LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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sgelss.f
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1*> \brief <b> SGELSS solves overdetermined or underdetermined systems for GE matrices</b>
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download SGELSS + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgelss.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgelss.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgelss.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE SGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
22* WORK, LWORK, INFO )
23*
24* .. Scalar Arguments ..
25* INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
26* REAL RCOND
27* ..
28* .. Array Arguments ..
29* REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
30* ..
31*
32*
33*> \par Purpose:
34* =============
35*>
36*> \verbatim
37*>
38*> SGELSS computes the minimum norm solution to a real linear least
39*> squares problem:
40*>
41*> Minimize 2-norm(| b - A*x |).
42*>
43*> using the singular value decomposition (SVD) of A. A is an M-by-N
44*> matrix which may be rank-deficient.
45*>
46*> Several right hand side vectors b and solution vectors x can be
47*> handled in a single call; they are stored as the columns of the
48*> M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
49*> X.
50*>
51*> The effective rank of A is determined by treating as zero those
52*> singular values which are less than RCOND times the largest singular
53*> value.
54*> \endverbatim
55*
56* Arguments:
57* ==========
58*
59*> \param[in] M
60*> \verbatim
61*> M is INTEGER
62*> The number of rows of the matrix A. M >= 0.
63*> \endverbatim
64*>
65*> \param[in] N
66*> \verbatim
67*> N is INTEGER
68*> The number of columns of the matrix A. N >= 0.
69*> \endverbatim
70*>
71*> \param[in] NRHS
72*> \verbatim
73*> NRHS is INTEGER
74*> The number of right hand sides, i.e., the number of columns
75*> of the matrices B and X. NRHS >= 0.
76*> \endverbatim
77*>
78*> \param[in,out] A
79*> \verbatim
80*> A is REAL array, dimension (LDA,N)
81*> On entry, the M-by-N matrix A.
82*> On exit, the first min(m,n) rows of A are overwritten with
83*> its right singular vectors, stored rowwise.
84*> \endverbatim
85*>
86*> \param[in] LDA
87*> \verbatim
88*> LDA is INTEGER
89*> The leading dimension of the array A. LDA >= max(1,M).
90*> \endverbatim
91*>
92*> \param[in,out] B
93*> \verbatim
94*> B is REAL array, dimension (LDB,NRHS)
95*> On entry, the M-by-NRHS right hand side matrix B.
96*> On exit, B is overwritten by the N-by-NRHS solution
97*> matrix X. If m >= n and RANK = n, the residual
98*> sum-of-squares for the solution in the i-th column is given
99*> by the sum of squares of elements n+1:m in that column.
100*> \endverbatim
101*>
102*> \param[in] LDB
103*> \verbatim
104*> LDB is INTEGER
105*> The leading dimension of the array B. LDB >= max(1,max(M,N)).
106*> \endverbatim
107*>
108*> \param[out] S
109*> \verbatim
110*> S is REAL array, dimension (min(M,N))
111*> The singular values of A in decreasing order.
112*> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
113*> \endverbatim
114*>
115*> \param[in] RCOND
116*> \verbatim
117*> RCOND is REAL
118*> RCOND is used to determine the effective rank of A.
119*> Singular values S(i) <= RCOND*S(1) are treated as zero.
120*> If RCOND < 0, machine precision is used instead.
121*> \endverbatim
122*>
123*> \param[out] RANK
124*> \verbatim
125*> RANK is INTEGER
126*> The effective rank of A, i.e., the number of singular values
127*> which are greater than RCOND*S(1).
128*> \endverbatim
129*>
130*> \param[out] WORK
131*> \verbatim
132*> WORK is REAL array, dimension (MAX(1,LWORK))
133*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
134*> \endverbatim
135*>
136*> \param[in] LWORK
137*> \verbatim
138*> LWORK is INTEGER
139*> The dimension of the array WORK. LWORK >= 1, and also:
140*> LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
141*> For good performance, LWORK should generally be larger.
142*>
143*> If LWORK = -1, then a workspace query is assumed; the routine
144*> only calculates the optimal size of the WORK array, returns
145*> this value as the first entry of the WORK array, and no error
146*> message related to LWORK is issued by XERBLA.
147*> \endverbatim
148*>
149*> \param[out] INFO
150*> \verbatim
151*> INFO is INTEGER
152*> = 0: successful exit
153*> < 0: if INFO = -i, the i-th argument had an illegal value.
154*> > 0: the algorithm for computing the SVD failed to converge;
155*> if INFO = i, i off-diagonal elements of an intermediate
156*> bidiagonal form did not converge to zero.
157*> \endverbatim
158*
159* Authors:
160* ========
161*
162*> \author Univ. of Tennessee
163*> \author Univ. of California Berkeley
164*> \author Univ. of Colorado Denver
165*> \author NAG Ltd.
166*
167*> \ingroup gelss
168*
169* =====================================================================
170 SUBROUTINE sgelss( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
171 $ WORK, LWORK, INFO )
172*
173* -- LAPACK driver routine --
174* -- LAPACK is a software package provided by Univ. of Tennessee, --
175* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
176*
177* .. Scalar Arguments ..
178 INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
179 REAL RCOND
180* ..
181* .. Array Arguments ..
182 REAL A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
183* ..
184*
185* =====================================================================
186*
187* .. Parameters ..
188 REAL ZERO, ONE
189 parameter( zero = 0.0e+0, one = 1.0e+0 )
190* ..
191* .. Local Scalars ..
192 LOGICAL LQUERY
193 INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
194 $ itau, itaup, itauq, iwork, ldwork, maxmn,
195 $ maxwrk, minmn, minwrk, mm, mnthr
196 INTEGER LWORK_SGEQRF, LWORK_SORMQR, LWORK_SGEBRD,
197 $ lwork_sormbr, lwork_sorgbr, lwork_sormlq
198 REAL ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
199* ..
200* .. Local Arrays ..
201 REAL DUM( 1 )
202* ..
203* .. External Subroutines ..
204 EXTERNAL sbdsqr, scopy, sgebrd, sgelqf, sgemm, sgemv,
207* ..
208* .. External Functions ..
209 INTEGER ILAENV
210 REAL SLAMCH, SLANGE, SROUNDUP_LWORK
211 EXTERNAL ilaenv, slamch, slange, sroundup_lwork
212* ..
213* .. Intrinsic Functions ..
214 INTRINSIC max, min
215* ..
216* .. Executable Statements ..
217*
218* Test the input arguments
219*
220 info = 0
221 minmn = min( m, n )
222 maxmn = max( m, n )
223 lquery = ( lwork.EQ.-1 )
224 IF( m.LT.0 ) THEN
225 info = -1
226 ELSE IF( n.LT.0 ) THEN
227 info = -2
228 ELSE IF( nrhs.LT.0 ) THEN
229 info = -3
230 ELSE IF( lda.LT.max( 1, m ) ) THEN
231 info = -5
232 ELSE IF( ldb.LT.max( 1, maxmn ) ) THEN
233 info = -7
234 END IF
235*
236* Compute workspace
237* (Note: Comments in the code beginning "Workspace:" describe the
238* minimal amount of workspace needed at that point in the code,
239* as well as the preferred amount for good performance.
240* NB refers to the optimal block size for the immediately
241* following subroutine, as returned by ILAENV.)
242*
243 IF( info.EQ.0 ) THEN
244 minwrk = 1
245 maxwrk = 1
246 IF( minmn.GT.0 ) THEN
247 mm = m
248 mnthr = ilaenv( 6, 'SGELSS', ' ', m, n, nrhs, -1 )
249 IF( m.GE.n .AND. m.GE.mnthr ) THEN
250*
251* Path 1a - overdetermined, with many more rows than
252* columns
253*
254* Compute space needed for SGEQRF
255 CALL sgeqrf( m, n, a, lda, dum(1), dum(1), -1, info )
256 lwork_sgeqrf = int( dum(1) )
257* Compute space needed for SORMQR
258 CALL sormqr( 'L', 'T', m, nrhs, n, a, lda, dum(1), b,
259 $ ldb, dum(1), -1, info )
260 lwork_sormqr = int( dum(1) )
261 mm = n
262 maxwrk = max( maxwrk, n + lwork_sgeqrf )
263 maxwrk = max( maxwrk, n + lwork_sormqr )
264 END IF
265 IF( m.GE.n ) THEN
266*
267* Path 1 - overdetermined or exactly determined
268*
269* Compute workspace needed for SBDSQR
270*
271 bdspac = max( 1, 5*n )
272* Compute space needed for SGEBRD
273 CALL sgebrd( mm, n, a, lda, s, dum(1), dum(1),
274 $ dum(1), dum(1), -1, info )
275 lwork_sgebrd = int( dum(1) )
276* Compute space needed for SORMBR
277 CALL sormbr( 'Q', 'L', 'T', mm, nrhs, n, a, lda, dum(1),
278 $ b, ldb, dum(1), -1, info )
279 lwork_sormbr = int( dum(1) )
280* Compute space needed for SORGBR
281 CALL sorgbr( 'P', n, n, n, a, lda, dum(1),
282 $ dum(1), -1, info )
283 lwork_sorgbr = int( dum(1) )
284* Compute total workspace needed
285 maxwrk = max( maxwrk, 3*n + lwork_sgebrd )
286 maxwrk = max( maxwrk, 3*n + lwork_sormbr )
287 maxwrk = max( maxwrk, 3*n + lwork_sorgbr )
288 maxwrk = max( maxwrk, bdspac )
289 maxwrk = max( maxwrk, n*nrhs )
290 minwrk = max( 3*n + mm, 3*n + nrhs, bdspac )
291 maxwrk = max( minwrk, maxwrk )
292 END IF
293 IF( n.GT.m ) THEN
294*
295* Compute workspace needed for SBDSQR
296*
297 bdspac = max( 1, 5*m )
298 minwrk = max( 3*m+nrhs, 3*m+n, bdspac )
299 IF( n.GE.mnthr ) THEN
300*
301* Path 2a - underdetermined, with many more columns
302* than rows
303*
304* Compute space needed for SGEBRD
305 CALL sgebrd( m, m, a, lda, s, dum(1), dum(1),
306 $ dum(1), dum(1), -1, info )
307 lwork_sgebrd = int( dum(1) )
308* Compute space needed for SORMBR
309 CALL sormbr( 'Q', 'L', 'T', m, nrhs, n, a, lda,
310 $ dum(1), b, ldb, dum(1), -1, info )
311 lwork_sormbr = int( dum(1) )
312* Compute space needed for SORGBR
313 CALL sorgbr( 'P', m, m, m, a, lda, dum(1),
314 $ dum(1), -1, info )
315 lwork_sorgbr = int( dum(1) )
316* Compute space needed for SORMLQ
317 CALL sormlq( 'L', 'T', n, nrhs, m, a, lda, dum(1),
318 $ b, ldb, dum(1), -1, info )
319 lwork_sormlq = int( dum(1) )
320* Compute total workspace needed
321 maxwrk = m + m*ilaenv( 1, 'SGELQF', ' ', m, n, -1,
322 $ -1 )
323 maxwrk = max( maxwrk, m*m + 4*m + lwork_sgebrd )
324 maxwrk = max( maxwrk, m*m + 4*m + lwork_sormbr )
325 maxwrk = max( maxwrk, m*m + 4*m + lwork_sorgbr )
326 maxwrk = max( maxwrk, m*m + m + bdspac )
327 IF( nrhs.GT.1 ) THEN
328 maxwrk = max( maxwrk, m*m + m + m*nrhs )
329 ELSE
330 maxwrk = max( maxwrk, m*m + 2*m )
331 END IF
332 maxwrk = max( maxwrk, m + lwork_sormlq )
333 ELSE
334*
335* Path 2 - underdetermined
336*
337* Compute space needed for SGEBRD
338 CALL sgebrd( m, n, a, lda, s, dum(1), dum(1),
339 $ dum(1), dum(1), -1, info )
340 lwork_sgebrd = int( dum(1) )
341* Compute space needed for SORMBR
342 CALL sormbr( 'Q', 'L', 'T', m, nrhs, m, a, lda,
343 $ dum(1), b, ldb, dum(1), -1, info )
344 lwork_sormbr = int( dum(1) )
345* Compute space needed for SORGBR
346 CALL sorgbr( 'P', m, n, m, a, lda, dum(1),
347 $ dum(1), -1, info )
348 lwork_sorgbr = int( dum(1) )
349 maxwrk = 3*m + lwork_sgebrd
350 maxwrk = max( maxwrk, 3*m + lwork_sormbr )
351 maxwrk = max( maxwrk, 3*m + lwork_sorgbr )
352 maxwrk = max( maxwrk, bdspac )
353 maxwrk = max( maxwrk, n*nrhs )
354 END IF
355 END IF
356 maxwrk = max( minwrk, maxwrk )
357 END IF
358 work( 1 ) = sroundup_lwork(maxwrk)
359*
360 IF( lwork.LT.minwrk .AND. .NOT.lquery )
361 $ info = -12
362 END IF
363*
364 IF( info.NE.0 ) THEN
365 CALL xerbla( 'SGELSS', -info )
366 RETURN
367 ELSE IF( lquery ) THEN
368 RETURN
369 END IF
370*
371* Quick return if possible
372*
373 IF( m.EQ.0 .OR. n.EQ.0 ) THEN
374 rank = 0
375 RETURN
376 END IF
377*
378* Get machine parameters
379*
380 eps = slamch( 'P' )
381 sfmin = slamch( 'S' )
382 smlnum = sfmin / eps
383 bignum = one / smlnum
384*
385* Scale A if max element outside range [SMLNUM,BIGNUM]
386*
387 anrm = slange( 'M', m, n, a, lda, work )
388 iascl = 0
389 IF( anrm.GT.zero .AND. anrm.LT.smlnum ) THEN
390*
391* Scale matrix norm up to SMLNUM
392*
393 CALL slascl( 'G', 0, 0, anrm, smlnum, m, n, a, lda, info )
394 iascl = 1
395 ELSE IF( anrm.GT.bignum ) THEN
396*
397* Scale matrix norm down to BIGNUM
398*
399 CALL slascl( 'G', 0, 0, anrm, bignum, m, n, a, lda, info )
400 iascl = 2
401 ELSE IF( anrm.EQ.zero ) THEN
402*
403* Matrix all zero. Return zero solution.
404*
405 CALL slaset( 'F', max( m, n ), nrhs, zero, zero, b, ldb )
406 CALL slaset( 'F', minmn, 1, zero, zero, s, minmn )
407 rank = 0
408 GO TO 70
409 END IF
410*
411* Scale B if max element outside range [SMLNUM,BIGNUM]
412*
413 bnrm = slange( 'M', m, nrhs, b, ldb, work )
414 ibscl = 0
415 IF( bnrm.GT.zero .AND. bnrm.LT.smlnum ) THEN
416*
417* Scale matrix norm up to SMLNUM
418*
419 CALL slascl( 'G', 0, 0, bnrm, smlnum, m, nrhs, b, ldb, info )
420 ibscl = 1
421 ELSE IF( bnrm.GT.bignum ) THEN
422*
423* Scale matrix norm down to BIGNUM
424*
425 CALL slascl( 'G', 0, 0, bnrm, bignum, m, nrhs, b, ldb, info )
426 ibscl = 2
427 END IF
428*
429* Overdetermined case
430*
431 IF( m.GE.n ) THEN
432*
433* Path 1 - overdetermined or exactly determined
434*
435 mm = m
436 IF( m.GE.mnthr ) THEN
437*
438* Path 1a - overdetermined, with many more rows than columns
439*
440 mm = n
441 itau = 1
442 iwork = itau + n
443*
444* Compute A=Q*R
445* (Workspace: need 2*N, prefer N+N*NB)
446*
447 CALL sgeqrf( m, n, a, lda, work( itau ), work( iwork ),
448 $ lwork-iwork+1, info )
449*
450* Multiply B by transpose(Q)
451* (Workspace: need N+NRHS, prefer N+NRHS*NB)
452*
453 CALL sormqr( 'L', 'T', m, nrhs, n, a, lda, work( itau ), b,
454 $ ldb, work( iwork ), lwork-iwork+1, info )
455*
456* Zero out below R
457*
458 IF( n.GT.1 )
459 $ CALL slaset( 'L', n-1, n-1, zero, zero, a( 2, 1 ), lda )
460 END IF
461*
462 ie = 1
463 itauq = ie + n
464 itaup = itauq + n
465 iwork = itaup + n
466*
467* Bidiagonalize R in A
468* (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
469*
470 CALL sgebrd( mm, n, a, lda, s, work( ie ), work( itauq ),
471 $ work( itaup ), work( iwork ), lwork-iwork+1,
472 $ info )
473*
474* Multiply B by transpose of left bidiagonalizing vectors of R
475* (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
476*
477 CALL sormbr( 'Q', 'L', 'T', mm, nrhs, n, a, lda, work( itauq ),
478 $ b, ldb, work( iwork ), lwork-iwork+1, info )
479*
480* Generate right bidiagonalizing vectors of R in A
481* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
482*
483 CALL sorgbr( 'P', n, n, n, a, lda, work( itaup ),
484 $ work( iwork ), lwork-iwork+1, info )
485 iwork = ie + n
486*
487* Perform bidiagonal QR iteration
488* multiply B by transpose of left singular vectors
489* compute right singular vectors in A
490* (Workspace: need BDSPAC)
491*
492 CALL sbdsqr( 'U', n, n, 0, nrhs, s, work( ie ), a, lda, dum,
493 $ 1, b, ldb, work( iwork ), info )
494 IF( info.NE.0 )
495 $ GO TO 70
496*
497* Multiply B by reciprocals of singular values
498*
499 thr = max( rcond*s( 1 ), sfmin )
500 IF( rcond.LT.zero )
501 $ thr = max( eps*s( 1 ), sfmin )
502 rank = 0
503 DO 10 i = 1, n
504 IF( s( i ).GT.thr ) THEN
505 CALL srscl( nrhs, s( i ), b( i, 1 ), ldb )
506 rank = rank + 1
507 ELSE
508 CALL slaset( 'F', 1, nrhs, zero, zero, b( i, 1 ), ldb )
509 END IF
510 10 CONTINUE
511*
512* Multiply B by right singular vectors
513* (Workspace: need N, prefer N*NRHS)
514*
515 IF( lwork.GE.ldb*nrhs .AND. nrhs.GT.1 ) THEN
516 CALL sgemm( 'T', 'N', n, nrhs, n, one, a, lda, b, ldb, zero,
517 $ work, ldb )
518 CALL slacpy( 'G', n, nrhs, work, ldb, b, ldb )
519 ELSE IF( nrhs.GT.1 ) THEN
520 chunk = lwork / n
521 DO 20 i = 1, nrhs, chunk
522 bl = min( nrhs-i+1, chunk )
523 CALL sgemm( 'T', 'N', n, bl, n, one, a, lda, b( 1, i ),
524 $ ldb, zero, work, n )
525 CALL slacpy( 'G', n, bl, work, n, b( 1, i ), ldb )
526 20 CONTINUE
527 ELSE IF( nrhs.EQ.1 ) THEN
528 CALL sgemv( 'T', n, n, one, a, lda, b, 1, zero, work, 1 )
529 CALL scopy( n, work, 1, b, 1 )
530 END IF
531*
532 ELSE IF( n.GE.mnthr .AND. lwork.GE.4*m+m*m+
533 $ max( m, 2*m-4, nrhs, n-3*m ) ) THEN
534*
535* Path 2a - underdetermined, with many more columns than rows
536* and sufficient workspace for an efficient algorithm
537*
538 ldwork = m
539 IF( lwork.GE.max( 4*m+m*lda+max( m, 2*m-4, nrhs, n-3*m ),
540 $ m*lda+m+m*nrhs ) )ldwork = lda
541 itau = 1
542 iwork = m + 1
543*
544* Compute A=L*Q
545* (Workspace: need 2*M, prefer M+M*NB)
546*
547 CALL sgelqf( m, n, a, lda, work( itau ), work( iwork ),
548 $ lwork-iwork+1, info )
549 il = iwork
550*
551* Copy L to WORK(IL), zeroing out above it
552*
553 CALL slacpy( 'L', m, m, a, lda, work( il ), ldwork )
554 CALL slaset( 'U', m-1, m-1, zero, zero, work( il+ldwork ),
555 $ ldwork )
556 ie = il + ldwork*m
557 itauq = ie + m
558 itaup = itauq + m
559 iwork = itaup + m
560*
561* Bidiagonalize L in WORK(IL)
562* (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
563*
564 CALL sgebrd( m, m, work( il ), ldwork, s, work( ie ),
565 $ work( itauq ), work( itaup ), work( iwork ),
566 $ lwork-iwork+1, info )
567*
568* Multiply B by transpose of left bidiagonalizing vectors of L
569* (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
570*
571 CALL sormbr( 'Q', 'L', 'T', m, nrhs, m, work( il ), ldwork,
572 $ work( itauq ), b, ldb, work( iwork ),
573 $ lwork-iwork+1, info )
574*
575* Generate right bidiagonalizing vectors of R in WORK(IL)
576* (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB)
577*
578 CALL sorgbr( 'P', m, m, m, work( il ), ldwork, work( itaup ),
579 $ work( iwork ), lwork-iwork+1, info )
580 iwork = ie + m
581*
582* Perform bidiagonal QR iteration,
583* computing right singular vectors of L in WORK(IL) and
584* multiplying B by transpose of left singular vectors
585* (Workspace: need M*M+M+BDSPAC)
586*
587 CALL sbdsqr( 'U', m, m, 0, nrhs, s, work( ie ), work( il ),
588 $ ldwork, a, lda, b, ldb, work( iwork ), info )
589 IF( info.NE.0 )
590 $ GO TO 70
591*
592* Multiply B by reciprocals of singular values
593*
594 thr = max( rcond*s( 1 ), sfmin )
595 IF( rcond.LT.zero )
596 $ thr = max( eps*s( 1 ), sfmin )
597 rank = 0
598 DO 30 i = 1, m
599 IF( s( i ).GT.thr ) THEN
600 CALL srscl( nrhs, s( i ), b( i, 1 ), ldb )
601 rank = rank + 1
602 ELSE
603 CALL slaset( 'F', 1, nrhs, zero, zero, b( i, 1 ), ldb )
604 END IF
605 30 CONTINUE
606 iwork = ie
607*
608* Multiply B by right singular vectors of L in WORK(IL)
609* (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS)
610*
611 IF( lwork.GE.ldb*nrhs+iwork-1 .AND. nrhs.GT.1 ) THEN
612 CALL sgemm( 'T', 'N', m, nrhs, m, one, work( il ), ldwork,
613 $ b, ldb, zero, work( iwork ), ldb )
614 CALL slacpy( 'G', m, nrhs, work( iwork ), ldb, b, ldb )
615 ELSE IF( nrhs.GT.1 ) THEN
616 chunk = ( lwork-iwork+1 ) / m
617 DO 40 i = 1, nrhs, chunk
618 bl = min( nrhs-i+1, chunk )
619 CALL sgemm( 'T', 'N', m, bl, m, one, work( il ), ldwork,
620 $ b( 1, i ), ldb, zero, work( iwork ), m )
621 CALL slacpy( 'G', m, bl, work( iwork ), m, b( 1, i ),
622 $ ldb )
623 40 CONTINUE
624 ELSE IF( nrhs.EQ.1 ) THEN
625 CALL sgemv( 'T', m, m, one, work( il ), ldwork, b( 1, 1 ),
626 $ 1, zero, work( iwork ), 1 )
627 CALL scopy( m, work( iwork ), 1, b( 1, 1 ), 1 )
628 END IF
629*
630* Zero out below first M rows of B
631*
632 CALL slaset( 'F', n-m, nrhs, zero, zero, b( m+1, 1 ), ldb )
633 iwork = itau + m
634*
635* Multiply transpose(Q) by B
636* (Workspace: need M+NRHS, prefer M+NRHS*NB)
637*
638 CALL sormlq( 'L', 'T', n, nrhs, m, a, lda, work( itau ), b,
639 $ ldb, work( iwork ), lwork-iwork+1, info )
640*
641 ELSE
642*
643* Path 2 - remaining underdetermined cases
644*
645 ie = 1
646 itauq = ie + m
647 itaup = itauq + m
648 iwork = itaup + m
649*
650* Bidiagonalize A
651* (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
652*
653 CALL sgebrd( m, n, a, lda, s, work( ie ), work( itauq ),
654 $ work( itaup ), work( iwork ), lwork-iwork+1,
655 $ info )
656*
657* Multiply B by transpose of left bidiagonalizing vectors
658* (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
659*
660 CALL sormbr( 'Q', 'L', 'T', m, nrhs, n, a, lda, work( itauq ),
661 $ b, ldb, work( iwork ), lwork-iwork+1, info )
662*
663* Generate right bidiagonalizing vectors in A
664* (Workspace: need 4*M, prefer 3*M+M*NB)
665*
666 CALL sorgbr( 'P', m, n, m, a, lda, work( itaup ),
667 $ work( iwork ), lwork-iwork+1, info )
668 iwork = ie + m
669*
670* Perform bidiagonal QR iteration,
671* computing right singular vectors of A in A and
672* multiplying B by transpose of left singular vectors
673* (Workspace: need BDSPAC)
674*
675 CALL sbdsqr( 'L', m, n, 0, nrhs, s, work( ie ), a, lda, dum,
676 $ 1, b, ldb, work( iwork ), info )
677 IF( info.NE.0 )
678 $ GO TO 70
679*
680* Multiply B by reciprocals of singular values
681*
682 thr = max( rcond*s( 1 ), sfmin )
683 IF( rcond.LT.zero )
684 $ thr = max( eps*s( 1 ), sfmin )
685 rank = 0
686 DO 50 i = 1, m
687 IF( s( i ).GT.thr ) THEN
688 CALL srscl( nrhs, s( i ), b( i, 1 ), ldb )
689 rank = rank + 1
690 ELSE
691 CALL slaset( 'F', 1, nrhs, zero, zero, b( i, 1 ), ldb )
692 END IF
693 50 CONTINUE
694*
695* Multiply B by right singular vectors of A
696* (Workspace: need N, prefer N*NRHS)
697*
698 IF( lwork.GE.ldb*nrhs .AND. nrhs.GT.1 ) THEN
699 CALL sgemm( 'T', 'N', n, nrhs, m, one, a, lda, b, ldb, zero,
700 $ work, ldb )
701 CALL slacpy( 'F', n, nrhs, work, ldb, b, ldb )
702 ELSE IF( nrhs.GT.1 ) THEN
703 chunk = lwork / n
704 DO 60 i = 1, nrhs, chunk
705 bl = min( nrhs-i+1, chunk )
706 CALL sgemm( 'T', 'N', n, bl, m, one, a, lda, b( 1, i ),
707 $ ldb, zero, work, n )
708 CALL slacpy( 'F', n, bl, work, n, b( 1, i ), ldb )
709 60 CONTINUE
710 ELSE IF( nrhs.EQ.1 ) THEN
711 CALL sgemv( 'T', m, n, one, a, lda, b, 1, zero, work, 1 )
712 CALL scopy( n, work, 1, b, 1 )
713 END IF
714 END IF
715*
716* Undo scaling
717*
718 IF( iascl.EQ.1 ) THEN
719 CALL slascl( 'G', 0, 0, anrm, smlnum, n, nrhs, b, ldb, info )
720 CALL slascl( 'G', 0, 0, smlnum, anrm, minmn, 1, s, minmn,
721 $ info )
722 ELSE IF( iascl.EQ.2 ) THEN
723 CALL slascl( 'G', 0, 0, anrm, bignum, n, nrhs, b, ldb, info )
724 CALL slascl( 'G', 0, 0, bignum, anrm, minmn, 1, s, minmn,
725 $ info )
726 END IF
727 IF( ibscl.EQ.1 ) THEN
728 CALL slascl( 'G', 0, 0, smlnum, bnrm, n, nrhs, b, ldb, info )
729 ELSE IF( ibscl.EQ.2 ) THEN
730 CALL slascl( 'G', 0, 0, bignum, bnrm, n, nrhs, b, ldb, info )
731 END IF
732*
733 70 CONTINUE
734 work( 1 ) = sroundup_lwork(maxwrk)
735 RETURN
736*
737* End of SGELSS
738*
739 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine sbdsqr(uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c, ldc, work, info)
SBDSQR
Definition sbdsqr.f:240
subroutine scopy(n, sx, incx, sy, incy)
SCOPY
Definition scopy.f:82
subroutine sgebrd(m, n, a, lda, d, e, tauq, taup, work, lwork, info)
SGEBRD
Definition sgebrd.f:205
subroutine sgelqf(m, n, a, lda, tau, work, lwork, info)
SGELQF
Definition sgelqf.f:143
subroutine sgelss(m, n, nrhs, a, lda, b, ldb, s, rcond, rank, work, lwork, info)
SGELSS solves overdetermined or underdetermined systems for GE matrices
Definition sgelss.f:172
subroutine sgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
SGEMM
Definition sgemm.f:188
subroutine sgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
SGEMV
Definition sgemv.f:158
subroutine sgeqrf(m, n, a, lda, tau, work, lwork, info)
SGEQRF
Definition sgeqrf.f:146
subroutine slacpy(uplo, m, n, a, lda, b, ldb)
SLACPY copies all or part of one two-dimensional array to another.
Definition slacpy.f:103
subroutine slascl(type, kl, ku, cfrom, cto, m, n, a, lda, info)
SLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition slascl.f:143
subroutine slaset(uplo, m, n, alpha, beta, a, lda)
SLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition slaset.f:110
subroutine srscl(n, sa, sx, incx)
SRSCL multiplies a vector by the reciprocal of a real scalar.
Definition srscl.f:84
subroutine sorgbr(vect, m, n, k, a, lda, tau, work, lwork, info)
SORGBR
Definition sorgbr.f:157
subroutine sormbr(vect, side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork, info)
SORMBR
Definition sormbr.f:196
subroutine sormlq(side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork, info)
SORMLQ
Definition sormlq.f:168
subroutine sormqr(side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork, info)
SORMQR
Definition sormqr.f:168