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authorSiddhesh Wani2015-05-25 14:46:31 +0530
committerSiddhesh Wani2015-05-25 14:46:31 +0530
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+ SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
+ $ WORK, LWORK, 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 ..
+ DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGELSS computes the minimum norm solution to a real linear least
+* squares problem:
+*
+* Minimize 2-norm(| b - A*x |).
+*
+* using the singular value decomposition (SVD) 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 effective rank of A is determined by treating as zero those
+* singular values which are less than RCOND times the largest singular
+* value.
+*
+* 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 the 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, the first min(m,n) rows of A are overwritten with
+* its right singular vectors, stored rowwise.
+*
+* 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, B is overwritten by 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,max(M,N)).
+*
+* S (output) DOUBLE PRECISION array, dimension (min(M,N))
+* The singular values of A in decreasing order.
+* The condition number of A in the 2-norm = S(1)/S(min(m,n)).
+*
+* RCOND (input) DOUBLE PRECISION
+* RCOND is used to determine the effective rank of A.
+* Singular values S(i) <= RCOND*S(1) are treated as zero.
+* If RCOND < 0, machine precision is used instead.
+*
+* RANK (output) INTEGER
+* The effective rank of A, i.e., the number of singular values
+* which are greater than RCOND*S(1).
+*
+* WORK (workspace/output) DOUBLE PRECISION 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. LWORK >= 1, and also:
+* LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
+* For good performance, LWORK should generally be larger.
+*
+* 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.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: the algorithm for computing the SVD failed to converge;
+* if INFO = i, i off-diagonal elements of an intermediate
+* bidiagonal form did not converge to zero.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
+ $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
+ $ MAXWRK, MINMN, MINWRK, MM, MNTHR
+ DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION VDUM( 1 )
+* ..
+* .. External Subroutines ..
+ EXTERNAL DBDSQR, DCOPY, DGEBRD, DGELQF, DGEMM, DGEMV,
+ $ DGEQRF, DLABAD, DLACPY, DLASCL, DLASET, DORGBR,
+ $ DORMBR, DORMLQ, DORMQR, DRSCL, XERBLA
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ DOUBLE PRECISION DLAMCH, DLANGE
+ EXTERNAL ILAENV, DLAMCH, DLANGE
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input arguments
+*
+ INFO = 0
+ MINMN = MIN( M, N )
+ MAXMN = MAX( M, N )
+ 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, MAXMN ) ) THEN
+ INFO = -7
+ END IF
+*
+* Compute workspace
+* (Note: Comments in the code beginning "Workspace:" describe the
+* minimal amount of workspace needed at that point in the code,
+* as well as the preferred amount for good performance.
+* NB refers to the optimal block size for the immediately
+* following subroutine, as returned by ILAENV.)
+*
+ IF( INFO.EQ.0 ) THEN
+ MINWRK = 1
+ MAXWRK = 1
+ IF( MINMN.GT.0 ) THEN
+ MM = M
+ MNTHR = ILAENV( 6, 'DGELSS', ' ', M, N, NRHS, -1 )
+ IF( M.GE.N .AND. M.GE.MNTHR ) THEN
+*
+* Path 1a - overdetermined, with many more rows than
+* columns
+*
+ MM = N
+ MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'DGEQRF', ' ', M,
+ $ N, -1, -1 ) )
+ MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'DORMQR', 'LT',
+ $ M, NRHS, N, -1 ) )
+ END IF
+ IF( M.GE.N ) THEN
+*
+* Path 1 - overdetermined or exactly determined
+*
+* Compute workspace needed for DBDSQR
+*
+ BDSPAC = MAX( 1, 5*N )
+ MAXWRK = MAX( MAXWRK, 3*N + ( MM + N )*ILAENV( 1,
+ $ 'DGEBRD', ' ', MM, N, -1, -1 ) )
+ MAXWRK = MAX( MAXWRK, 3*N + NRHS*ILAENV( 1, 'DORMBR',
+ $ 'QLT', MM, NRHS, N, -1 ) )
+ MAXWRK = MAX( MAXWRK, 3*N + ( N - 1 )*ILAENV( 1,
+ $ 'DORGBR', 'P', N, N, N, -1 ) )
+ MAXWRK = MAX( MAXWRK, BDSPAC )
+ MAXWRK = MAX( MAXWRK, N*NRHS )
+ MINWRK = MAX( 3*N + MM, 3*N + NRHS, BDSPAC )
+ MAXWRK = MAX( MINWRK, MAXWRK )
+ END IF
+ IF( N.GT.M ) THEN
+*
+* Compute workspace needed for DBDSQR
+*
+ BDSPAC = MAX( 1, 5*M )
+ MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC )
+ IF( N.GE.MNTHR ) THEN
+*
+* Path 2a - underdetermined, with many more columns
+* than rows
+*
+ MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1,
+ $ -1 )
+ MAXWRK = MAX( MAXWRK, M*M + 4*M + 2*M*ILAENV( 1,
+ $ 'DGEBRD', ' ', M, M, -1, -1 ) )
+ MAXWRK = MAX( MAXWRK, M*M + 4*M + NRHS*ILAENV( 1,
+ $ 'DORMBR', 'QLT', M, NRHS, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, M*M + 4*M +
+ $ ( M - 1 )*ILAENV( 1, 'DORGBR', 'P', M,
+ $ M, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, M*M + M + BDSPAC )
+ IF( NRHS.GT.1 ) THEN
+ MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
+ ELSE
+ MAXWRK = MAX( MAXWRK, M*M + 2*M )
+ END IF
+ MAXWRK = MAX( MAXWRK, M + NRHS*ILAENV( 1, 'DORMLQ',
+ $ 'LT', N, NRHS, M, -1 ) )
+ ELSE
+*
+* Path 2 - underdetermined
+*
+ MAXWRK = 3*M + ( N + M )*ILAENV( 1, 'DGEBRD', ' ', M,
+ $ N, -1, -1 )
+ MAXWRK = MAX( MAXWRK, 3*M + NRHS*ILAENV( 1, 'DORMBR',
+ $ 'QLT', M, NRHS, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, 3*M + M*ILAENV( 1, 'DORGBR',
+ $ 'P', M, N, M, -1 ) )
+ MAXWRK = MAX( MAXWRK, BDSPAC )
+ MAXWRK = MAX( MAXWRK, N*NRHS )
+ END IF
+ END IF
+ MAXWRK = MAX( MINWRK, MAXWRK )
+ END IF
+ WORK( 1 ) = MAXWRK
+*
+ IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
+ $ INFO = -12
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGELSS', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 ) THEN
+ RANK = 0
+ RETURN
+ END IF
+*
+* Get machine parameters
+*
+ EPS = DLAMCH( 'P' )
+ SFMIN = DLAMCH( 'S' )
+ SMLNUM = SFMIN / EPS
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* Scale A if max element 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 )
+ CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
+ RANK = 0
+ GO TO 70
+ END IF
+*
+* Scale B if max element outside range [SMLNUM,BIGNUM]
+*
+ 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
+*
+* Overdetermined case
+*
+ IF( M.GE.N ) THEN
+*
+* Path 1 - overdetermined or exactly determined
+*
+ MM = M
+ IF( M.GE.MNTHR ) THEN
+*
+* Path 1a - overdetermined, with many more rows than columns
+*
+ MM = N
+ ITAU = 1
+ IWORK = ITAU + N
+*
+* Compute A=Q*R
+* (Workspace: need 2*N, prefer N+N*NB)
+*
+ CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
+ $ LWORK-IWORK+1, INFO )
+*
+* Multiply B by transpose(Q)
+* (Workspace: need N+NRHS, prefer N+NRHS*NB)
+*
+ CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
+ $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
+*
+* Zero out below R
+*
+ IF( N.GT.1 )
+ $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
+ END IF
+*
+ IE = 1
+ ITAUQ = IE + N
+ ITAUP = ITAUQ + N
+ IWORK = ITAUP + N
+*
+* Bidiagonalize R in A
+* (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
+*
+ CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ INFO )
+*
+* Multiply B by transpose of left bidiagonalizing vectors of R
+* (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
+*
+ CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
+ $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
+*
+* Generate right bidiagonalizing vectors of R in A
+* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
+*
+ CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, INFO )
+ IWORK = IE + N
+*
+* Perform bidiagonal QR iteration
+* multiply B by transpose of left singular vectors
+* compute right singular vectors in A
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'U', N, N, 0, NRHS, S, WORK( IE ), A, LDA, VDUM,
+ $ 1, B, LDB, WORK( IWORK ), INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 70
+*
+* Multiply B by reciprocals of singular values
+*
+ THR = MAX( RCOND*S( 1 ), SFMIN )
+ IF( RCOND.LT.ZERO )
+ $ THR = MAX( EPS*S( 1 ), SFMIN )
+ RANK = 0
+ DO 10 I = 1, N
+ IF( S( I ).GT.THR ) THEN
+ CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
+ RANK = RANK + 1
+ ELSE
+ CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
+ END IF
+ 10 CONTINUE
+*
+* Multiply B by right singular vectors
+* (Workspace: need N, prefer N*NRHS)
+*
+ IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
+ CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, A, LDA, B, LDB, ZERO,
+ $ WORK, LDB )
+ CALL DLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
+ ELSE IF( NRHS.GT.1 ) THEN
+ CHUNK = LWORK / N
+ DO 20 I = 1, NRHS, CHUNK
+ BL = MIN( NRHS-I+1, CHUNK )
+ CALL DGEMM( 'T', 'N', N, BL, N, ONE, A, LDA, B( 1, I ),
+ $ LDB, ZERO, WORK, N )
+ CALL DLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
+ 20 CONTINUE
+ ELSE
+ CALL DGEMV( 'T', N, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
+ CALL DCOPY( N, WORK, 1, B, 1 )
+ END IF
+*
+ ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
+ $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
+*
+* Path 2a - underdetermined, with many more columns than rows
+* and sufficient workspace for an efficient algorithm
+*
+ LDWORK = M
+ IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
+ $ M*LDA+M+M*NRHS ) )LDWORK = LDA
+ ITAU = 1
+ IWORK = M + 1
+*
+* Compute A=L*Q
+* (Workspace: need 2*M, prefer M+M*NB)
+*
+ CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
+ $ LWORK-IWORK+1, INFO )
+ IL = IWORK
+*
+* Copy L to WORK(IL), zeroing out above it
+*
+ CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
+ CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
+ $ LDWORK )
+ IE = IL + LDWORK*M
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize L in WORK(IL)
+* (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
+*
+ CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
+ $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
+ $ LWORK-IWORK+1, INFO )
+*
+* Multiply B by transpose of left bidiagonalizing vectors of L
+* (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
+*
+ CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
+ $ WORK( ITAUQ ), B, LDB, WORK( IWORK ),
+ $ LWORK-IWORK+1, INFO )
+*
+* Generate right bidiagonalizing vectors of R in WORK(IL)
+* (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB)
+*
+ CALL DORGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, INFO )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration,
+* computing right singular vectors of L in WORK(IL) and
+* multiplying B by transpose of left singular vectors
+* (Workspace: need M*M+M+BDSPAC)
+*
+ CALL DBDSQR( 'U', M, M, 0, NRHS, S, WORK( IE ), WORK( IL ),
+ $ LDWORK, A, LDA, B, LDB, WORK( IWORK ), INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 70
+*
+* Multiply B by reciprocals of singular values
+*
+ THR = MAX( RCOND*S( 1 ), SFMIN )
+ IF( RCOND.LT.ZERO )
+ $ THR = MAX( EPS*S( 1 ), SFMIN )
+ RANK = 0
+ DO 30 I = 1, M
+ IF( S( I ).GT.THR ) THEN
+ CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
+ RANK = RANK + 1
+ ELSE
+ CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
+ END IF
+ 30 CONTINUE
+ IWORK = IE
+*
+* Multiply B by right singular vectors of L in WORK(IL)
+* (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS)
+*
+ IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
+ CALL DGEMM( 'T', 'N', M, NRHS, M, ONE, WORK( IL ), LDWORK,
+ $ B, LDB, ZERO, WORK( IWORK ), LDB )
+ CALL DLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
+ ELSE IF( NRHS.GT.1 ) THEN
+ CHUNK = ( LWORK-IWORK+1 ) / M
+ DO 40 I = 1, NRHS, CHUNK
+ BL = MIN( NRHS-I+1, CHUNK )
+ CALL DGEMM( 'T', 'N', M, BL, M, ONE, WORK( IL ), LDWORK,
+ $ B( 1, I ), LDB, ZERO, WORK( IWORK ), M )
+ CALL DLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
+ $ LDB )
+ 40 CONTINUE
+ ELSE
+ CALL DGEMV( 'T', M, M, ONE, WORK( IL ), LDWORK, B( 1, 1 ),
+ $ 1, ZERO, WORK( IWORK ), 1 )
+ CALL DCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
+ END IF
+*
+* Zero out below first M rows of B
+*
+ CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
+ IWORK = ITAU + M
+*
+* Multiply transpose(Q) by B
+* (Workspace: need M+NRHS, prefer M+NRHS*NB)
+*
+ CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
+ $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
+*
+ ELSE
+*
+* Path 2 - remaining underdetermined cases
+*
+ IE = 1
+ ITAUQ = IE + M
+ ITAUP = ITAUQ + M
+ IWORK = ITAUP + M
+*
+* Bidiagonalize A
+* (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
+*
+ CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
+ $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
+ $ INFO )
+*
+* Multiply B by transpose of left bidiagonalizing vectors
+* (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
+*
+ CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
+ $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
+*
+* Generate right bidiagonalizing vectors in A
+* (Workspace: need 4*M, prefer 3*M+M*NB)
+*
+ CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
+ $ WORK( IWORK ), LWORK-IWORK+1, INFO )
+ IWORK = IE + M
+*
+* Perform bidiagonal QR iteration,
+* computing right singular vectors of A in A and
+* multiplying B by transpose of left singular vectors
+* (Workspace: need BDSPAC)
+*
+ CALL DBDSQR( 'L', M, N, 0, NRHS, S, WORK( IE ), A, LDA, VDUM,
+ $ 1, B, LDB, WORK( IWORK ), INFO )
+ IF( INFO.NE.0 )
+ $ GO TO 70
+*
+* Multiply B by reciprocals of singular values
+*
+ THR = MAX( RCOND*S( 1 ), SFMIN )
+ IF( RCOND.LT.ZERO )
+ $ THR = MAX( EPS*S( 1 ), SFMIN )
+ RANK = 0
+ DO 50 I = 1, M
+ IF( S( I ).GT.THR ) THEN
+ CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
+ RANK = RANK + 1
+ ELSE
+ CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
+ END IF
+ 50 CONTINUE
+*
+* Multiply B by right singular vectors of A
+* (Workspace: need N, prefer N*NRHS)
+*
+ IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
+ CALL DGEMM( 'T', 'N', N, NRHS, M, ONE, A, LDA, B, LDB, ZERO,
+ $ WORK, LDB )
+ CALL DLACPY( 'F', N, NRHS, WORK, LDB, B, LDB )
+ ELSE IF( NRHS.GT.1 ) THEN
+ CHUNK = LWORK / N
+ DO 60 I = 1, NRHS, CHUNK
+ BL = MIN( NRHS-I+1, CHUNK )
+ CALL DGEMM( 'T', 'N', N, BL, M, ONE, A, LDA, B( 1, I ),
+ $ LDB, ZERO, WORK, N )
+ CALL DLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
+ 60 CONTINUE
+ ELSE
+ CALL DGEMV( 'T', M, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
+ CALL DCOPY( N, WORK, 1, B, 1 )
+ END IF
+ END IF
+*
+* Undo scaling
+*
+ IF( IASCL.EQ.1 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
+ $ INFO )
+ ELSE IF( IASCL.EQ.2 ) THEN
+ CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
+ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
+ $ 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
+*
+ 70 CONTINUE
+ WORK( 1 ) = MAXWRK
+ RETURN
+*
+* End of DGELSS
+*
+ END