Annotation of rpl/lapack/lapack/zgelsx.f, revision 1.4
1.1 bertrand 1: SUBROUTINE ZGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
2: $ WORK, 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, M, N, NRHS, RANK
11: DOUBLE PRECISION RCOND
12: * ..
13: * .. Array Arguments ..
14: INTEGER JPVT( * )
15: DOUBLE PRECISION RWORK( * )
16: COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
17: * ..
18: *
19: * Purpose
20: * =======
21: *
22: * This routine is deprecated and has been replaced by routine ZGELSY.
23: *
24: * ZGELSX computes the minimum-norm solution to a complex linear least
25: * squares problem:
26: * minimize || A * X - B ||
27: * using a complete orthogonal factorization of A. A is an M-by-N
28: * matrix which may be rank-deficient.
29: *
30: * Several right hand side vectors b and solution vectors x can be
31: * handled in a single call; they are stored as the columns of the
32: * M-by-NRHS right hand side matrix B and the N-by-NRHS solution
33: * matrix X.
34: *
35: * The routine first computes a QR factorization with column pivoting:
36: * A * P = Q * [ R11 R12 ]
37: * [ 0 R22 ]
38: * with R11 defined as the largest leading submatrix whose estimated
39: * condition number is less than 1/RCOND. The order of R11, RANK,
40: * is the effective rank of A.
41: *
42: * Then, R22 is considered to be negligible, and R12 is annihilated
43: * by unitary transformations from the right, arriving at the
44: * complete orthogonal factorization:
45: * A * P = Q * [ T11 0 ] * Z
46: * [ 0 0 ]
47: * The minimum-norm solution is then
48: * X = P * Z' [ inv(T11)*Q1'*B ]
49: * [ 0 ]
50: * where Q1 consists of the first RANK columns of Q.
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
63: * columns of matrices B and X. NRHS >= 0.
64: *
65: * A (input/output) COMPLEX*16 array, dimension (LDA,N)
66: * On entry, the M-by-N matrix A.
67: * On exit, A has been overwritten by details of its
68: * complete orthogonal factorization.
69: *
70: * LDA (input) INTEGER
71: * The leading dimension of the array A. LDA >= max(1,M).
72: *
73: * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
74: * On entry, the M-by-NRHS right hand side matrix B.
75: * On exit, the N-by-NRHS solution matrix X.
76: * If m >= n and RANK = n, the residual sum-of-squares for
77: * the solution in the i-th column is given by the sum of
78: * squares of elements N+1:M in that column.
79: *
80: * LDB (input) INTEGER
81: * The leading dimension of the array B. LDB >= max(1,M,N).
82: *
83: * JPVT (input/output) INTEGER array, dimension (N)
84: * On entry, if JPVT(i) .ne. 0, the i-th column of A is an
85: * initial column, otherwise it is a free column. Before
86: * the QR factorization of A, all initial columns are
87: * permuted to the leading positions; only the remaining
88: * free columns are moved as a result of column pivoting
89: * during the factorization.
90: * On exit, if JPVT(i) = k, then the i-th column of A*P
91: * was the k-th column of A.
92: *
93: * RCOND (input) DOUBLE PRECISION
94: * RCOND is used to determine the effective rank of A, which
95: * is defined as the order of the largest leading triangular
96: * submatrix R11 in the QR factorization with pivoting of A,
97: * whose estimated condition number < 1/RCOND.
98: *
99: * RANK (output) INTEGER
100: * The effective rank of A, i.e., the order of the submatrix
101: * R11. This is the same as the order of the submatrix T11
102: * in the complete orthogonal factorization of A.
103: *
104: * WORK (workspace) COMPLEX*16 array, dimension
105: * (min(M,N) + max( N, 2*min(M,N)+NRHS )),
106: *
107: * RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
108: *
109: * INFO (output) INTEGER
110: * = 0: successful exit
111: * < 0: if INFO = -i, the i-th argument had an illegal value
112: *
113: * =====================================================================
114: *
115: * .. Parameters ..
116: INTEGER IMAX, IMIN
117: PARAMETER ( IMAX = 1, IMIN = 2 )
118: DOUBLE PRECISION ZERO, ONE, DONE, NTDONE
119: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, DONE = ZERO,
120: $ NTDONE = ONE )
121: COMPLEX*16 CZERO, CONE
122: PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
123: $ CONE = ( 1.0D+0, 0.0D+0 ) )
124: * ..
125: * .. Local Scalars ..
126: INTEGER I, IASCL, IBSCL, ISMAX, ISMIN, J, K, MN
127: DOUBLE PRECISION ANRM, BIGNUM, BNRM, SMAX, SMAXPR, SMIN, SMINPR,
128: $ SMLNUM
129: COMPLEX*16 C1, C2, S1, S2, T1, T2
130: * ..
131: * .. External Subroutines ..
132: EXTERNAL XERBLA, ZGEQPF, ZLAIC1, ZLASCL, ZLASET, ZLATZM,
133: $ ZTRSM, ZTZRQF, ZUNM2R
134: * ..
135: * .. External Functions ..
136: DOUBLE PRECISION DLAMCH, ZLANGE
137: EXTERNAL DLAMCH, ZLANGE
138: * ..
139: * .. Intrinsic Functions ..
140: INTRINSIC ABS, DCONJG, MAX, MIN
141: * ..
142: * .. Executable Statements ..
143: *
144: MN = MIN( M, N )
145: ISMIN = MN + 1
146: ISMAX = 2*MN + 1
147: *
148: * Test the input arguments.
149: *
150: INFO = 0
151: IF( M.LT.0 ) THEN
152: INFO = -1
153: ELSE IF( N.LT.0 ) THEN
154: INFO = -2
155: ELSE IF( NRHS.LT.0 ) THEN
156: INFO = -3
157: ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
158: INFO = -5
159: ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN
160: INFO = -7
161: END IF
162: *
163: IF( INFO.NE.0 ) THEN
164: CALL XERBLA( 'ZGELSX', -INFO )
165: RETURN
166: END IF
167: *
168: * Quick return if possible
169: *
170: IF( MIN( M, N, NRHS ).EQ.0 ) THEN
171: RANK = 0
172: RETURN
173: END IF
174: *
175: * Get machine parameters
176: *
177: SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
178: BIGNUM = ONE / SMLNUM
179: CALL DLABAD( SMLNUM, BIGNUM )
180: *
181: * Scale A, B if max elements outside range [SMLNUM,BIGNUM]
182: *
183: ANRM = ZLANGE( 'M', M, N, A, LDA, RWORK )
184: IASCL = 0
185: IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
186: *
187: * Scale matrix norm up to SMLNUM
188: *
189: CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
190: IASCL = 1
191: ELSE IF( ANRM.GT.BIGNUM ) THEN
192: *
193: * Scale matrix norm down to BIGNUM
194: *
195: CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
196: IASCL = 2
197: ELSE IF( ANRM.EQ.ZERO ) THEN
198: *
199: * Matrix all zero. Return zero solution.
200: *
201: CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
202: RANK = 0
203: GO TO 100
204: END IF
205: *
206: BNRM = ZLANGE( 'M', M, NRHS, B, LDB, RWORK )
207: IBSCL = 0
208: IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
209: *
210: * Scale matrix norm up to SMLNUM
211: *
212: CALL ZLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
213: IBSCL = 1
214: ELSE IF( BNRM.GT.BIGNUM ) THEN
215: *
216: * Scale matrix norm down to BIGNUM
217: *
218: CALL ZLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
219: IBSCL = 2
220: END IF
221: *
222: * Compute QR factorization with column pivoting of A:
223: * A * P = Q * R
224: *
225: CALL ZGEQPF( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ), RWORK,
226: $ INFO )
227: *
228: * complex workspace MN+N. Real workspace 2*N. Details of Householder
229: * rotations stored in WORK(1:MN).
230: *
231: * Determine RANK using incremental condition estimation
232: *
233: WORK( ISMIN ) = CONE
234: WORK( ISMAX ) = CONE
235: SMAX = ABS( A( 1, 1 ) )
236: SMIN = SMAX
237: IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN
238: RANK = 0
239: CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
240: GO TO 100
241: ELSE
242: RANK = 1
243: END IF
244: *
245: 10 CONTINUE
246: IF( RANK.LT.MN ) THEN
247: I = RANK + 1
248: CALL ZLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ),
249: $ A( I, I ), SMINPR, S1, C1 )
250: CALL ZLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ),
251: $ A( I, I ), SMAXPR, S2, C2 )
252: *
253: IF( SMAXPR*RCOND.LE.SMINPR ) THEN
254: DO 20 I = 1, RANK
255: WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 )
256: WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 )
257: 20 CONTINUE
258: WORK( ISMIN+RANK ) = C1
259: WORK( ISMAX+RANK ) = C2
260: SMIN = SMINPR
261: SMAX = SMAXPR
262: RANK = RANK + 1
263: GO TO 10
264: END IF
265: END IF
266: *
267: * Logically partition R = [ R11 R12 ]
268: * [ 0 R22 ]
269: * where R11 = R(1:RANK,1:RANK)
270: *
271: * [R11,R12] = [ T11, 0 ] * Y
272: *
273: IF( RANK.LT.N )
274: $ CALL ZTZRQF( RANK, N, A, LDA, WORK( MN+1 ), INFO )
275: *
276: * Details of Householder rotations stored in WORK(MN+1:2*MN)
277: *
278: * B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS)
279: *
280: CALL ZUNM2R( 'Left', 'Conjugate transpose', M, NRHS, MN, A, LDA,
281: $ WORK( 1 ), B, LDB, WORK( 2*MN+1 ), INFO )
282: *
283: * workspace NRHS
284: *
285: * B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS)
286: *
287: CALL ZTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK,
288: $ NRHS, CONE, A, LDA, B, LDB )
289: *
290: DO 40 I = RANK + 1, N
291: DO 30 J = 1, NRHS
292: B( I, J ) = CZERO
293: 30 CONTINUE
294: 40 CONTINUE
295: *
296: * B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS)
297: *
298: IF( RANK.LT.N ) THEN
299: DO 50 I = 1, RANK
300: CALL ZLATZM( 'Left', N-RANK+1, NRHS, A( I, RANK+1 ), LDA,
301: $ DCONJG( WORK( MN+I ) ), B( I, 1 ),
302: $ B( RANK+1, 1 ), LDB, WORK( 2*MN+1 ) )
303: 50 CONTINUE
304: END IF
305: *
306: * workspace NRHS
307: *
308: * B(1:N,1:NRHS) := P * B(1:N,1:NRHS)
309: *
310: DO 90 J = 1, NRHS
311: DO 60 I = 1, N
312: WORK( 2*MN+I ) = NTDONE
313: 60 CONTINUE
314: DO 80 I = 1, N
315: IF( WORK( 2*MN+I ).EQ.NTDONE ) THEN
316: IF( JPVT( I ).NE.I ) THEN
317: K = I
318: T1 = B( K, J )
319: T2 = B( JPVT( K ), J )
320: 70 CONTINUE
321: B( JPVT( K ), J ) = T1
322: WORK( 2*MN+K ) = DONE
323: T1 = T2
324: K = JPVT( K )
325: T2 = B( JPVT( K ), J )
326: IF( JPVT( K ).NE.I )
327: $ GO TO 70
328: B( I, J ) = T1
329: WORK( 2*MN+K ) = DONE
330: END IF
331: END IF
332: 80 CONTINUE
333: 90 CONTINUE
334: *
335: * Undo scaling
336: *
337: IF( IASCL.EQ.1 ) THEN
338: CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
339: CALL ZLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA,
340: $ INFO )
341: ELSE IF( IASCL.EQ.2 ) THEN
342: CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
343: CALL ZLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA,
344: $ INFO )
345: END IF
346: IF( IBSCL.EQ.1 ) THEN
347: CALL ZLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
348: ELSE IF( IBSCL.EQ.2 ) THEN
349: CALL ZLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
350: END IF
351: *
352: 100 CONTINUE
353: *
354: RETURN
355: *
356: * End of ZGELSX
357: *
358: END
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