File:  [local] / rpl / lapack / lapack / zgelss.f
Revision 1.6: download - view: text, annotated - select for diffs - revision graph
Fri Aug 13 21:04:03 2010 UTC (13 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_0_19, rpl-4_0_18, HEAD
Patches pour OS/2

    1:       SUBROUTINE ZGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
    2:      $                   WORK, LWORK, RWORK, 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:       DOUBLE PRECISION   RWORK( * ), S( * )
   15:       COMPLEX*16         A( LDA, * ), B( LDB, * ), WORK( * )
   16: *     ..
   17: *
   18: *  Purpose
   19: *  =======
   20: *
   21: *  ZGELSS computes the minimum norm solution to a complex linear
   22: *  least squares problem:
   23: *
   24: *  Minimize 2-norm(| b - A*x |).
   25: *
   26: *  using the singular value decomposition (SVD) of A. A is an M-by-N
   27: *  matrix which may be rank-deficient.
   28: *
   29: *  Several right hand side vectors b and solution vectors x can be
   30: *  handled in a single call; they are stored as the columns of the
   31: *  M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
   32: *  X.
   33: *
   34: *  The effective rank of A is determined by treating as zero those
   35: *  singular values which are less than RCOND times the largest singular
   36: *  value.
   37: *
   38: *  Arguments
   39: *  =========
   40: *
   41: *  M       (input) INTEGER
   42: *          The number of rows of the matrix A. M >= 0.
   43: *
   44: *  N       (input) INTEGER
   45: *          The number of columns of the matrix A. N >= 0.
   46: *
   47: *  NRHS    (input) INTEGER
   48: *          The number of right hand sides, i.e., the number of columns
   49: *          of the matrices B and X. NRHS >= 0.
   50: *
   51: *  A       (input/output) COMPLEX*16 array, dimension (LDA,N)
   52: *          On entry, the M-by-N matrix A.
   53: *          On exit, the first min(m,n) rows of A are overwritten with
   54: *          its right singular vectors, stored rowwise.
   55: *
   56: *  LDA     (input) INTEGER
   57: *          The leading dimension of the array A. LDA >= max(1,M).
   58: *
   59: *  B       (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
   60: *          On entry, the M-by-NRHS right hand side matrix B.
   61: *          On exit, B is overwritten by the N-by-NRHS solution matrix X.
   62: *          If m >= n and RANK = n, the residual sum-of-squares for
   63: *          the solution in the i-th column is given by the sum of
   64: *          squares of the modulus of elements n+1:m in that column.
   65: *
   66: *  LDB     (input) INTEGER
   67: *          The leading dimension of the array B.  LDB >= max(1,M,N).
   68: *
   69: *  S       (output) DOUBLE PRECISION array, dimension (min(M,N))
   70: *          The singular values of A in decreasing order.
   71: *          The condition number of A in the 2-norm = S(1)/S(min(m,n)).
   72: *
   73: *  RCOND   (input) DOUBLE PRECISION
   74: *          RCOND is used to determine the effective rank of A.
   75: *          Singular values S(i) <= RCOND*S(1) are treated as zero.
   76: *          If RCOND < 0, machine precision is used instead.
   77: *
   78: *  RANK    (output) INTEGER
   79: *          The effective rank of A, i.e., the number of singular values
   80: *          which are greater than RCOND*S(1).
   81: *
   82: *  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
   83: *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
   84: *
   85: *  LWORK   (input) INTEGER
   86: *          The dimension of the array WORK. LWORK >= 1, and also:
   87: *          LWORK >=  2*min(M,N) + max(M,N,NRHS)
   88: *          For good performance, LWORK should generally be larger.
   89: *
   90: *          If LWORK = -1, then a workspace query is assumed; the routine
   91: *          only calculates the optimal size of the WORK array, returns
   92: *          this value as the first entry of the WORK array, and no error
   93: *          message related to LWORK is issued by XERBLA.
   94: *
   95: *  RWORK   (workspace) DOUBLE PRECISION array, dimension (5*min(M,N))
   96: *
   97: *  INFO    (output) INTEGER
   98: *          = 0:  successful exit
   99: *          < 0:  if INFO = -i, the i-th argument had an illegal value.
  100: *          > 0:  the algorithm for computing the SVD failed to converge;
  101: *                if INFO = i, i off-diagonal elements of an intermediate
  102: *                bidiagonal form did not converge to zero.
  103: *
  104: *  =====================================================================
  105: *
  106: *     .. Parameters ..
  107:       DOUBLE PRECISION   ZERO, ONE
  108:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  109:       COMPLEX*16         CZERO, CONE
  110:       PARAMETER          ( CZERO = ( 0.0D+0, 0.0D+0 ),
  111:      $                   CONE = ( 1.0D+0, 0.0D+0 ) )
  112: *     ..
  113: *     .. Local Scalars ..
  114:       LOGICAL            LQUERY
  115:       INTEGER            BL, CHUNK, I, IASCL, IBSCL, IE, IL, IRWORK,
  116:      $                   ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
  117:      $                   MAXWRK, MINMN, MINWRK, MM, MNTHR
  118:       DOUBLE PRECISION   ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
  119: *     ..
  120: *     .. Local Arrays ..
  121:       COMPLEX*16         VDUM( 1 )
  122: *     ..
  123: *     .. External Subroutines ..
  124:       EXTERNAL           DLABAD, DLASCL, DLASET, XERBLA, ZBDSQR, ZCOPY,
  125:      $                   ZDRSCL, ZGEBRD, ZGELQF, ZGEMM, ZGEMV, ZGEQRF,
  126:      $                   ZLACPY, ZLASCL, ZLASET, ZUNGBR, ZUNMBR, ZUNMLQ,
  127:      $                   ZUNMQR
  128: *     ..
  129: *     .. External Functions ..
  130:       INTEGER            ILAENV
  131:       DOUBLE PRECISION   DLAMCH, ZLANGE
  132:       EXTERNAL           ILAENV, DLAMCH, ZLANGE
  133: *     ..
  134: *     .. Intrinsic Functions ..
  135:       INTRINSIC          MAX, MIN
  136: *     ..
  137: *     .. Executable Statements ..
  138: *
  139: *     Test the input arguments
  140: *
  141:       INFO = 0
  142:       MINMN = MIN( M, N )
  143:       MAXMN = MAX( M, N )
  144:       LQUERY = ( LWORK.EQ.-1 )
  145:       IF( M.LT.0 ) THEN
  146:          INFO = -1
  147:       ELSE IF( N.LT.0 ) THEN
  148:          INFO = -2
  149:       ELSE IF( NRHS.LT.0 ) THEN
  150:          INFO = -3
  151:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  152:          INFO = -5
  153:       ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  154:          INFO = -7
  155:       END IF
  156: *
  157: *     Compute workspace
  158: *      (Note: Comments in the code beginning "Workspace:" describe the
  159: *       minimal amount of workspace needed at that point in the code,
  160: *       as well as the preferred amount for good performance.
  161: *       CWorkspace refers to complex workspace, and RWorkspace refers
  162: *       to real workspace. NB refers to the optimal block size for the
  163: *       immediately following subroutine, as returned by ILAENV.)
  164: *
  165:       IF( INFO.EQ.0 ) THEN
  166:          MINWRK = 1
  167:          MAXWRK = 1
  168:          IF( MINMN.GT.0 ) THEN
  169:             MM = M
  170:             MNTHR = ILAENV( 6, 'ZGELSS', ' ', M, N, NRHS, -1 )
  171:             IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  172: *
  173: *              Path 1a - overdetermined, with many more rows than
  174: *                        columns
  175: *
  176:                MM = N
  177:                MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'ZGEQRF', ' ', M,
  178:      $                       N, -1, -1 ) )
  179:                MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'ZUNMQR', 'LC',
  180:      $                       M, NRHS, N, -1 ) )
  181:             END IF
  182:             IF( M.GE.N ) THEN
  183: *
  184: *              Path 1 - overdetermined or exactly determined
  185: *
  186:                MAXWRK = MAX( MAXWRK, 2*N + ( MM + N )*ILAENV( 1,
  187:      $                       'ZGEBRD', ' ', MM, N, -1, -1 ) )
  188:                MAXWRK = MAX( MAXWRK, 2*N + NRHS*ILAENV( 1, 'ZUNMBR',
  189:      $                       'QLC', MM, NRHS, N, -1 ) )
  190:                MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1,
  191:      $                       'ZUNGBR', 'P', N, N, N, -1 ) )
  192:                MAXWRK = MAX( MAXWRK, N*NRHS )
  193:                MINWRK = 2*N + MAX( NRHS, M )
  194:             END IF
  195:             IF( N.GT.M ) THEN
  196:                MINWRK = 2*M + MAX( NRHS, N )
  197:                IF( N.GE.MNTHR ) THEN
  198: *
  199: *                 Path 2a - underdetermined, with many more columns
  200: *                 than rows
  201: *
  202:                   MAXWRK = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1,
  203:      $                     -1 )
  204:                   MAXWRK = MAX( MAXWRK, 3*M + M*M + 2*M*ILAENV( 1,
  205:      $                          'ZGEBRD', ' ', M, M, -1, -1 ) )
  206:                   MAXWRK = MAX( MAXWRK, 3*M + M*M + NRHS*ILAENV( 1,
  207:      $                          'ZUNMBR', 'QLC', M, NRHS, M, -1 ) )
  208:                   MAXWRK = MAX( MAXWRK, 3*M + M*M + ( M - 1 )*ILAENV( 1,
  209:      $                          'ZUNGBR', 'P', M, M, M, -1 ) )
  210:                   IF( NRHS.GT.1 ) THEN
  211:                      MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  212:                   ELSE
  213:                      MAXWRK = MAX( MAXWRK, M*M + 2*M )
  214:                   END IF
  215:                   MAXWRK = MAX( MAXWRK, M + NRHS*ILAENV( 1, 'ZUNMLQ',
  216:      $                          'LC', N, NRHS, M, -1 ) )
  217:                ELSE
  218: *
  219: *                 Path 2 - underdetermined
  220: *
  221:                   MAXWRK = 2*M + ( N + M )*ILAENV( 1, 'ZGEBRD', ' ', M,
  222:      $                     N, -1, -1 )
  223:                   MAXWRK = MAX( MAXWRK, 2*M + NRHS*ILAENV( 1, 'ZUNMBR',
  224:      $                          'QLC', M, NRHS, M, -1 ) )
  225:                   MAXWRK = MAX( MAXWRK, 2*M + M*ILAENV( 1, 'ZUNGBR',
  226:      $                          'P', M, N, M, -1 ) )
  227:                   MAXWRK = MAX( MAXWRK, N*NRHS )
  228:                END IF
  229:             END IF
  230:             MAXWRK = MAX( MINWRK, MAXWRK )
  231:          END IF
  232:          WORK( 1 ) = MAXWRK
  233: *
  234:          IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
  235:      $      INFO = -12
  236:       END IF
  237: *
  238:       IF( INFO.NE.0 ) THEN
  239:          CALL XERBLA( 'ZGELSS', -INFO )
  240:          RETURN
  241:       ELSE IF( LQUERY ) THEN
  242:          RETURN
  243:       END IF
  244: *
  245: *     Quick return if possible
  246: *
  247:       IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  248:          RANK = 0
  249:          RETURN
  250:       END IF
  251: *
  252: *     Get machine parameters
  253: *
  254:       EPS = DLAMCH( 'P' )
  255:       SFMIN = DLAMCH( 'S' )
  256:       SMLNUM = SFMIN / EPS
  257:       BIGNUM = ONE / SMLNUM
  258:       CALL DLABAD( SMLNUM, BIGNUM )
  259: *
  260: *     Scale A if max element outside range [SMLNUM,BIGNUM]
  261: *
  262:       ANRM = ZLANGE( 'M', M, N, A, LDA, RWORK )
  263:       IASCL = 0
  264:       IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  265: *
  266: *        Scale matrix norm up to SMLNUM
  267: *
  268:          CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  269:          IASCL = 1
  270:       ELSE IF( ANRM.GT.BIGNUM ) THEN
  271: *
  272: *        Scale matrix norm down to BIGNUM
  273: *
  274:          CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  275:          IASCL = 2
  276:       ELSE IF( ANRM.EQ.ZERO ) THEN
  277: *
  278: *        Matrix all zero. Return zero solution.
  279: *
  280:          CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
  281:          CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, MINMN )
  282:          RANK = 0
  283:          GO TO 70
  284:       END IF
  285: *
  286: *     Scale B if max element outside range [SMLNUM,BIGNUM]
  287: *
  288:       BNRM = ZLANGE( 'M', M, NRHS, B, LDB, RWORK )
  289:       IBSCL = 0
  290:       IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  291: *
  292: *        Scale matrix norm up to SMLNUM
  293: *
  294:          CALL ZLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  295:          IBSCL = 1
  296:       ELSE IF( BNRM.GT.BIGNUM ) THEN
  297: *
  298: *        Scale matrix norm down to BIGNUM
  299: *
  300:          CALL ZLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  301:          IBSCL = 2
  302:       END IF
  303: *
  304: *     Overdetermined case
  305: *
  306:       IF( M.GE.N ) THEN
  307: *
  308: *        Path 1 - overdetermined or exactly determined
  309: *
  310:          MM = M
  311:          IF( M.GE.MNTHR ) THEN
  312: *
  313: *           Path 1a - overdetermined, with many more rows than columns
  314: *
  315:             MM = N
  316:             ITAU = 1
  317:             IWORK = ITAU + N
  318: *
  319: *           Compute A=Q*R
  320: *           (CWorkspace: need 2*N, prefer N+N*NB)
  321: *           (RWorkspace: none)
  322: *
  323:             CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  324:      $                   LWORK-IWORK+1, INFO )
  325: *
  326: *           Multiply B by transpose(Q)
  327: *           (CWorkspace: need N+NRHS, prefer N+NRHS*NB)
  328: *           (RWorkspace: none)
  329: *
  330:             CALL ZUNMQR( 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  331:      $                   LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  332: *
  333: *           Zero out below R
  334: *
  335:             IF( N.GT.1 )
  336:      $         CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
  337:      $                      LDA )
  338:          END IF
  339: *
  340:          IE = 1
  341:          ITAUQ = 1
  342:          ITAUP = ITAUQ + N
  343:          IWORK = ITAUP + N
  344: *
  345: *        Bidiagonalize R in A
  346: *        (CWorkspace: need 2*N+MM, prefer 2*N+(MM+N)*NB)
  347: *        (RWorkspace: need N)
  348: *
  349:          CALL ZGEBRD( MM, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  350:      $                WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  351:      $                INFO )
  352: *
  353: *        Multiply B by transpose of left bidiagonalizing vectors of R
  354: *        (CWorkspace: need 2*N+NRHS, prefer 2*N+NRHS*NB)
  355: *        (RWorkspace: none)
  356: *
  357:          CALL ZUNMBR( 'Q', 'L', 'C', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  358:      $                B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  359: *
  360: *        Generate right bidiagonalizing vectors of R in A
  361: *        (CWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB)
  362: *        (RWorkspace: none)
  363: *
  364:          CALL ZUNGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  365:      $                WORK( IWORK ), LWORK-IWORK+1, INFO )
  366:          IRWORK = IE + N
  367: *
  368: *        Perform bidiagonal QR iteration
  369: *          multiply B by transpose of left singular vectors
  370: *          compute right singular vectors in A
  371: *        (CWorkspace: none)
  372: *        (RWorkspace: need BDSPAC)
  373: *
  374:          CALL ZBDSQR( 'U', N, N, 0, NRHS, S, RWORK( IE ), A, LDA, VDUM,
  375:      $                1, B, LDB, RWORK( IRWORK ), INFO )
  376:          IF( INFO.NE.0 )
  377:      $      GO TO 70
  378: *
  379: *        Multiply B by reciprocals of singular values
  380: *
  381:          THR = MAX( RCOND*S( 1 ), SFMIN )
  382:          IF( RCOND.LT.ZERO )
  383:      $      THR = MAX( EPS*S( 1 ), SFMIN )
  384:          RANK = 0
  385:          DO 10 I = 1, N
  386:             IF( S( I ).GT.THR ) THEN
  387:                CALL ZDRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  388:                RANK = RANK + 1
  389:             ELSE
  390:                CALL ZLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  391:             END IF
  392:    10    CONTINUE
  393: *
  394: *        Multiply B by right singular vectors
  395: *        (CWorkspace: need N, prefer N*NRHS)
  396: *        (RWorkspace: none)
  397: *
  398:          IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  399:             CALL ZGEMM( 'C', 'N', N, NRHS, N, CONE, A, LDA, B, LDB,
  400:      $                  CZERO, WORK, LDB )
  401:             CALL ZLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  402:          ELSE IF( NRHS.GT.1 ) THEN
  403:             CHUNK = LWORK / N
  404:             DO 20 I = 1, NRHS, CHUNK
  405:                BL = MIN( NRHS-I+1, CHUNK )
  406:                CALL ZGEMM( 'C', 'N', N, BL, N, CONE, A, LDA, B( 1, I ),
  407:      $                     LDB, CZERO, WORK, N )
  408:                CALL ZLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
  409:    20       CONTINUE
  410:          ELSE
  411:             CALL ZGEMV( 'C', N, N, CONE, A, LDA, B, 1, CZERO, WORK, 1 )
  412:             CALL ZCOPY( N, WORK, 1, B, 1 )
  413:          END IF
  414: *
  415:       ELSE IF( N.GE.MNTHR .AND. LWORK.GE.3*M+M*M+MAX( M, NRHS, N-2*M ) )
  416:      $          THEN
  417: *
  418: *        Underdetermined case, M much less than N
  419: *
  420: *        Path 2a - underdetermined, with many more columns than rows
  421: *        and sufficient workspace for an efficient algorithm
  422: *
  423:          LDWORK = M
  424:          IF( LWORK.GE.3*M+M*LDA+MAX( M, NRHS, N-2*M ) )
  425:      $      LDWORK = LDA
  426:          ITAU = 1
  427:          IWORK = M + 1
  428: *
  429: *        Compute A=L*Q
  430: *        (CWorkspace: need 2*M, prefer M+M*NB)
  431: *        (RWorkspace: none)
  432: *
  433:          CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  434:      $                LWORK-IWORK+1, INFO )
  435:          IL = IWORK
  436: *
  437: *        Copy L to WORK(IL), zeroing out above it
  438: *
  439:          CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  440:          CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, WORK( IL+LDWORK ),
  441:      $                LDWORK )
  442:          IE = 1
  443:          ITAUQ = IL + LDWORK*M
  444:          ITAUP = ITAUQ + M
  445:          IWORK = ITAUP + M
  446: *
  447: *        Bidiagonalize L in WORK(IL)
  448: *        (CWorkspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
  449: *        (RWorkspace: need M)
  450: *
  451:          CALL ZGEBRD( M, M, WORK( IL ), LDWORK, S, RWORK( IE ),
  452:      $                WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
  453:      $                LWORK-IWORK+1, INFO )
  454: *
  455: *        Multiply B by transpose of left bidiagonalizing vectors of L
  456: *        (CWorkspace: need M*M+3*M+NRHS, prefer M*M+3*M+NRHS*NB)
  457: *        (RWorkspace: none)
  458: *
  459:          CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, M, WORK( IL ), LDWORK,
  460:      $                WORK( ITAUQ ), B, LDB, WORK( IWORK ),
  461:      $                LWORK-IWORK+1, INFO )
  462: *
  463: *        Generate right bidiagonalizing vectors of R in WORK(IL)
  464: *        (CWorkspace: need M*M+4*M-1, prefer M*M+3*M+(M-1)*NB)
  465: *        (RWorkspace: none)
  466: *
  467:          CALL ZUNGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
  468:      $                WORK( IWORK ), LWORK-IWORK+1, INFO )
  469:          IRWORK = IE + M
  470: *
  471: *        Perform bidiagonal QR iteration, computing right singular
  472: *        vectors of L in WORK(IL) and multiplying B by transpose of
  473: *        left singular vectors
  474: *        (CWorkspace: need M*M)
  475: *        (RWorkspace: need BDSPAC)
  476: *
  477:          CALL ZBDSQR( 'U', M, M, 0, NRHS, S, RWORK( IE ), WORK( IL ),
  478:      $                LDWORK, A, LDA, B, LDB, RWORK( IRWORK ), INFO )
  479:          IF( INFO.NE.0 )
  480:      $      GO TO 70
  481: *
  482: *        Multiply B by reciprocals of singular values
  483: *
  484:          THR = MAX( RCOND*S( 1 ), SFMIN )
  485:          IF( RCOND.LT.ZERO )
  486:      $      THR = MAX( EPS*S( 1 ), SFMIN )
  487:          RANK = 0
  488:          DO 30 I = 1, M
  489:             IF( S( I ).GT.THR ) THEN
  490:                CALL ZDRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  491:                RANK = RANK + 1
  492:             ELSE
  493:                CALL ZLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  494:             END IF
  495:    30    CONTINUE
  496:          IWORK = IL + M*LDWORK
  497: *
  498: *        Multiply B by right singular vectors of L in WORK(IL)
  499: *        (CWorkspace: need M*M+2*M, prefer M*M+M+M*NRHS)
  500: *        (RWorkspace: none)
  501: *
  502:          IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
  503:             CALL ZGEMM( 'C', 'N', M, NRHS, M, CONE, WORK( IL ), LDWORK,
  504:      $                  B, LDB, CZERO, WORK( IWORK ), LDB )
  505:             CALL ZLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
  506:          ELSE IF( NRHS.GT.1 ) THEN
  507:             CHUNK = ( LWORK-IWORK+1 ) / M
  508:             DO 40 I = 1, NRHS, CHUNK
  509:                BL = MIN( NRHS-I+1, CHUNK )
  510:                CALL ZGEMM( 'C', 'N', M, BL, M, CONE, WORK( IL ), LDWORK,
  511:      $                     B( 1, I ), LDB, CZERO, WORK( IWORK ), M )
  512:                CALL ZLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
  513:      $                      LDB )
  514:    40       CONTINUE
  515:          ELSE
  516:             CALL ZGEMV( 'C', M, M, CONE, WORK( IL ), LDWORK, B( 1, 1 ),
  517:      $                  1, CZERO, WORK( IWORK ), 1 )
  518:             CALL ZCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
  519:          END IF
  520: *
  521: *        Zero out below first M rows of B
  522: *
  523:          CALL ZLASET( 'F', N-M, NRHS, CZERO, CZERO, B( M+1, 1 ), LDB )
  524:          IWORK = ITAU + M
  525: *
  526: *        Multiply transpose(Q) by B
  527: *        (CWorkspace: need M+NRHS, prefer M+NHRS*NB)
  528: *        (RWorkspace: none)
  529: *
  530:          CALL ZUNMLQ( 'L', 'C', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  531:      $                LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  532: *
  533:       ELSE
  534: *
  535: *        Path 2 - remaining underdetermined cases
  536: *
  537:          IE = 1
  538:          ITAUQ = 1
  539:          ITAUP = ITAUQ + M
  540:          IWORK = ITAUP + M
  541: *
  542: *        Bidiagonalize A
  543: *        (CWorkspace: need 3*M, prefer 2*M+(M+N)*NB)
  544: *        (RWorkspace: need N)
  545: *
  546:          CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  547:      $                WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  548:      $                INFO )
  549: *
  550: *        Multiply B by transpose of left bidiagonalizing vectors
  551: *        (CWorkspace: need 2*M+NRHS, prefer 2*M+NRHS*NB)
  552: *        (RWorkspace: none)
  553: *
  554:          CALL ZUNMBR( 'Q', 'L', 'C', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  555:      $                B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  556: *
  557: *        Generate right bidiagonalizing vectors in A
  558: *        (CWorkspace: need 3*M, prefer 2*M+M*NB)
  559: *        (RWorkspace: none)
  560: *
  561:          CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  562:      $                WORK( IWORK ), LWORK-IWORK+1, INFO )
  563:          IRWORK = IE + M
  564: *
  565: *        Perform bidiagonal QR iteration,
  566: *           computing right singular vectors of A in A and
  567: *           multiplying B by transpose of left singular vectors
  568: *        (CWorkspace: none)
  569: *        (RWorkspace: need BDSPAC)
  570: *
  571:          CALL ZBDSQR( 'L', M, N, 0, NRHS, S, RWORK( IE ), A, LDA, VDUM,
  572:      $                1, B, LDB, RWORK( IRWORK ), INFO )
  573:          IF( INFO.NE.0 )
  574:      $      GO TO 70
  575: *
  576: *        Multiply B by reciprocals of singular values
  577: *
  578:          THR = MAX( RCOND*S( 1 ), SFMIN )
  579:          IF( RCOND.LT.ZERO )
  580:      $      THR = MAX( EPS*S( 1 ), SFMIN )
  581:          RANK = 0
  582:          DO 50 I = 1, M
  583:             IF( S( I ).GT.THR ) THEN
  584:                CALL ZDRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  585:                RANK = RANK + 1
  586:             ELSE
  587:                CALL ZLASET( 'F', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  588:             END IF
  589:    50    CONTINUE
  590: *
  591: *        Multiply B by right singular vectors of A
  592: *        (CWorkspace: need N, prefer N*NRHS)
  593: *        (RWorkspace: none)
  594: *
  595:          IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  596:             CALL ZGEMM( 'C', 'N', N, NRHS, M, CONE, A, LDA, B, LDB,
  597:      $                  CZERO, WORK, LDB )
  598:             CALL ZLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  599:          ELSE IF( NRHS.GT.1 ) THEN
  600:             CHUNK = LWORK / N
  601:             DO 60 I = 1, NRHS, CHUNK
  602:                BL = MIN( NRHS-I+1, CHUNK )
  603:                CALL ZGEMM( 'C', 'N', N, BL, M, CONE, A, LDA, B( 1, I ),
  604:      $                     LDB, CZERO, WORK, N )
  605:                CALL ZLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
  606:    60       CONTINUE
  607:          ELSE
  608:             CALL ZGEMV( 'C', M, N, CONE, A, LDA, B, 1, CZERO, WORK, 1 )
  609:             CALL ZCOPY( N, WORK, 1, B, 1 )
  610:          END IF
  611:       END IF
  612: *
  613: *     Undo scaling
  614: *
  615:       IF( IASCL.EQ.1 ) THEN
  616:          CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  617:          CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  618:      $                INFO )
  619:       ELSE IF( IASCL.EQ.2 ) THEN
  620:          CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  621:          CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  622:      $                INFO )
  623:       END IF
  624:       IF( IBSCL.EQ.1 ) THEN
  625:          CALL ZLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  626:       ELSE IF( IBSCL.EQ.2 ) THEN
  627:          CALL ZLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  628:       END IF
  629:    70 CONTINUE
  630:       WORK( 1 ) = MAXWRK
  631:       RETURN
  632: *
  633: *     End of ZGELSS
  634: *
  635:       END

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