#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int cgelsy_(integer *m, integer *n, integer *nrhs, complex * a, integer *lda, complex *b, integer *ldb, integer *jpvt, real *rcond, integer *rank, complex *work, integer *lwork, real *rwork, integer * info) { /* -- LAPACK driver routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= CGELSY computes the minimum-norm solution to a complex linear least squares problem: minimize || A * X - B || using a complete orthogonal factorization of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The routine first computes a QR factorization with column pivoting: A * P = Q * [ R11 R12 ] [ 0 R22 ] with R11 defined as the largest leading submatrix whose estimated condition number is less than 1/RCOND. The order of R11, RANK, is the effective rank of A. Then, R22 is considered to be negligible, and R12 is annihilated by unitary transformations from the right, arriving at the complete orthogonal factorization: A * P = Q * [ T11 0 ] * Z [ 0 0 ] The minimum-norm solution is then X = P * Z' [ inv(T11)*Q1'*B ] [ 0 ] where Q1 consists of the first RANK columns of Q. This routine is basically identical to the original xGELSX except three differences: o The permutation of matrix B (the right hand side) is faster and more simple. o The call to the subroutine xGEQPF has been substituted by the the call to the subroutine xGEQP3. This subroutine is a Blas-3 version of the QR factorization with column pivoting. o Matrix B (the right hand side) is updated with Blas-3. Arguments ========= M (input) INTEGER The number of rows of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrix A. N >= 0. NRHS (input) INTEGER The number of right hand sides, i.e., the number of columns of matrices B and X. NRHS >= 0. A (input/output) COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, A has been overwritten by details of its complete orthogonal factorization. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input/output) COMPLEX array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, the N-by-NRHS solution matrix X. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,M,N). JPVT (input/output) INTEGER array, dimension (N) On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted to the front of AP, otherwise column i is a free column. On exit, if JPVT(i) = k, then the i-th column of A*P was the k-th column of A. RCOND (input) REAL RCOND is used to determine the effective rank of A, which is defined as the order of the largest leading triangular submatrix R11 in the QR factorization with pivoting of A, whose estimated condition number < 1/RCOND. RANK (output) INTEGER The effective rank of A, i.e., the order of the submatrix R11. This is the same as the order of the submatrix T11 in the complete orthogonal factorization of A. WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. The unblocked strategy requires that: LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS ) where MN = min(M,N). The block algorithm requires that: LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS ) where NB is an upper bound on the blocksize returned by ILAENV for the routines CGEQP3, CTZRZF, CTZRQF, CUNMQR, and CUNMRZ. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. RWORK (workspace) REAL array, dimension (2*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== Based on contributions by A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain ===================================================================== Parameter adjustments */ /* Table of constant values */ static complex c_b1 = {0.f,0.f}; static complex c_b2 = {1.f,0.f}; static integer c__1 = 1; static integer c_n1 = -1; static integer c__0 = 0; static integer c__2 = 2; /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4; real r__1, r__2; complex q__1; /* Builtin functions */ double c_abs(complex *); /* Local variables */ static integer i__, j; static complex c1, c2, s1, s2; static integer nb, mn, nb1, nb2, nb3, nb4; static real anrm, bnrm, smin, smax; static integer iascl, ibscl; extern /* Subroutine */ int ccopy_(integer *, complex *, integer *, complex *, integer *); static integer ismin, ismax; extern /* Subroutine */ int ctrsm_(char *, char *, char *, char *, integer *, integer *, complex *, complex *, integer *, complex *, integer *), claic1_(integer *, integer *, complex *, real *, complex *, complex *, real *, complex *, complex *); static real wsize; extern /* Subroutine */ int cgeqp3_(integer *, integer *, complex *, integer *, integer *, complex *, complex *, integer *, real *, integer *), slabad_(real *, real *); extern doublereal clange_(char *, integer *, integer *, complex *, integer *, real *); extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, real *, integer *, integer *, complex *, integer *, integer *); extern doublereal slamch_(char *); extern /* Subroutine */ int claset_(char *, integer *, integer *, complex *, complex *, complex *, integer *), xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); static real bignum; extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, complex *, integer *, integer *); static real sminpr, smaxpr, smlnum; extern /* Subroutine */ int cunmrz_(char *, char *, integer *, integer *, integer *, integer *, complex *, integer *, complex *, complex *, integer *, complex *, integer *, integer *); static integer lwkopt; static logical lquery; extern /* Subroutine */ int ctzrzf_(integer *, integer *, complex *, integer *, complex *, complex *, integer *, integer *); a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --jpvt; --work; --rwork; /* Function Body */ mn = min(*m,*n); ismin = mn + 1; ismax = (mn << 1) + 1; /* Test the input arguments. */ *info = 0; nb1 = ilaenv_(&c__1, "CGEQRF", " ", m, n, &c_n1, &c_n1, (ftnlen)6, ( ftnlen)1); nb2 = ilaenv_(&c__1, "CGERQF", " ", m, n, &c_n1, &c_n1, (ftnlen)6, ( ftnlen)1); nb3 = ilaenv_(&c__1, "CUNMQR", " ", m, n, nrhs, &c_n1, (ftnlen)6, (ftnlen) 1); nb4 = ilaenv_(&c__1, "CUNMRQ", " ", m, n, nrhs, &c_n1, (ftnlen)6, (ftnlen) 1); /* Computing MAX */ i__1 = max(nb1,nb2), i__1 = max(i__1,nb3); nb = max(i__1,nb4); /* Computing MAX */ i__1 = 1, i__2 = mn + (*n << 1) + nb * (*n + 1), i__1 = max(i__1,i__2), i__2 = (mn << 1) + nb * *nrhs; lwkopt = max(i__1,i__2); q__1.r = (real) lwkopt, q__1.i = 0.f; work[1].r = q__1.r, work[1].i = q__1.i; lquery = *lwork == -1; if (*m < 0) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*nrhs < 0) { *info = -3; } else if (*lda < max(1,*m)) { *info = -5; } else /* if(complicated condition) */ { /* Computing MAX */ i__1 = max(1,*m); if (*ldb < max(i__1,*n)) { *info = -7; } else /* if(complicated condition) */ { /* Computing MAX */ i__1 = mn << 1, i__2 = *n + 1, i__1 = max(i__1,i__2), i__2 = mn + *nrhs; if (*lwork < mn + max(i__1,i__2) && ! lquery) { *info = -12; } } } if (*info != 0) { i__1 = -(*info); xerbla_("CGELSY", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible Computing MIN */ i__1 = min(*m,*n); if (min(i__1,*nrhs) == 0) { *rank = 0; return 0; } /* Get machine parameters */ smlnum = slamch_("S") / slamch_("P"); bignum = 1.f / smlnum; slabad_(&smlnum, &bignum); /* Scale A, B if max entries outside range [SMLNUM,BIGNUM] */ anrm = clange_("M", m, n, &a[a_offset], lda, &rwork[1]); iascl = 0; if (anrm > 0.f && anrm < smlnum) { /* Scale matrix norm up to SMLNUM */ clascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, info); iascl = 1; } else if (anrm > bignum) { /* Scale matrix norm down to BIGNUM */ clascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, info); iascl = 2; } else if (anrm == 0.f) { /* Matrix all zero. Return zero solution. */ i__1 = max(*m,*n); claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb); *rank = 0; goto L70; } bnrm = clange_("M", m, nrhs, &b[b_offset], ldb, &rwork[1]); ibscl = 0; if (bnrm > 0.f && bnrm < smlnum) { /* Scale matrix norm up to SMLNUM */ clascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb, info); ibscl = 1; } else if (bnrm > bignum) { /* Scale matrix norm down to BIGNUM */ clascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb, info); ibscl = 2; } /* Compute QR factorization with column pivoting of A: A * P = Q * R */ i__1 = *lwork - mn; cgeqp3_(m, n, &a[a_offset], lda, &jpvt[1], &work[1], &work[mn + 1], &i__1, &rwork[1], info); i__1 = mn + 1; wsize = mn + work[i__1].r; /* complex workspace: MN+NB*(N+1). real workspace 2*N. Details of Householder rotations stored in WORK(1:MN). Determine RANK using incremental condition estimation */ i__1 = ismin; work[i__1].r = 1.f, work[i__1].i = 0.f; i__1 = ismax; work[i__1].r = 1.f, work[i__1].i = 0.f; smax = c_abs(&a[a_dim1 + 1]); smin = smax; if (c_abs(&a[a_dim1 + 1]) == 0.f) { *rank = 0; i__1 = max(*m,*n); claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb); goto L70; } else { *rank = 1; } L10: if (*rank < mn) { i__ = *rank + 1; claic1_(&c__2, rank, &work[ismin], &smin, &a[i__ * a_dim1 + 1], &a[ i__ + i__ * a_dim1], &sminpr, &s1, &c1); claic1_(&c__1, rank, &work[ismax], &smax, &a[i__ * a_dim1 + 1], &a[ i__ + i__ * a_dim1], &smaxpr, &s2, &c2); if (smaxpr * *rcond <= sminpr) { i__1 = *rank; for (i__ = 1; i__ <= i__1; ++i__) { i__2 = ismin + i__ - 1; i__3 = ismin + i__ - 1; q__1.r = s1.r * work[i__3].r - s1.i * work[i__3].i, q__1.i = s1.r * work[i__3].i + s1.i * work[i__3].r; work[i__2].r = q__1.r, work[i__2].i = q__1.i; i__2 = ismax + i__ - 1; i__3 = ismax + i__ - 1; q__1.r = s2.r * work[i__3].r - s2.i * work[i__3].i, q__1.i = s2.r * work[i__3].i + s2.i * work[i__3].r; work[i__2].r = q__1.r, work[i__2].i = q__1.i; /* L20: */ } i__1 = ismin + *rank; work[i__1].r = c1.r, work[i__1].i = c1.i; i__1 = ismax + *rank; work[i__1].r = c2.r, work[i__1].i = c2.i; smin = sminpr; smax = smaxpr; ++(*rank); goto L10; } } /* complex workspace: 3*MN. Logically partition R = [ R11 R12 ] [ 0 R22 ] where R11 = R(1:RANK,1:RANK) [R11,R12] = [ T11, 0 ] * Y */ if (*rank < *n) { i__1 = *lwork - (mn << 1); ctzrzf_(rank, n, &a[a_offset], lda, &work[mn + 1], &work[(mn << 1) + 1], &i__1, info); } /* complex workspace: 2*MN. Details of Householder rotations stored in WORK(MN+1:2*MN) B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */ i__1 = *lwork - (mn << 1); cunmqr_("Left", "Conjugate transpose", m, nrhs, &mn, &a[a_offset], lda, & work[1], &b[b_offset], ldb, &work[(mn << 1) + 1], &i__1, info); /* Computing MAX */ i__1 = (mn << 1) + 1; r__1 = wsize, r__2 = (mn << 1) + work[i__1].r; wsize = dmax(r__1,r__2); /* complex workspace: 2*MN+NB*NRHS. B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) */ ctrsm_("Left", "Upper", "No transpose", "Non-unit", rank, nrhs, &c_b2, &a[ a_offset], lda, &b[b_offset], ldb); i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = *rank + 1; i__ <= i__2; ++i__) { i__3 = i__ + j * b_dim1; b[i__3].r = 0.f, b[i__3].i = 0.f; /* L30: */ } /* L40: */ } /* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS) */ if (*rank < *n) { i__1 = *n - *rank; i__2 = *lwork - (mn << 1); cunmrz_("Left", "Conjugate transpose", n, nrhs, rank, &i__1, &a[ a_offset], lda, &work[mn + 1], &b[b_offset], ldb, &work[(mn << 1) + 1], &i__2, info); } /* complex workspace: 2*MN+NRHS. B(1:N,1:NRHS) := P * B(1:N,1:NRHS) */ i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = jpvt[i__]; i__4 = i__ + j * b_dim1; work[i__3].r = b[i__4].r, work[i__3].i = b[i__4].i; /* L50: */ } ccopy_(n, &work[1], &c__1, &b[j * b_dim1 + 1], &c__1); /* L60: */ } /* complex workspace: N. Undo scaling */ if (iascl == 1) { clascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb, info); clascl_("U", &c__0, &c__0, &smlnum, &anrm, rank, rank, &a[a_offset], lda, info); } else if (iascl == 2) { clascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb, info); clascl_("U", &c__0, &c__0, &bignum, &anrm, rank, rank, &a[a_offset], lda, info); } if (ibscl == 1) { clascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb, info); } else if (ibscl == 2) { clascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb, info); } L70: q__1.r = (real) lwkopt, q__1.i = 0.f; work[1].r = q__1.r, work[1].i = q__1.i; return 0; /* End of CGELSY */ } /* cgelsy_ */