBLA( 'ZGELSD', -INFO )
295: RETURN
296: ELSE IF( LQUERY ) THEN
297: RETURN
298: END IF
299: *
300: * Quick return if possible.
301: *
302: IF( M.EQ.0 .OR. N.EQ.0 ) THEN
303: RANK = 0
304: RETURN
305: END IF
306: *
307: * Get machine parameters.
308: *
309: EPS = DLAMCH( 'P' )
310: SFMIN = DLAMCH( 'S' )
311: SMLNUM = SFMIN / EPS
312: BIGNUM = ONE / SMLNUM
313: CALL DLABAD( SMLNUM, BIGNUM )
314: *
315: * Scale A if max entry outside range [SMLNUM,BIGNUM].
316: *
317: ANRM = ZLANGE( 'M', M, N, A, LDA, RWORK )
318: IASCL = 0
319: IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
320: *
321: * Scale matrix norm up to SMLNUM
322: *
323: CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
324: IASCL = 1
325: ELSE IF( ANRM.GT.BIGNUM ) THEN
326: *
327: * Scale matrix norm down to BIGNUM.
328: *
329: CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
330: IASCL = 2
331: ELSE IF( ANRM.EQ.ZERO ) THEN
332: *
333: * Matrix all zero. Return zero solution.
334: *
335: CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
336: CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
337: RANK = 0
338: GO TO 10
339: END IF
340: *
341: * Scale B if max entry outside range [SMLNUM,BIGNUM].
342: *
343: BNRM = ZLANGE( 'M', M, NRHS, B, LDB, RWORK )
344: IBSCL = 0
345: IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
346: *
347: * Scale matrix norm up to SMLNUM.
348: *
349: CALL ZLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
350: IBSCL = 1
351: ELSE IF( BNRM.GT.BIGNUM ) THEN
352: *
353: * Scale matrix norm down to BIGNUM.
354: *
355: CALL ZLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
356: IBSCL = 2
357: END IF
358: *
359: * If M < N make sure B(M+1:N,:) = 0
360: *
361: IF( M.LT.N )
362: $ CALL ZLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
363: *
364: * Overdetermined case.
365: *
366: IF( M.GE.N ) THEN
367: *
368: * Path 1 - overdetermined or exactly determined.
369: *
370: MM = M
371: IF( M.GE.MNTHR ) THEN
372: *
373: * Path 1a - overdetermined, with many more rows than columns
374: *
375: MM = N
376: ITAU = 1
377: NWORK = ITAU + N
378: *
379: * Compute A=Q*R.
380: * (RWorkspace: need N)
381: * (CWorkspace: need N, prefer N*NB)
382: *
383: CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
384: $ LWORK-NWORK+1, INFO )
385: *
386: * Multiply B by transpose(Q).
387: * (RWorkspace: need N)
388: * (CWorkspace: need NRHS, prefer NRHS*NB)
389: *
390: CALL ZUNMQR( 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAU ), B,
391: $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
392: *
393: * Zero out below R.
394: *
395: IF( N.GT.1 ) THEN
396: CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
397: $ LDA )
398: END IF
399: END IF
400: *
401: ITAUQ = 1
402: ITAUP = ITAUQ + N
403: NWORK = ITAUP + N
404: IE = 1
405: NRWORK = IE + N
406: *
407: * Bidiagonalize R in A.
408: * (RWorkspace: need N)
409: * (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB)
410: *
411: CALL ZGEBRD( MM, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
412: $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
413: $ INFO )
414: *
415: * Multiply B by transpose of left bidiagonalizing vectors of R.
416: * (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB)
417: *
418: CALL ZUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
419: $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
420: *
421: * Solve the bidiagonal least squares problem.
422: *
423: CALL ZLALSD( 'U', SMLSIZ, N, NRHS, S, RWORK( IE ), B, LDB,
424: $ RCOND, RANK, WORK( NWORK ), RWORK( NRWORK ),
425: $ IWORK, INFO )
426: IF( INFO.NE.0 ) THEN
427: GO TO 10
428: END IF
429: *
430: * Multiply B by right bidiagonalizing vectors of R.
431: *
432: CALL ZUNMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
433: $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
434: *
435: ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
436: $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
437: *
438: * Path 2a - underdetermined, with many more columns than rows
439: * and sufficient workspace for an efficient algorithm.
440: *
441: LDWORK = M
442: IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
443: $ M*LDA+M+M*NRHS ) )LDWORK = LDA
444: ITAU = 1
445: NWORK = M + 1
446: *
447: * Compute A=L*Q.
448: * (CWorkspace: need 2*M, prefer M+M*NB)
449: *
450: CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
451: $ LWORK-NWORK+1, INFO )
452: IL = NWORK
453: *
454: * Copy L to WORK(IL), zeroing out above its diagonal.
455: *
456: CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
457: CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, WORK( IL+LDWORK ),
458: $ LDWORK )
459: ITAUQ = IL + LDWORK*M
460: ITAUP = ITAUQ + M
461: NWORK = ITAUP + M
462: IE = 1
463: NRWORK = IE + M
464: *
465: * Bidiagonalize L in WORK(IL).
466: * (RWorkspace: need M)
467: * (CWorkspace: need M*M+4*M, prefer M*M+4*M+2*M*NB)
468: *
469: CALL ZGEBRD( M, M, WORK( IL ), LDWORK, S, RWORK( IE ),
470: $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
471: $ LWORK-NWORK+1, INFO )
472: *
473: * Multiply B by transpose of left bidiagonalizing vectors of L.
474: * (CWorkspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
475: *
476: CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, M, WORK( IL ), LDWORK,
477: $ WORK( ITAUQ ), B, LDB, WORK( NWORK ),
478: $ LWORK-NWORK+1, INFO )
479: *
480: * Solve the bidiagonal least squares problem.
481: *
482: CALL ZLALSD( 'U', SMLSIZ, M, NRHS, S, RWORK( IE ), B, LDB,
483: $ RCOND, RANK, WORK( NWORK ), RWORK( NRWORK ),
484: $ IWORK, INFO )
485: IF( INFO.NE.0 ) THEN
486: GO TO 10
487: END IF
488: *
489: * Multiply B by right bidiagonalizing vectors of L.
490: *
491: CALL ZUNMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
492: $ WORK( ITAUP ), B, LDB, WORK( NWORK ),
493: $ LWORK-NWORK+1, INFO )
494: *
495: * Zero out below first M rows of B.
496: *
497: CALL ZLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
498: NWORK = ITAU + M
499: *
500: * Multiply transpose(Q) by B.
501: * (CWorkspace: need NRHS, prefer NRHS*NB)
502: *
503: CALL ZUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, WORK( ITAU ), B,
504: $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
505: *
506: ELSE
507: *
508: * Path 2 - remaining underdetermined cases.
509: *
510: ITAUQ = 1
511: ITAUP = ITAUQ + M
512: NWORK = ITAUP + M
513: IE = 1
514: NRWORK = IE + M
515: *
516: * Bidiagonalize A.
517: * (RWorkspace: need M)
518: * (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB)
519: *
520: CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
521: $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
522: $ INFO )
523: *
524: * Multiply B by transpose of left bidiagonalizing vectors.
525: * (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB)
526: *
527: CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAUQ ),
528: $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
529: *
530: * Solve the bidiagonal least squares problem.
531: *
532: CALL ZLALSD( 'L', SMLSIZ, M, NRHS, S, RWORK( IE ), B, LDB,
533: $ RCOND, RANK, WORK( NWORK ), RWORK( NRWORK ),
534: $ IWORK, INFO )
535: IF( INFO.NE.0 ) THEN
536: GO TO 10
537: END IF
538: *
539: * Multiply B by right bidiagonalizing vectors of A.
540: *
541: CALL ZUNMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
542: $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
543: *
544: END IF
545: *
546: * Undo scaling.
547: *
548: IF( IASCL.EQ.1 ) THEN
549: CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
550: CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
551: $ INFO )
552: ELSE IF( IASCL.EQ.2 ) THEN
553: CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
554: CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
555: $ INFO )
556: END IF
557: IF( IBSCL.EQ.1 ) THEN
558: CALL ZLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
559: ELSE IF( IBSCL.EQ.2 ) THEN
560: CALL ZLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
561: END IF
562: *
563: 10 CONTINUE
564: WORK( 1 ) = MAXWRK
565: IWORK( 1 ) = LIWORK
566: RWORK( 1 ) = LRWORK
567: RETURN
568: *
569: * End of ZGELSD
570: *
571: END
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