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+ SUBROUTINE DGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
+ $ WORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, LDB, M, N, NRHS, RANK
+ DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * )
+* ..
+*
+* 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+* This routine is deprecated and has been replaced by routine DGELSY.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 ..
+ INTEGER IMAX, IMIN
+ PARAMETER ( IMAX = 1, IMIN = 2 )
+ DOUBLE PRECISION ZERO, ONE, DONE, NTDONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, DONE = ZERO,
+ $ NTDONE = ONE )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IASCL, IBSCL, ISMAX, ISMIN, J, K, MN
+ DOUBLE PRECISION ANRM, BIGNUM, BNRM, C1, C2, S1, S2, SMAX,
+ $ SMAXPR, SMIN, SMINPR, SMLNUM, T1, T2
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL DLAMCH, DLANGE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEQPF, DLAIC1, DLASCL, DLASET, DLATZM, DORM2R,
+ $ DTRSM, DTZRQF, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+ MN = MIN( M, N )
+ ISMIN = MN + 1
+ ISMAX = 2*MN + 1
+*
+* Test the input arguments.
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -5
+ ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN
+ INFO = -7
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGELSX', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( MIN( M, N, NRHS ).EQ.0 ) THEN
+ RANK = 0
+ RETURN
+ END IF
+*
+* Get machine parameters
+*
+ SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Scale A, B if max elements outside range [SMLNUM,BIGNUM]
+*
+ ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
+ IASCL = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
+ IASCL = 1
+ ELSE IF( ANRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
+ IASCL = 2
+ ELSE IF( ANRM.EQ.ZERO ) THEN
+*
+* Matrix all zero. Return zero solution.
+*
+ CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
+ RANK = 0
+ GO TO 100
+ END IF
+*
+ BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
+ IBSCL = 0
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 1
+ ELSE IF( BNRM.GT.BIGNUM ) THEN
+*
+* Scale matrix norm down to BIGNUM
+*
+ CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
+ IBSCL = 2
+ END IF
+*
+* Compute QR factorization with column pivoting of A:
+* A * P = Q * R
+*
+ CALL DGEQPF( M, N, A, LDA, JPVT, 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 ) = ONE
+ WORK( ISMAX ) = ONE
+ SMAX = ABS( A( 1, 1 ) )
+ SMIN = SMAX
+ IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN
+ RANK = 0
+ CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
+ GO TO 100
+ ELSE
+ RANK = 1
+ END IF
+*
+ 10 CONTINUE
+ IF( RANK.LT.MN ) THEN
+ I = RANK + 1
+ CALL DLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ),
+ $ A( I, I ), SMINPR, S1, C1 )
+ CALL DLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ),
+ $ A( I, I ), SMAXPR, S2, C2 )
+*
+ IF( SMAXPR*RCOND.LE.SMINPR ) THEN
+ DO 20 I = 1, RANK
+ WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 )
+ WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 )
+ 20 CONTINUE
+ WORK( ISMIN+RANK ) = C1
+ WORK( ISMAX+RANK ) = C2
+ SMIN = SMINPR
+ SMAX = SMAXPR
+ RANK = RANK + 1
+ GO TO 10
+ END IF
+ END IF
+*
+* Logically partition R = [ R11 R12 ]
+* [ 0 R22 ]
+* where R11 = R(1:RANK,1:RANK)
+*
+* [R11,R12] = [ T11, 0 ] * Y
+*
+ IF( RANK.LT.N )
+ $ CALL DTZRQF( RANK, N, A, 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)
+*
+ CALL DORM2R( 'Left', 'Transpose', M, NRHS, MN, A, LDA, WORK( 1 ),
+ $ B, LDB, WORK( 2*MN+1 ), INFO )
+*
+* workspace NRHS
+*
+* B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS)
+*
+ CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK,
+ $ NRHS, ONE, A, LDA, B, LDB )
+*
+ DO 40 I = RANK + 1, N
+ DO 30 J = 1, NRHS
+ B( I, J ) = ZERO
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS)
+*
+ IF( RANK.LT.N ) THEN
+ DO 50 I = 1, RANK
+ CALL DLATZM( 'Left', N-RANK+1, NRHS, A( I, RANK+1 ), LDA,
+ $ WORK( MN+I ), B( I, 1 ), B( RANK+1, 1 ), LDB,
+ $ WORK( 2*MN+1 ) )
+ 50 CONTINUE
+ END IF
+*
+* workspace NRHS
+*
+* B(1:N,1:NRHS) := P * B(1:N,1:NRHS)
+*
+ DO 90 J = 1, NRHS
+ DO 60 I = 1, N
+ WORK( 2*MN+I ) = NTDONE
+ 60 CONTINUE
+ DO 80 I = 1, N
+ IF( WORK( 2*MN+I ).EQ.NTDONE ) THEN
+ IF( JPVT( I ).NE.I ) THEN
+ K = I
+ T1 = B( K, J )
+ T2 = B( JPVT( K ), J )
+ 70 CONTINUE
+ B( JPVT( K ), J ) = T1
+ WORK( 2*MN+K ) = DONE
+ T1 = T2
+ K = JPVT( K )
+ T2 = B( JPVT( K ), J )
+ IF( JPVT( K ).NE.I )
+ $ GO TO 70
+ B( I, J ) = T1
+ WORK( 2*MN+K ) = DONE
+ END IF
+ END IF
+ 80 CONTINUE
+ 90 CONTINUE
+*
+* Undo scaling
+*
+ IF( IASCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ ELSE IF( IASCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ END IF
+ IF( IBSCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
+ ELSE IF( IBSCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
+ END IF
+*
+ 100 CONTINUE
+*
+ RETURN
+*
+* End of DGELSX
+*
+ END