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authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
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Moving lapack to right place
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- SUBROUTINE DGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, 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 ..
- INTEGER JPVT( * )
- DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * )
-* ..
-*
-* Purpose
-* =======
-*
-* DGELSY 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.
-*
-* This routine is basically identical to the original xGELSX except
-* three differences:
-* 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.
-* o The permutation of matrix B (the right hand side) is faster and
-* more simple.
-*
-* 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.
-*
-* 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 AP
-* 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) 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.
-* The unblocked strategy requires that:
-* LWORK >= MAX( MN+3*N+1, 2*MN+NRHS ),
-* where MN = min( M, N ).
-* The block algorithm requires that:
-* LWORK >= MAX( MN+2*N+NB*(N+1), 2*MN+NB*NRHS ),
-* where NB is an upper bound on the blocksize returned
-* by ILAENV for the routines DGEQP3, DTZRZF, STZRQF, DORMQR,
-* and DORMRZ.
-*
-* 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.
-*
-* 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 )
-* ..
-* .. Local Scalars ..
- LOGICAL LQUERY
- INTEGER I, IASCL, IBSCL, ISMAX, ISMIN, J, LWKMIN,
- $ LWKOPT, MN, NB, NB1, NB2, NB3, NB4
- DOUBLE PRECISION ANRM, BIGNUM, BNRM, C1, C2, S1, S2, SMAX,
- $ SMAXPR, SMIN, SMINPR, SMLNUM, WSIZE
-* ..
-* .. External Functions ..
- INTEGER ILAENV
- DOUBLE PRECISION DLAMCH, DLANGE
- EXTERNAL ILAENV, DLAMCH, DLANGE
-* ..
-* .. External Subroutines ..
- EXTERNAL DCOPY, DGEQP3, DLABAD, DLAIC1, DLASCL, DLASET,
- $ DORMQR, DORMRZ, DTRSM, DTZRZF, 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
- 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
- END IF
-*
-* Figure out optimal block size
-*
- IF( INFO.EQ.0 ) THEN
- IF( MN.EQ.0 .OR. NRHS.EQ.0 ) THEN
- LWKMIN = 1
- LWKOPT = 1
- ELSE
- NB1 = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
- NB2 = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
- NB3 = ILAENV( 1, 'DORMQR', ' ', M, N, NRHS, -1 )
- NB4 = ILAENV( 1, 'DORMRQ', ' ', M, N, NRHS, -1 )
- NB = MAX( NB1, NB2, NB3, NB4 )
- LWKMIN = MN + MAX( 2*MN, N + 1, MN + NRHS )
- LWKOPT = MAX( LWKMIN,
- $ MN + 2*N + NB*( N + 1 ), 2*MN + NB*NRHS )
- END IF
- WORK( 1 ) = LWKOPT
-*
- IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
- INFO = -12
- END IF
- END IF
-*
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DGELSY', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- END IF
-*
-* Quick return if possible
-*
- IF( MN.EQ.0 .OR. 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 = 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 70
- 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 DGEQP3( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ),
- $ LWORK-MN, INFO )
- WSIZE = MN + WORK( MN+1 )
-*
-* workspace: MN+2*N+NB*(N+1).
-* 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 70
- 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
-*
-* workspace: 3*MN.
-*
-* Logically partition R = [ R11 R12 ]
-* [ 0 R22 ]
-* where R11 = R(1:RANK,1:RANK)
-*
-* [R11,R12] = [ T11, 0 ] * Y
-*
- IF( RANK.LT.N )
- $ CALL DTZRZF( RANK, N, A, LDA, WORK( MN+1 ), WORK( 2*MN+1 ),
- $ LWORK-2*MN, INFO )
-*
-* 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 DORMQR( 'Left', 'Transpose', M, NRHS, MN, A, LDA, WORK( 1 ),
- $ B, LDB, WORK( 2*MN+1 ), LWORK-2*MN, INFO )
- WSIZE = MAX( WSIZE, 2*MN+WORK( 2*MN+1 ) )
-*
-* workspace: 2*MN+NB*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 J = 1, NRHS
- DO 30 I = RANK + 1, N
- B( I, J ) = ZERO
- 30 CONTINUE
- 40 CONTINUE
-*
-* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS)
-*
- IF( RANK.LT.N ) THEN
- CALL DORMRZ( 'Left', 'Transpose', N, NRHS, RANK, N-RANK, A,
- $ LDA, WORK( MN+1 ), B, LDB, WORK( 2*MN+1 ),
- $ LWORK-2*MN, INFO )
- END IF
-*
-* 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 DCOPY( N, WORK( 1 ), 1, B( 1, J ), 1 )
- 60 CONTINUE
-*
-* workspace: N.
-*
-* 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
-*
- 70 CONTINUE
- WORK( 1 ) = LWKOPT
-*
- RETURN
-*
-* End of DGELSY
-*
- END