/* dgelsx.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__0 = 0; static doublereal c_b13 = 0.; static integer c__2 = 2; static integer c__1 = 1; static doublereal c_b36 = 1.; /* Subroutine */ int dgelsx_(integer *m, integer *n, integer *nrhs, doublereal *a, integer *lda, doublereal *b, integer *ldb, integer * jpvt, doublereal *rcond, integer *rank, doublereal *work, integer * info) { /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2; doublereal d__1; /* Local variables */ integer i__, j, k; doublereal c1, c2, s1, s2, t1, t2; integer mn; doublereal anrm, bnrm, smin, smax; integer iascl, ibscl, ismin, ismax; extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *), dlaic1_( integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *), dorm2r_( char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *), dlabad_(doublereal *, doublereal *); extern doublereal dlamch_(char *), dlange_(char *, integer *, integer *, doublereal *, integer *, doublereal *); extern /* Subroutine */ int dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dgeqpf_(integer *, integer *, doublereal *, integer *, integer *, doublereal *, doublereal *, integer *), dlaset_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *), xerbla_(char *, integer *); doublereal bignum; extern /* Subroutine */ int dlatzm_(char *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *); doublereal sminpr, smaxpr, smlnum; extern /* Subroutine */ int dtzrqf_(integer *, integer *, doublereal *, integer *, doublereal *, integer *); /* -- LAPACK driver routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* This routine is deprecated and has been replaced by routine DGELSY. */ /* DGELSX computes the minimum-norm solution to a real 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 orthogonal 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. */ /* 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDB,NRHS) */ /* On entry, the M-by-NRHS right hand side matrix B. */ /* On exit, the N-by-NRHS solution matrix X. */ /* If m >= n and RANK = n, the residual sum-of-squares for */ /* the solution in the i-th column is given by the sum of */ /* squares of elements N+1:M in that column. */ /* 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 an */ /* initial column, otherwise it is a free column. Before */ /* the QR factorization of A, all initial columns are */ /* permuted to the leading positions; only the remaining */ /* free columns are moved as a result of column pivoting */ /* during the factorization. */ /* On exit, if JPVT(i) = k, then the i-th column of A*P */ /* was the k-th column of A. */ /* RCOND (input) DOUBLE PRECISION */ /* 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) DOUBLE PRECISION array, dimension */ /* (max( min(M,N)+3*N, 2*min(M,N)+NRHS )), */ /* INFO (output) INTEGER */ /* = 0: successful exit */ /* < 0: if INFO = -i, the i-th argument had an illegal value */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --jpvt; --work; /* Function Body */ mn = min(*m,*n); ismin = mn + 1; ismax = (mn << 1) + 1; /* Test the input arguments. */ *info = 0; 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; } } if (*info != 0) { i__1 = -(*info); xerbla_("DGELSX", &i__1); 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 = dlamch_("S") / dlamch_("P"); bignum = 1. / smlnum; dlabad_(&smlnum, &bignum); /* Scale A, B if max elements outside range [SMLNUM,BIGNUM] */ anrm = dlange_("M", m, n, &a[a_offset], lda, &work[1]); iascl = 0; if (anrm > 0. && anrm < smlnum) { /* Scale matrix norm up to SMLNUM */ dlascl_("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 */ dlascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, info); iascl = 2; } else if (anrm == 0.) { /* Matrix all zero. Return zero solution. */ i__1 = max(*m,*n); dlaset_("F", &i__1, nrhs, &c_b13, &c_b13, &b[b_offset], ldb); *rank = 0; goto L100; } bnrm = dlange_("M", m, nrhs, &b[b_offset], ldb, &work[1]); ibscl = 0; if (bnrm > 0. && bnrm < smlnum) { /* Scale matrix norm up to SMLNUM */ dlascl_("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 */ dlascl_("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 */ dgeqpf_(m, n, &a[a_offset], lda, &jpvt[1], &work[1], &work[mn + 1], info); /* workspace 3*N. Details of Householder rotations stored */ /* in WORK(1:MN). */ /* Determine RANK using incremental condition estimation */ work[ismin] = 1.; work[ismax] = 1.; smax = (d__1 = a[a_dim1 + 1], abs(d__1)); smin = smax; if ((d__1 = a[a_dim1 + 1], abs(d__1)) == 0.) { *rank = 0; i__1 = max(*m,*n); dlaset_("F", &i__1, nrhs, &c_b13, &c_b13, &b[b_offset], ldb); goto L100; } else { *rank = 1; } L10: if (*rank < mn) { i__ = *rank + 1; dlaic1_(&c__2, rank, &work[ismin], &smin, &a[i__ * a_dim1 + 1], &a[ i__ + i__ * a_dim1], &sminpr, &s1, &c1); dlaic1_(&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__) { work[ismin + i__ - 1] = s1 * work[ismin + i__ - 1]; work[ismax + i__ - 1] = s2 * work[ismax + i__ - 1]; /* L20: */ } work[ismin + *rank] = c1; work[ismax + *rank] = c2; smin = sminpr; smax = smaxpr; ++(*rank); goto L10; } } /* Logically partition R = [ R11 R12 ] */ /* [ 0 R22 ] */ /* where R11 = R(1:RANK,1:RANK) */ /* [R11,R12] = [ T11, 0 ] * Y */ if (*rank < *n) { dtzrqf_(rank, n, &a[a_offset], lda, &work[mn + 1], info); } /* Details of Householder rotations stored in WORK(MN+1:2*MN) */ /* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */ dorm2r_("Left", "Transpose", m, nrhs, &mn, &a[a_offset], lda, &work[1], & b[b_offset], ldb, &work[(mn << 1) + 1], info); /* workspace NRHS */ /* B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) */ dtrsm_("Left", "Upper", "No transpose", "Non-unit", rank, nrhs, &c_b36, & a[a_offset], lda, &b[b_offset], ldb); i__1 = *n; for (i__ = *rank + 1; i__ <= i__1; ++i__) { i__2 = *nrhs; for (j = 1; j <= i__2; ++j) { b[i__ + j * b_dim1] = 0.; /* L30: */ } /* L40: */ } /* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS) */ if (*rank < *n) { i__1 = *rank; for (i__ = 1; i__ <= i__1; ++i__) { i__2 = *n - *rank + 1; dlatzm_("Left", &i__2, nrhs, &a[i__ + (*rank + 1) * a_dim1], lda, &work[mn + i__], &b[i__ + b_dim1], &b[*rank + 1 + b_dim1], ldb, &work[(mn << 1) + 1]); /* L50: */ } } /* workspace 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__) { work[(mn << 1) + i__] = 1.; /* L60: */ } i__2 = *n; for (i__ = 1; i__ <= i__2; ++i__) { if (work[(mn << 1) + i__] == 1.) { if (jpvt[i__] != i__) { k = i__; t1 = b[k + j * b_dim1]; t2 = b[jpvt[k] + j * b_dim1]; L70: b[jpvt[k] + j * b_dim1] = t1; work[(mn << 1) + k] = 0.; t1 = t2; k = jpvt[k]; t2 = b[jpvt[k] + j * b_dim1]; if (jpvt[k] != i__) { goto L70; } b[i__ + j * b_dim1] = t1; work[(mn << 1) + k] = 0.; } } /* L80: */ } /* L90: */ } /* Undo scaling */ if (iascl == 1) { dlascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb, info); dlascl_("U", &c__0, &c__0, &smlnum, &anrm, rank, rank, &a[a_offset], lda, info); } else if (iascl == 2) { dlascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb, info); dlascl_("U", &c__0, &c__0, &bignum, &anrm, rank, rank, &a[a_offset], lda, info); } if (ibscl == 1) { dlascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb, info); } else if (ibscl == 2) { dlascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb, info); } L100: return 0; /* End of DGELSX */ } /* dgelsx_ */