summaryrefslogtreecommitdiff
path: root/2.3-1/src/fortran/lapack/zgelsy.f
diff options
context:
space:
mode:
authoryash11122017-07-07 21:20:49 +0530
committeryash11122017-07-07 21:20:49 +0530
commit9e5793a7b05b23e6044a6d7a9ddd5db39ba375f0 (patch)
treef50d6e06d8fe6bc1a9053ef10d4b4d857800ab51 /2.3-1/src/fortran/lapack/zgelsy.f
downloadScilab2C-9e5793a7b05b23e6044a6d7a9ddd5db39ba375f0.tar.gz
Scilab2C-9e5793a7b05b23e6044a6d7a9ddd5db39ba375f0.tar.bz2
Scilab2C-9e5793a7b05b23e6044a6d7a9ddd5db39ba375f0.zip
sci2c arduino updated
Diffstat (limited to '2.3-1/src/fortran/lapack/zgelsy.f')
-rw-r--r--2.3-1/src/fortran/lapack/zgelsy.f385
1 files changed, 385 insertions, 0 deletions
diff --git a/2.3-1/src/fortran/lapack/zgelsy.f b/2.3-1/src/fortran/lapack/zgelsy.f
new file mode 100644
index 00000000..95aece58
--- /dev/null
+++ b/2.3-1/src/fortran/lapack/zgelsy.f
@@ -0,0 +1,385 @@
+ SUBROUTINE ZGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
+ $ WORK, LWORK, RWORK, 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, LWORK, M, N, NRHS, RANK
+ DOUBLE PRECISION RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER JPVT( * )
+ DOUBLE PRECISION RWORK( * )
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGELSY computes the minimum-norm solution to a complex 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 unitary 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.
+*
+* This routine is basically identical to the original xGELSX except
+* three differences:
+* o The permutation of matrix B (the right hand side) is faster and
+* more simple.
+* o The call to the subroutine xGEQPF has been substituted by the
+* the call to the subroutine xGEQP3. This subroutine is a Blas-3
+* version of the QR factorization with column pivoting.
+* o Matrix B (the right hand side) is updated with Blas-3.
+*
+* 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) COMPLEX*16 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) COMPLEX*16 array, dimension (LDB,NRHS)
+* On entry, the M-by-NRHS right hand side matrix B.
+* On exit, the N-by-NRHS solution matrix X.
+*
+* 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 permuted
+* to the front of AP, otherwise column i is a free column.
+* 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/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK.
+* The unblocked strategy requires that:
+* LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS )
+* where MN = min(M,N).
+* The block algorithm requires that:
+* LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS )
+* where NB is an upper bound on the blocksize returned
+* by ILAENV for the routines ZGEQP3, ZTZRZF, CTZRQF, ZUNMQR,
+* and ZUNMRZ.
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
+* E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
+*
+* =====================================================================
+*
+* .. Parameters ..
+ INTEGER IMAX, IMIN
+ PARAMETER ( IMAX = 1, IMIN = 2 )
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ COMPLEX*16 CZERO, CONE
+ PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
+ $ CONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER I, IASCL, IBSCL, ISMAX, ISMIN, J, LWKOPT, MN,
+ $ NB, NB1, NB2, NB3, NB4
+ DOUBLE PRECISION ANRM, BIGNUM, BNRM, SMAX, SMAXPR, SMIN, SMINPR,
+ $ SMLNUM, WSIZE
+ COMPLEX*16 C1, C2, S1, S2
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLABAD, XERBLA, ZCOPY, ZGEQP3, ZLAIC1, ZLASCL,
+ $ ZLASET, ZTRSM, ZTZRZF, ZUNMQR, ZUNMRZ
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, ZLANGE
+ EXTERNAL ILAENV, DLAMCH, ZLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DCMPLX, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+ MN = MIN( M, N )
+ ISMIN = MN + 1
+ ISMAX = 2*MN + 1
+*
+* Test the input arguments.
+*
+ INFO = 0
+ NB1 = ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
+ NB2 = ILAENV( 1, 'ZGERQF', ' ', M, N, -1, -1 )
+ NB3 = ILAENV( 1, 'ZUNMQR', ' ', M, N, NRHS, -1 )
+ NB4 = ILAENV( 1, 'ZUNMRQ', ' ', M, N, NRHS, -1 )
+ NB = MAX( NB1, NB2, NB3, NB4 )
+ LWKOPT = MAX( 1, MN+2*N+NB*( N+1 ), 2*MN+NB*NRHS )
+ WORK( 1 ) = DCMPLX( LWKOPT )
+ LQUERY = ( LWORK.EQ.-1 )
+ 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
+ ELSE IF( LWORK.LT.( MN+MAX( 2*MN, N+1, MN+NRHS ) ) .AND. .NOT.
+ $ LQUERY ) THEN
+ INFO = -12
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZGELSY', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ 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 entries outside range [SMLNUM,BIGNUM]
+*
+ ANRM = ZLANGE( 'M', M, N, A, LDA, RWORK )
+ IASCL = 0
+ IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL ZLASCL( '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 ZLASCL( '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 ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
+ RANK = 0
+ GO TO 70
+ END IF
+*
+ BNRM = ZLANGE( 'M', M, NRHS, B, LDB, RWORK )
+ IBSCL = 0
+ IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
+*
+* Scale matrix norm up to SMLNUM
+*
+ CALL ZLASCL( '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 ZLASCL( '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 ZGEQP3( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ),
+ $ LWORK-MN, RWORK, INFO )
+ WSIZE = MN + DBLE( WORK( MN+1 ) )
+*
+* complex workspace: MN+NB*(N+1). real workspace 2*N.
+* Details of Householder rotations stored in WORK(1:MN).
+*
+* Determine RANK using incremental condition estimation
+*
+ WORK( ISMIN ) = CONE
+ WORK( ISMAX ) = CONE
+ SMAX = ABS( A( 1, 1 ) )
+ SMIN = SMAX
+ IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN
+ RANK = 0
+ CALL ZLASET( 'F', MAX( M, N ), NRHS, CZERO, CZERO, B, LDB )
+ GO TO 70
+ ELSE
+ RANK = 1
+ END IF
+*
+ 10 CONTINUE
+ IF( RANK.LT.MN ) THEN
+ I = RANK + 1
+ CALL ZLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ),
+ $ A( I, I ), SMINPR, S1, C1 )
+ CALL ZLAIC1( 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
+*
+* complex workspace: 3*MN.
+*
+* Logically partition R = [ R11 R12 ]
+* [ 0 R22 ]
+* where R11 = R(1:RANK,1:RANK)
+*
+* [R11,R12] = [ T11, 0 ] * Y
+*
+c IF( RANK.LT.N )
+c $ CALL ZTZRZF( RANK, N, A, LDA, WORK( MN+1 ), WORK( 2*MN+1 ),
+c $ LWORK-2*MN, INFO )
+*
+* complex workspace: 2*MN.
+* Details of Householder rotations stored in WORK(MN+1:2*MN)
+*
+* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS)
+*
+ CALL ZUNMQR( 'Left', 'Conjugate transpose', M, NRHS, MN, A, LDA,
+ $ WORK( 1 ), B, LDB, WORK( 2*MN+1 ), LWORK-2*MN, INFO )
+ WSIZE = MAX( WSIZE, 2*MN+DBLE( WORK( 2*MN+1 ) ) )
+*
+* complex workspace: 2*MN+NB*NRHS.
+*
+* B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS)
+*
+ CALL ZTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK,
+ $ NRHS, CONE, A, LDA, B, LDB )
+*
+ DO 40 J = 1, NRHS
+ DO 30 I = RANK + 1, N
+ B( I, J ) = CZERO
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS)
+*
+c IF( RANK.LT.N ) THEN
+c CALL ZUNMRZ( 'Left', 'Conjugate transpose', N, NRHS, RANK,
+c $ N-RANK, A, LDA, WORK( MN+1 ), B, LDB,
+c $ WORK( 2*MN+1 ), LWORK-2*MN, INFO )
+c END IF
+*
+* complex workspace: 2*MN+NRHS.
+*
+* B(1:N,1:NRHS) := P * B(1:N,1:NRHS)
+*
+ DO 60 J = 1, NRHS
+ DO 50 I = 1, N
+ WORK( JPVT( I ) ) = B( I, J )
+ 50 CONTINUE
+ CALL ZCOPY( N, WORK( 1 ), 1, B( 1, J ), 1 )
+ 60 CONTINUE
+*
+* complex workspace: N.
+*
+* Undo scaling
+*
+ IF( IASCL.EQ.1 ) THEN
+ CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
+ CALL ZLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ ELSE IF( IASCL.EQ.2 ) THEN
+ CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
+ CALL ZLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA,
+ $ INFO )
+ END IF
+ IF( IBSCL.EQ.1 ) THEN
+ CALL ZLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
+ ELSE IF( IBSCL.EQ.2 ) THEN
+ CALL ZLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
+ END IF
+*
+ 70 CONTINUE
+ WORK( 1 ) = DCMPLX( LWKOPT )
+*
+ RETURN
+*
+* End of ZGELSY
+*
+ END