File:  [local] / rpl / lapack / lapack / zgelsd.f
Revision 1.2: download - view: text, annotated - select for diffs - revision graph
Wed Apr 21 13:45:29 2010 UTC (14 years, 1 month ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_0_17, rpl-4_0_16, rpl-4_0_15, HEAD
En route pour la 4.0.15 !

    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 >=
  117: *              10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
  118: *             (SMLSIZ+1)**2
  119: *          if M is greater than or equal to N or
  120: *             10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
  121: *             (SMLSIZ+1)**2
  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 +
  232:      $                  ( SMLSIZ + 1 )**2
  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 +
  244:      $                  ( SMLSIZ + 1 )**2
  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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