170 SUBROUTINE dgelss( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
171 $ WORK, LWORK, INFO )
178 INTEGER INFO, , LDB, , M, N, NRHS,
179 DOUBLE PRECISION RCOND
182 DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
188 DOUBLE PRECISION , ONE
189 parameter( zero = 0.0d+0, one = 1.0d+0 )
193INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
194 $ itau, itaup, itauq, iwork, ldwork, maxmn,
199 DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
202 DOUBLE PRECISION DUM( 1 )
211 DOUBLE PRECISION DLAMCH, DLANGE
212 EXTERNAL ilaenv, dlamch, dlange
224 lquery = ( lwork.EQ.-1 )
227 ELSE IF( n.LT.0 )
THEN
229 ELSE IF( nrhs.LT.0 )
THEN
231 ELSE IF( lda.LT.
max( 1, m ) )
THEN
233 ELSE IF( ldb.LT.
max( 1, maxmn ) )
THEN
247 IF( minmn.GT.0 )
THEN
249 mnthr = ilaenv( 6,
'DGELSS',
' ', m, n, nrhs, -1 )
250 IF( m.GE.n .AND. m.GE.mnthr )
THEN
256 CALL dgeqrf( m, n, a, lda, dum(1), dum(1), -1, info )
259 CALL dormqr(
'L',
'T', m, nrhs, n, a, lda, dum(1), b,
260 $ ldb, dum(1), -1, info )
263 maxwrk =
max( maxwrk, n + lwork_dgeqrf )
264 maxwrk =
max( maxwrk, n + lwork_dormqr )
272 bdspac =
max( 1, 5*n )
274 CALL dgebrd( mm, n, a, lda, s, dum(1), dum(1),
275 $ dum(1), dum(1), -1, info )
278 CALL dormbr(
'Q',
'L',
'T', mm, nrhs, n, a, lda, dum(1),
279 $ b, ldb, dum(1), -1, info )
282 CALL dorgbr(
'P', n, n, n, a, lda, dum(1),
286 maxwrk =
max( maxwrk, 3*n + lwork_dgebrd )
287 maxwrk =
max( maxwrk, 3*n + lwork_dormbr )
288 maxwrk =
max( maxwrk, 3*n + lwork_dorgbr )
289 maxwrk =
max( maxwrk, bdspac )
290 maxwrk =
max( maxwrk, n*nrhs )
291 minwrk =
max( 3*n + mm, 3*n + nrhs, bdspac )
292 maxwrk =
max( minwrk, maxwrk )
298 bdspac =
max( 1, 5*m )
299 minwrk =
max( 3*m+nrhs, 3*m+n, bdspac )
300 IF( n.GE.mnthr )
THEN
306 CALL dgelqf( m, n, a, lda, dum(1), dum(1),
310 CALL dgebrd( m, m, a, lda, s, dum(1), dum(1),
311 $ dum(1), dum(1), -1, info )
314 CALL dormbr(
'Q',
'L',
'T', m, nrhs, n, a, lda,
315 $ dum(1), b, ldb, dum(1), -1, info )
318 CALL dorgbr(
'P', m, m, m, a, lda, dum(1),
322 CALL dormlq(
'L',
'T', n, nrhs, m, a, lda, dum(1),
323 $ b, ldb, dum(1), -1, info )
326 maxwrk = m + lwork_dgelqf
327 maxwrk =
max( maxwrk, m*m + 4*m + lwork_dgebrd )
328 maxwrk =
max( maxwrk, m*m + 4*m + lwork_dormbr )
329 maxwrk =
max( maxwrk, m*m + 4*m + lwork_dorgbr )
330 maxwrk =
max( maxwrk, m*m + m + bdspac )
332 maxwrk =
max( maxwrk, m*m + m + m*nrhs )
334 maxwrk =
max( maxwrk, m*m + 2*m )
336 maxwrk =
max( maxwrk, m + lwork_dormlq )
342 CALL dgebrd( m, n, a, lda, s, dum(1), dum(1),
343 $ dum(1), dum(1), -1, info )
346 CALL dormbr(
'Q',
'L',
'T', m, nrhs, m, a, lda,
347 $ dum(1), b, ldb, dum(1), -1, info )
350 CALL dorgbr(
'P', m, n, m, a, lda, dum(1),
353 maxwrk = 3*m + lwork_dgebrd
354 maxwrk =
max( maxwrk, 3*m + lwork_dormbr )
355 maxwrk =
max( maxwrk, 3*m + lwork_dorgbr )
356 maxwrk =
max( maxwrk, bdspac )
357 maxwrk =
max( maxwrk, n*nrhs )
360 maxwrk =
max( minwrk, maxwrk )
364 IF( lwork.LT.minwrk .AND. .NOT.lquery )
369 CALL xerbla(
'DGELSS', -info )
371 ELSE IF( lquery )
THEN
377 IF( m.EQ.0 .OR. n.EQ.0 )
THEN
385 sfmin = dlamch(
'S' )
387 bignum = one / smlnum
388 CALL dlabad( smlnum, bignum )
392 anrm = dlange(
'M', m, n, a, lda, work )
394 IF( anrm.GT.zero .AND. anrm.LT.smlnum )
THEN
398 CALL dlascl(
'G', 0, 0, anrm, smlnum, m, n, a, lda, info )
400 ELSE IF( anrm.GT.bignum )
THEN
404 CALL dlascl(
'G', 0, 0, anrm, bignum, m, n, a, lda, info )
406 ELSE IF( anrm.EQ.zero )
THEN
410 CALL dlaset(
'F',
max( m, n ), nrhs, zero, zero, b, ldb )
411 CALL dlaset(
'F', minmn, 1, zero, zero, s, minmn )
418 bnrm = dlange(
'M', m, nrhs, b, ldb, work )
420 IF( bnrm.GT.zero .AND. bnrm.LT.smlnum )
THEN
424 CALL dlascl(
'G', 0, 0, bnrm, smlnum, m, nrhs, b, ldb, info )
426 ELSE IF( bnrm.GT.bignum )
THEN
430 CALL dlascl(
'G', 0, 0, bnrm, bignum, m, nrhs, b, ldb, info )
441 IF( m.GE.mnthr )
THEN
452 CALL dgeqrf( m, n, a, lda, work( itau ), work( iwork ),
453 $ lwork-iwork+1, info )
458 CALL dormqr(
'L',
'T', m, nrhs, n, a, lda, work( itau ), b,
459 $ ldb, work( iwork ), lwork-iwork+1, info )
464 $
CALL dlaset(
'L', n-1, n-1, zero, zero, a( 2, 1 ), lda )
475 CALL dgebrd( mm, n, a, lda, s, work( ie ), work( itauq ),
476 $ work( itaup ), work( iwork ), lwork-iwork+1,
482 CALL dormbr(
'Q',
'L',
'T', mm, nrhs, n, a, lda, work( itauq ),
483 $ b, ldb, work( iwork ), lwork-iwork+1, info )
488 CALL dorgbr(
'P', n, n, n, a, lda, work( itaup ),
489 $ work( iwork ), lwork-iwork+1, info )
497 CALL dbdsqr(
'U', n, n, 0, nrhs, s, work( ie ), a, lda
498 $ 1, b, ldb, work( iwork ), info )
504 thr =
max( rcond*s( 1 ), sfmin )
506 $ thr =
max( eps*s( 1 ), sfmin )
509 IF( s( i ).GT.thr )
THEN
510 CALL drscl( nrhs, s( i ), b( i, 1 ), ldb )
513 CALL dlaset(
'F', 1, nrhs, zero, zero, b( i, 1 ), ldb )
520 IF( lwork.GE.ldb*nrhs .AND. nrhs.GT.1 )
THEN
521 CALL dgemm(
'T',
'N', n, nrhs, n, one, a, lda, b, ldb, zero,
523 CALL dlacpy(
'G', n, nrhs, work, ldb, b, ldb )
524 ELSE IF( nrhs.GT.1 )
THEN
526 DO 20 i = 1, nrhs, chunk
527 bl =
min( nrhs-i+1, chunk )
528 CALL dgemm(
'T',
'N', n, bl, n, one, a, lda, b( 1, i ),
529 $ ldb, zero, work, n )
530 CALL dlacpy(
'G', n, bl, work, n, b( 1, i ), ldb )
533 CALL dgemv(
'T', n, n, one, a, lda, b, 1, zero, work, 1 )
534 CALL dcopy( n, work, 1, b, 1 )
537 ELSE IF( n.GE.mnthr .AND. lwork.GE.4*m+m*m+
544 IF( lwork.GE.
max( 4*m+m*lda+
max( m, 2*m-4, nrhs, n-3*m ),
545 $ m*lda+m+m*nrhs ) )ldwork = lda
552 CALL dgelqf( m, n, a, lda, work( itau ), work( iwork ),
553 $ lwork-iwork+1, info )
558 CALL dlacpy(
'L', m, m, a, lda, work( il ), ldwork )
559 CALL dlaset(
'U', m-1, m-1, zero, zero, work( il+ldwork ),
569 CALL dgebrd( m, m, work( il ), ldwork, s, work( ie ),
570 $ work( itauq ), work( itaup ), work( iwork ),
571 $ lwork-iwork+1, info )
576 CALL dormbr(
'Q',
'L',
'T', m, nrhs, m, work( il ), ldwork,
577 $ work( itauq ), b, ldb, work( iwork ),
578 $ lwork-iwork+1, info )
583 CALL dorgbr(
'P', m, m, m, work( il ), ldwork, work( itaup ),
584 $ work( iwork ), lwork-iwork+1, info )
592 CALL dbdsqr(
'U', m, m, 0, nrhs, s, work( ie ), work( il ),
593 $ ldwork, a, lda, b, ldb, work( iwork ), info )
599 thr =
max( rcond*s( 1 ), sfmin )
601 $ thr =
max( eps*s( 1 ), sfmin )
604 IF( s( i ).GT.thr )
THEN
605 CALL drscl( nrhs, s( i ), b( i, 1 ), ldb )
608 CALL dlaset(
'F', 1, nrhs, zero, zero, b( i, 1 ), ldb )
616 IF( lwork.GE.ldb*nrhs+iwork-1 .AND. nrhs.GT.1 )
THEN
617 CALL dgemm(
'T',
'N', m, nrhs, m, one, work( il ), ldwork,
618 $ b, ldb, zero, work( iwork ), ldb )
619 CALL dlacpy(
'G', m, nrhs, work( iwork ), ldb, b, ldb )
620 ELSE IF( nrhs.GT.1 )
THEN
621 chunk = ( lwork-iwork+1 ) / m
622 DO 40 i = 1, nrhs, chunk
623 bl =
min( nrhs-i+1, chunk )
624 CALL dgemm(
'T',
'N', m, bl, m, one, work( il ), ldwork,
625 $ b( 1, i ), ldb, zero, work( iwork ), m )
626 CALL dlacpy(
'G', m, bl, work( iwork ), m, b( 1, i ),
630 CALL dgemv(
'T', m, m, one, work( il ), ldwork, b( 1, 1 ),
631 $ 1, zero, work( iwork ), 1 )
632 CALL dcopy( m, work( iwork ), 1, b( 1, 1 ), 1 )
637 CALL dlaset(
'F', n-m, nrhs, zero, zero, b( m+1, 1 ), ldb )
643 CALL dormlq(
'L',
'T', n, nrhs, m, a, lda, work( itau ), b,
644 $ ldb, work( iwork ), lwork-iwork+1, info )
658 CALL dgebrd( m, n, a, lda, s, work( ie ), work( itauq ),
659 $ work( itaup ), work( iwork ), lwork-iwork+1,
665 CALL dormbr(
'Q',
'L',
'T', m, nrhs, n, a, lda, work( itauq ),
666 $ b, ldb, work( iwork ), lwork-iwork+1, info )
671 CALL dorgbr(
'P', m, n, m, a, lda, work( itaup ),
672 $ work( iwork ), lwork-iwork+1, info )
680 CALL dbdsqr(
'L', m, n, 0, nrhs, s, work( ie ), a, lda, dum,
681 $ 1, b, ldb, work( iwork ), info )
687 thr =
max( rcond*s( 1 ), sfmin )
689 $ thr =
max( eps*s( 1 ), sfmin )
692 IF( s( i ).GT.thr )
THEN
693 CALL drscl( nrhs, s( i ), b( i, 1 ), ldb )
696 CALL dlaset(
'F', 1, nrhs, zero, zero, b( i, 1 ), ldb )
703 IF( lwork.GE.ldb*nrhs .AND. nrhs.GT.1 )
THEN
704 CALL dgemm(
'T',
'N', n, nrhs, m, one, a, lda, b, ldb, zero,
706 CALL dlacpy(
'F', n, nrhs, work, ldb, b, ldb )
707 ELSE IF( nrhs.GT.1 )
THEN
709 DO 60 i = 1, nrhs, chunk
710 bl =
min( nrhs-i+1, chunk )
711 CALL dgemm(
'T',
'N', n, bl, m, one, a, lda, b( 1, i ),
712 $ ldb, zero, work, n )
713 CALL dlacpy(
'F', n, bl, work, n, b( 1, i ), ldb )
716 CALL dgemv(
'T', m, n, one, a, lda, b, 1, zero, work, 1 )
717 CALL dcopy( n, work, 1, b, 1 )
723 IF( iascl.EQ.1 )
THEN
724 CALL dlascl(
'G', 0, 0, anrm, smlnum, n, nrhs, b, ldb, info )
725 CALL dlascl(
'G', 0, 0, smlnum, anrm, minmn, 1, s, minmn,
727 ELSE IF( iascl.EQ.2 )
THEN
728 CALL dlascl(
'G', 0, 0, anrm, bignum, n, nrhs, b, ldb, info )
729 CALL dlascl(
'G', 0, 0, bignum, anrm, minmn, 1, s, minmn,
732 IF( ibscl.EQ.1 )
THEN
733 CALL dlascl(
'G', 0, 0, smlnum, bnrm, n, nrhs, b, ldb, info )
734 ELSE IF( ibscl.EQ.2 )
THEN
735 CALL dlascl(
'G', 0, 0, bignum, bnrm, n, nrhs, b, ldb, info )