LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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cgetsls.f
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1*> \brief \b CGETSLS
2*
3* Definition:
4* ===========
5*
6* SUBROUTINE CGETSLS( TRANS, M, N, NRHS, A, LDA, B, LDB,
7* $ WORK, LWORK, INFO )
8*
9* .. Scalar Arguments ..
10* CHARACTER TRANS
11* INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS
12* ..
13* .. Array Arguments ..
14* COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
15* ..
16*
17*
18*> \par Purpose:
19* =============
20*>
21*> \verbatim
22*>
23*> CGETSLS solves overdetermined or underdetermined complex linear systems
24*> involving an M-by-N matrix A, using a tall skinny QR or short wide LQ
25*> factorization of A. It is assumed that A has full rank.
26*>
27*>
28*>
29*> The following options are provided:
30*>
31*> 1. If TRANS = 'N' and m >= n: find the least squares solution of
32*> an overdetermined system, i.e., solve the least squares problem
33*> minimize || B - A*X ||.
34*>
35*> 2. If TRANS = 'N' and m < n: find the minimum norm solution of
36*> an underdetermined system A * X = B.
37*>
38*> 3. If TRANS = 'C' and m >= n: find the minimum norm solution of
39*> an undetermined system A**T * X = B.
40*>
41*> 4. If TRANS = 'C' and m < n: find the least squares solution of
42*> an overdetermined system, i.e., solve the least squares problem
43*> minimize || B - A**T * X ||.
44*>
45*> Several right hand side vectors b and solution vectors x can be
46*> handled in a single call; they are stored as the columns of the
47*> M-by-NRHS right hand side matrix B and the N-by-NRHS solution
48*> matrix X.
49*> \endverbatim
50*
51* Arguments:
52* ==========
53*
54*> \param[in] TRANS
55*> \verbatim
56*> TRANS is CHARACTER*1
57*> = 'N': the linear system involves A;
58*> = 'C': the linear system involves A**H.
59*> \endverbatim
60*>
61*> \param[in] M
62*> \verbatim
63*> M is INTEGER
64*> The number of rows of the matrix A. M >= 0.
65*> \endverbatim
66*>
67*> \param[in] N
68*> \verbatim
69*> N is INTEGER
70*> The number of columns of the matrix A. N >= 0.
71*> \endverbatim
72*>
73*> \param[in] NRHS
74*> \verbatim
75*> NRHS is INTEGER
76*> The number of right hand sides, i.e., the number of
77*> columns of the matrices B and X. NRHS >=0.
78*> \endverbatim
79*>
80*> \param[in,out] A
81*> \verbatim
82*> A is COMPLEX array, dimension (LDA,N)
83*> On entry, the M-by-N matrix A.
84*> On exit,
85*> A is overwritten by details of its QR or LQ
86*> factorization as returned by CGEQR or CGELQ.
87*> \endverbatim
88*>
89*> \param[in] LDA
90*> \verbatim
91*> LDA is INTEGER
92*> The leading dimension of the array A. LDA >= max(1,M).
93*> \endverbatim
94*>
95*> \param[in,out] B
96*> \verbatim
97*> B is COMPLEX array, dimension (LDB,NRHS)
98*> On entry, the matrix B of right hand side vectors, stored
99*> columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS
100*> if TRANS = 'C'.
101*> On exit, if INFO = 0, B is overwritten by the solution
102*> vectors, stored columnwise:
103*> if TRANS = 'N' and m >= n, rows 1 to n of B contain the least
104*> squares solution vectors.
105*> if TRANS = 'N' and m < n, rows 1 to N of B contain the
106*> minimum norm solution vectors;
107*> if TRANS = 'C' and m >= n, rows 1 to M of B contain the
108*> minimum norm solution vectors;
109*> if TRANS = 'C' and m < n, rows 1 to M of B contain the
110*> least squares solution vectors.
111*> \endverbatim
112*>
113*> \param[in] LDB
114*> \verbatim
115*> LDB is INTEGER
116*> The leading dimension of the array B. LDB >= MAX(1,M,N).
117*> \endverbatim
118*>
119*> \param[out] WORK
120*> \verbatim
121*> (workspace) COMPLEX array, dimension (MAX(1,LWORK))
122*> On exit, if INFO = 0, WORK(1) contains optimal (or either minimal
123*> or optimal, if query was assumed) LWORK.
124*> See LWORK for details.
125*> \endverbatim
126*>
127*> \param[in] LWORK
128*> \verbatim
129*> LWORK is INTEGER
130*> The dimension of the array WORK.
131*> If LWORK = -1 or -2, then a workspace query is assumed.
132*> If LWORK = -1, the routine calculates optimal size of WORK for the
133*> optimal performance and returns this value in WORK(1).
134*> If LWORK = -2, the routine calculates minimal size of WORK and
135*> returns this value in WORK(1).
136*> \endverbatim
137*>
138*> \param[out] INFO
139*> \verbatim
140*> INFO is INTEGER
141*> = 0: successful exit
142*> < 0: if INFO = -i, the i-th argument had an illegal value
143*> > 0: if INFO = i, the i-th diagonal element of the
144*> triangular factor of A is zero, so that A does not have
145*> full rank; the least squares solution could not be
146*> computed.
147*> \endverbatim
148*
149* Authors:
150* ========
151*
152*> \author Univ. of Tennessee
153*> \author Univ. of California Berkeley
154*> \author Univ. of Colorado Denver
155*> \author NAG Ltd.
156*
157*> \ingroup getsls
158*
159* =====================================================================
160 SUBROUTINE cgetsls( TRANS, M, N, NRHS, A, LDA, B, LDB,
161 $ WORK, LWORK, INFO )
162*
163* -- LAPACK driver routine --
164* -- LAPACK is a software package provided by Univ. of Tennessee, --
165* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
166*
167* .. Scalar Arguments ..
168 CHARACTER TRANS
169 INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS
170* ..
171* .. Array Arguments ..
172 COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
173*
174* ..
175*
176* =====================================================================
177*
178* .. Parameters ..
179 REAL ZERO, ONE
180 parameter( zero = 0.0e0, one = 1.0e0 )
181 COMPLEX CZERO
182 parameter( czero = ( 0.0e+0, 0.0e+0 ) )
183* ..
184* .. Local Scalars ..
185 LOGICAL LQUERY, TRAN
186 INTEGER I, IASCL, IBSCL, J, MAXMN, BROW,
187 $ scllen, tszo, tszm, lwo, lwm, lw1, lw2,
188 $ wsizeo, wsizem, info2
189 REAL ANRM, BIGNUM, BNRM, SMLNUM, DUM( 1 )
190 COMPLEX TQ( 5 ), WORKQ( 1 )
191* ..
192* .. External Functions ..
193 LOGICAL LSAME
194 REAL SLAMCH, CLANGE, SROUNDUP_LWORK
195 EXTERNAL lsame, slamch, clange, sroundup_lwork
196* ..
197* .. External Subroutines ..
198 EXTERNAL cgeqr, cgemqr, clascl, claset,
200* ..
201* .. Intrinsic Functions ..
202 INTRINSIC max, min, int
203* ..
204* .. Executable Statements ..
205*
206* Test the input arguments.
207*
208 info = 0
209 maxmn = max( m, n )
210 tran = lsame( trans, 'C' )
211*
212 lquery = ( lwork.EQ.-1 .OR. lwork.EQ.-2 )
213 IF( .NOT.( lsame( trans, 'N' ) .OR.
214 $ lsame( trans, 'C' ) ) ) THEN
215 info = -1
216 ELSE IF( m.LT.0 ) THEN
217 info = -2
218 ELSE IF( n.LT.0 ) THEN
219 info = -3
220 ELSE IF( nrhs.LT.0 ) THEN
221 info = -4
222 ELSE IF( lda.LT.max( 1, m ) ) THEN
223 info = -6
224 ELSE IF( ldb.LT.max( 1, m, n ) ) THEN
225 info = -8
226 END IF
227*
228 IF( info.EQ.0 ) THEN
229*
230* Determine the optimum and minimum LWORK
231*
232 IF( m.GE.n ) THEN
233 CALL cgeqr( m, n, a, lda, tq, -1, workq, -1, info2 )
234 tszo = int( tq( 1 ) )
235 lwo = int( workq( 1 ) )
236 CALL cgemqr( 'L', trans, m, nrhs, n, a, lda, tq,
237 $ tszo, b, ldb, workq, -1, info2 )
238 lwo = max( lwo, int( workq( 1 ) ) )
239 CALL cgeqr( m, n, a, lda, tq, -2, workq, -2, info2 )
240 tszm = int( tq( 1 ) )
241 lwm = int( workq( 1 ) )
242 CALL cgemqr( 'L', trans, m, nrhs, n, a, lda, tq,
243 $ tszm, b, ldb, workq, -1, info2 )
244 lwm = max( lwm, int( workq( 1 ) ) )
245 wsizeo = tszo + lwo
246 wsizem = tszm + lwm
247 ELSE
248 CALL cgelq( m, n, a, lda, tq, -1, workq, -1, info2 )
249 tszo = int( tq( 1 ) )
250 lwo = int( workq( 1 ) )
251 CALL cgemlq( 'L', trans, n, nrhs, m, a, lda, tq,
252 $ tszo, b, ldb, workq, -1, info2 )
253 lwo = max( lwo, int( workq( 1 ) ) )
254 CALL cgelq( m, n, a, lda, tq, -2, workq, -2, info2 )
255 tszm = int( tq( 1 ) )
256 lwm = int( workq( 1 ) )
257 CALL cgemlq( 'L', trans, n, nrhs, m, a, lda, tq,
258 $ tszm, b, ldb, workq, -1, info2 )
259 lwm = max( lwm, int( workq( 1 ) ) )
260 wsizeo = tszo + lwo
261 wsizem = tszm + lwm
262 END IF
263*
264 IF( ( lwork.LT.wsizem ).AND.( .NOT.lquery ) ) THEN
265 info = -10
266 END IF
267*
268 work( 1 ) = sroundup_lwork( wsizeo )
269*
270 END IF
271*
272 IF( info.NE.0 ) THEN
273 CALL xerbla( 'CGETSLS', -info )
274 RETURN
275 END IF
276 IF( lquery ) THEN
277 IF( lwork.EQ.-2 ) work( 1 ) = sroundup_lwork( wsizem )
278 RETURN
279 END IF
280 IF( lwork.LT.wsizeo ) THEN
281 lw1 = tszm
282 lw2 = lwm
283 ELSE
284 lw1 = tszo
285 lw2 = lwo
286 END IF
287*
288* Quick return if possible
289*
290 IF( min( m, n, nrhs ).EQ.0 ) THEN
291 CALL claset( 'FULL', max( m, n ), nrhs, czero, czero,
292 $ b, ldb )
293 RETURN
294 END IF
295*
296* Get machine parameters
297*
298 smlnum = slamch( 'S' ) / slamch( 'P' )
299 bignum = one / smlnum
300*
301* Scale A, B if max element outside range [SMLNUM,BIGNUM]
302*
303 anrm = clange( 'M', m, n, a, lda, dum )
304 iascl = 0
305 IF( anrm.GT.zero .AND. anrm.LT.smlnum ) THEN
306*
307* Scale matrix norm up to SMLNUM
308*
309 CALL clascl( 'G', 0, 0, anrm, smlnum, m, n, a, lda, info )
310 iascl = 1
311 ELSE IF( anrm.GT.bignum ) THEN
312*
313* Scale matrix norm down to BIGNUM
314*
315 CALL clascl( 'G', 0, 0, anrm, bignum, m, n, a, lda, info )
316 iascl = 2
317 ELSE IF( anrm.EQ.zero ) THEN
318*
319* Matrix all zero. Return zero solution.
320*
321 CALL claset( 'F', maxmn, nrhs, czero, czero, b, ldb )
322 GO TO 50
323 END IF
324*
325 brow = m
326 IF ( tran ) THEN
327 brow = n
328 END IF
329 bnrm = clange( 'M', brow, nrhs, b, ldb, dum )
330 ibscl = 0
331 IF( bnrm.GT.zero .AND. bnrm.LT.smlnum ) THEN
332*
333* Scale matrix norm up to SMLNUM
334*
335 CALL clascl( 'G', 0, 0, bnrm, smlnum, brow, nrhs, b, ldb,
336 $ info )
337 ibscl = 1
338 ELSE IF( bnrm.GT.bignum ) THEN
339*
340* Scale matrix norm down to BIGNUM
341*
342 CALL clascl( 'G', 0, 0, bnrm, bignum, brow, nrhs, b, ldb,
343 $ info )
344 ibscl = 2
345 END IF
346*
347 IF ( m.GE.n ) THEN
348*
349* compute QR factorization of A
350*
351 CALL cgeqr( m, n, a, lda, work( lw2+1 ), lw1,
352 $ work( 1 ), lw2, info )
353 IF ( .NOT.tran ) THEN
354*
355* Least-Squares Problem min || A * X - B ||
356*
357* B(1:M,1:NRHS) := Q**T * B(1:M,1:NRHS)
358*
359 CALL cgemqr( 'L' , 'C', m, nrhs, n, a, lda,
360 $ work( lw2+1 ), lw1, b, ldb, work( 1 ), lw2,
361 $ info )
362*
363* B(1:N,1:NRHS) := inv(R) * B(1:N,1:NRHS)
364*
365 CALL ctrtrs( 'U', 'N', 'N', n, nrhs,
366 $ a, lda, b, ldb, info )
367 IF( info.GT.0 ) THEN
368 RETURN
369 END IF
370 scllen = n
371 ELSE
372*
373* Overdetermined system of equations A**T * X = B
374*
375* B(1:N,1:NRHS) := inv(R**T) * B(1:N,1:NRHS)
376*
377 CALL ctrtrs( 'U', 'C', 'N', n, nrhs,
378 $ a, lda, b, ldb, info )
379*
380 IF( info.GT.0 ) THEN
381 RETURN
382 END IF
383*
384* B(N+1:M,1:NRHS) = CZERO
385*
386 DO 20 j = 1, nrhs
387 DO 10 i = n + 1, m
388 b( i, j ) = czero
389 10 CONTINUE
390 20 CONTINUE
391*
392* B(1:M,1:NRHS) := Q(1:N,:) * B(1:N,1:NRHS)
393*
394 CALL cgemqr( 'L', 'N', m, nrhs, n, a, lda,
395 $ work( lw2+1 ), lw1, b, ldb, work( 1 ), lw2,
396 $ info )
397*
398 scllen = m
399*
400 END IF
401*
402 ELSE
403*
404* Compute LQ factorization of A
405*
406 CALL cgelq( m, n, a, lda, work( lw2+1 ), lw1,
407 $ work( 1 ), lw2, info )
408*
409* workspace at least M, optimally M*NB.
410*
411 IF( .NOT.tran ) THEN
412*
413* underdetermined system of equations A * X = B
414*
415* B(1:M,1:NRHS) := inv(L) * B(1:M,1:NRHS)
416*
417 CALL ctrtrs( 'L', 'N', 'N', m, nrhs,
418 $ a, lda, b, ldb, info )
419*
420 IF( info.GT.0 ) THEN
421 RETURN
422 END IF
423*
424* B(M+1:N,1:NRHS) = 0
425*
426 DO 40 j = 1, nrhs
427 DO 30 i = m + 1, n
428 b( i, j ) = czero
429 30 CONTINUE
430 40 CONTINUE
431*
432* B(1:N,1:NRHS) := Q(1:N,:)**T * B(1:M,1:NRHS)
433*
434 CALL cgemlq( 'L', 'C', n, nrhs, m, a, lda,
435 $ work( lw2+1 ), lw1, b, ldb, work( 1 ), lw2,
436 $ info )
437*
438* workspace at least NRHS, optimally NRHS*NB
439*
440 scllen = n
441*
442 ELSE
443*
444* overdetermined system min || A**T * X - B ||
445*
446* B(1:N,1:NRHS) := Q * B(1:N,1:NRHS)
447*
448 CALL cgemlq( 'L', 'N', n, nrhs, m, a, lda,
449 $ work( lw2+1 ), lw1, b, ldb, work( 1 ), lw2,
450 $ info )
451*
452* workspace at least NRHS, optimally NRHS*NB
453*
454* B(1:M,1:NRHS) := inv(L**T) * B(1:M,1:NRHS)
455*
456 CALL ctrtrs( 'L', 'C', 'N', m, nrhs,
457 $ a, lda, b, ldb, info )
458*
459 IF( info.GT.0 ) THEN
460 RETURN
461 END IF
462*
463 scllen = m
464*
465 END IF
466*
467 END IF
468*
469* Undo scaling
470*
471 IF( iascl.EQ.1 ) THEN
472 CALL clascl( 'G', 0, 0, anrm, smlnum, scllen, nrhs, b, ldb,
473 $ info )
474 ELSE IF( iascl.EQ.2 ) THEN
475 CALL clascl( 'G', 0, 0, anrm, bignum, scllen, nrhs, b, ldb,
476 $ info )
477 END IF
478 IF( ibscl.EQ.1 ) THEN
479 CALL clascl( 'G', 0, 0, smlnum, bnrm, scllen, nrhs, b, ldb,
480 $ info )
481 ELSE IF( ibscl.EQ.2 ) THEN
482 CALL clascl( 'G', 0, 0, bignum, bnrm, scllen, nrhs, b, ldb,
483 $ info )
484 END IF
485*
486 50 CONTINUE
487 work( 1 ) = sroundup_lwork( tszo + lwo )
488 RETURN
489*
490* End of CGETSLS
491*
492 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine cgelq(m, n, a, lda, t, tsize, work, lwork, info)
CGELQ
Definition cgelq.f:174
subroutine cgemlq(side, trans, m, n, k, a, lda, t, tsize, c, ldc, work, lwork, info)
CGEMLQ
Definition cgemlq.f:172
subroutine cgemqr(side, trans, m, n, k, a, lda, t, tsize, c, ldc, work, lwork, info)
CGEMQR
Definition cgemqr.f:174
subroutine cgeqr(m, n, a, lda, t, tsize, work, lwork, info)
CGEQR
Definition cgeqr.f:176
subroutine cgetsls(trans, m, n, nrhs, a, lda, b, ldb, work, lwork, info)
CGETSLS
Definition cgetsls.f:162
subroutine clascl(type, kl, ku, cfrom, cto, m, n, a, lda, info)
CLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition clascl.f:143
subroutine claset(uplo, m, n, alpha, beta, a, lda)
CLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition claset.f:106
subroutine ctrtrs(uplo, trans, diag, n, nrhs, a, lda, b, ldb, info)
CTRTRS
Definition ctrtrs.f:140