mirror of
https://github.com/opencv/opencv.git
synced 2024-11-25 19:50:38 +08:00
700 lines
22 KiB
C
700 lines
22 KiB
C
/* sgelsd.f -- translated by f2c (version 20061008).
|
|
You must link the resulting object file with libf2c:
|
|
on Microsoft Windows system, link with libf2c.lib;
|
|
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
|
|
or, if you install libf2c.a in a standard place, with -lf2c -lm
|
|
-- in that order, at the end of the command line, as in
|
|
cc *.o -lf2c -lm
|
|
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
|
|
|
|
http://www.netlib.org/f2c/libf2c.zip
|
|
*/
|
|
|
|
#include "clapack.h"
|
|
|
|
|
|
/* Table of constant values */
|
|
|
|
static integer c__9 = 9;
|
|
static integer c__0 = 0;
|
|
static integer c__6 = 6;
|
|
static integer c_n1 = -1;
|
|
static integer c__1 = 1;
|
|
static real c_b81 = 0.f;
|
|
|
|
/* Subroutine */ int sgelsd_(integer *m, integer *n, integer *nrhs, real *a,
|
|
integer *lda, real *b, integer *ldb, real *s, real *rcond, integer *
|
|
rank, real *work, integer *lwork, integer *iwork, integer *info)
|
|
{
|
|
/* System generated locals */
|
|
integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
|
|
|
|
/* Builtin functions */
|
|
double log(doublereal);
|
|
|
|
/* Local variables */
|
|
integer ie, il, mm;
|
|
real eps, anrm, bnrm;
|
|
integer itau, nlvl, iascl, ibscl;
|
|
real sfmin;
|
|
integer minmn, maxmn, itaup, itauq, mnthr, nwork;
|
|
extern /* Subroutine */ int slabad_(real *, real *), sgebrd_(integer *,
|
|
integer *, real *, integer *, real *, real *, real *, real *,
|
|
real *, integer *, integer *);
|
|
extern doublereal slamch_(char *), slange_(char *, integer *,
|
|
integer *, real *, integer *, real *);
|
|
extern /* Subroutine */ int xerbla_(char *, integer *);
|
|
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
|
|
integer *, integer *);
|
|
real bignum;
|
|
extern /* Subroutine */ int sgelqf_(integer *, integer *, real *, integer
|
|
*, real *, real *, integer *, integer *), slalsd_(char *, integer
|
|
*, integer *, integer *, real *, real *, real *, integer *, real *
|
|
, integer *, real *, integer *, integer *), slascl_(char *
|
|
, integer *, integer *, real *, real *, integer *, integer *,
|
|
real *, integer *, integer *);
|
|
integer wlalsd;
|
|
extern /* Subroutine */ int sgeqrf_(integer *, integer *, real *, integer
|
|
*, real *, real *, integer *, integer *), slacpy_(char *, integer
|
|
*, integer *, real *, integer *, real *, integer *),
|
|
slaset_(char *, integer *, integer *, real *, real *, real *,
|
|
integer *);
|
|
integer ldwork;
|
|
extern /* Subroutine */ int sormbr_(char *, char *, char *, integer *,
|
|
integer *, integer *, real *, integer *, real *, real *, integer *
|
|
, real *, integer *, integer *);
|
|
integer liwork, minwrk, maxwrk;
|
|
real smlnum;
|
|
extern /* Subroutine */ int sormlq_(char *, char *, integer *, integer *,
|
|
integer *, real *, integer *, real *, real *, integer *, real *,
|
|
integer *, integer *);
|
|
logical lquery;
|
|
integer smlsiz;
|
|
extern /* Subroutine */ int sormqr_(char *, char *, integer *, integer *,
|
|
integer *, real *, integer *, real *, real *, integer *, real *,
|
|
integer *, integer *);
|
|
|
|
|
|
/* -- LAPACK driver routine (version 3.2) -- */
|
|
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
|
|
/* November 2006 */
|
|
|
|
/* .. Scalar Arguments .. */
|
|
/* .. */
|
|
/* .. Array Arguments .. */
|
|
/* .. */
|
|
|
|
/* Purpose */
|
|
/* ======= */
|
|
|
|
/* SGELSD 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 problem is solved in three steps: */
|
|
/* (1) Reduce the coefficient matrix A to bidiagonal form with */
|
|
/* Householder transformations, reducing the original problem */
|
|
/* into a "bidiagonal least squares problem" (BLS) */
|
|
/* (2) Solve the BLS using a divide and conquer approach. */
|
|
/* (3) Apply back all the Householder tranformations to solve */
|
|
/* the original least squares problem. */
|
|
|
|
/* The effective rank of A is determined by treating as zero those */
|
|
/* singular values which are less than RCOND times the largest singular */
|
|
/* value. */
|
|
|
|
/* The divide and conquer algorithm makes very mild assumptions about */
|
|
/* floating point arithmetic. It will work on machines with a guard */
|
|
/* digit in add/subtract, or on those binary machines without guard */
|
|
/* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or */
|
|
/* Cray-2. It could conceivably fail on hexadecimal or decimal machines */
|
|
/* without guard digits, but we know of none. */
|
|
|
|
/* Arguments */
|
|
/* ========= */
|
|
|
|
/* M (input) INTEGER */
|
|
/* The number of rows of A. M >= 0. */
|
|
|
|
/* N (input) INTEGER */
|
|
/* The number of columns of 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) REAL array, dimension (LDA,N) */
|
|
/* On entry, the M-by-N matrix A. */
|
|
/* On exit, A has been destroyed. */
|
|
|
|
/* LDA (input) INTEGER */
|
|
/* The leading dimension of the array A. LDA >= max(1,M). */
|
|
|
|
/* B (input/output) REAL 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) REAL 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) REAL */
|
|
/* 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) REAL 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 must be at least 1. */
|
|
/* The exact minimum amount of workspace needed depends on M, */
|
|
/* N and NRHS. As long as LWORK is at least */
|
|
/* 12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2, */
|
|
/* if M is greater than or equal to N or */
|
|
/* 12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2, */
|
|
/* if M is less than N, the code will execute correctly. */
|
|
/* SMLSIZ is returned by ILAENV and is equal to the maximum */
|
|
/* size of the subproblems at the bottom of the computation */
|
|
/* tree (usually about 25), and */
|
|
/* NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 ) */
|
|
/* 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 array WORK and the */
|
|
/* minimum size of the array IWORK, and returns these values as */
|
|
/* the first entries of the WORK and IWORK arrays, and no error */
|
|
/* message related to LWORK is issued by XERBLA. */
|
|
|
|
/* IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK)) */
|
|
/* LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN), */
|
|
/* where MINMN = MIN( M,N ). */
|
|
/* On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK. */
|
|
|
|
/* 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. */
|
|
|
|
/* Further Details */
|
|
/* =============== */
|
|
|
|
/* Based on contributions by */
|
|
/* Ming Gu and Ren-Cang Li, Computer Science Division, University of */
|
|
/* California at Berkeley, USA */
|
|
/* Osni Marques, LBNL/NERSC, USA */
|
|
|
|
/* ===================================================================== */
|
|
|
|
/* .. Parameters .. */
|
|
/* .. */
|
|
/* .. Local Scalars .. */
|
|
/* .. */
|
|
/* .. External Subroutines .. */
|
|
/* .. */
|
|
/* .. External Functions .. */
|
|
/* .. */
|
|
/* .. Intrinsic Functions .. */
|
|
/* .. */
|
|
/* .. Executable Statements .. */
|
|
|
|
/* Test the input arguments. */
|
|
|
|
/* Parameter adjustments */
|
|
a_dim1 = *lda;
|
|
a_offset = 1 + a_dim1;
|
|
a -= a_offset;
|
|
b_dim1 = *ldb;
|
|
b_offset = 1 + b_dim1;
|
|
b -= b_offset;
|
|
--s;
|
|
--work;
|
|
--iwork;
|
|
|
|
/* Function Body */
|
|
*info = 0;
|
|
minmn = min(*m,*n);
|
|
maxmn = max(*m,*n);
|
|
lquery = *lwork == -1;
|
|
if (*m < 0) {
|
|
*info = -1;
|
|
} else if (*n < 0) {
|
|
*info = -2;
|
|
} else if (*nrhs < 0) {
|
|
*info = -3;
|
|
} else if (*lda < max(1,*m)) {
|
|
*info = -5;
|
|
} else if (*ldb < max(1,maxmn)) {
|
|
*info = -7;
|
|
}
|
|
|
|
/* 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 == 0) {
|
|
minwrk = 1;
|
|
maxwrk = 1;
|
|
liwork = 1;
|
|
if (minmn > 0) {
|
|
smlsiz = ilaenv_(&c__9, "SGELSD", " ", &c__0, &c__0, &c__0, &c__0);
|
|
mnthr = ilaenv_(&c__6, "SGELSD", " ", m, n, nrhs, &c_n1);
|
|
/* Computing MAX */
|
|
i__1 = (integer) (log((real) minmn / (real) (smlsiz + 1)) / log(
|
|
2.f)) + 1;
|
|
nlvl = max(i__1,0);
|
|
liwork = minmn * 3 * nlvl + minmn * 11;
|
|
mm = *m;
|
|
if (*m >= *n && *m >= mnthr) {
|
|
|
|
/* Path 1a - overdetermined, with many more rows than */
|
|
/* columns. */
|
|
|
|
mm = *n;
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n + *n * ilaenv_(&c__1, "SGEQRF",
|
|
" ", m, n, &c_n1, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n + *nrhs * ilaenv_(&c__1, "SORMQR",
|
|
"LT", m, nrhs, n, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
}
|
|
if (*m >= *n) {
|
|
|
|
/* Path 1 - overdetermined or exactly determined. */
|
|
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * 3 + (mm + *n) * ilaenv_(&c__1,
|
|
"SGEBRD", " ", &mm, n, &c_n1, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * 3 + *nrhs * ilaenv_(&c__1, "SORMBR"
|
|
, "QLT", &mm, nrhs, n, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * 3 + (*n - 1) * ilaenv_(&c__1,
|
|
"SORMBR", "PLN", n, nrhs, n, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing 2nd power */
|
|
i__1 = smlsiz + 1;
|
|
wlalsd = *n * 9 + (*n << 1) * smlsiz + (*n << 3) * nlvl + *n *
|
|
*nrhs + i__1 * i__1;
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *n * 3 + wlalsd;
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = *n * 3 + mm, i__2 = *n * 3 + *nrhs, i__1 = max(i__1,
|
|
i__2), i__2 = *n * 3 + wlalsd;
|
|
minwrk = max(i__1,i__2);
|
|
}
|
|
if (*n > *m) {
|
|
/* Computing 2nd power */
|
|
i__1 = smlsiz + 1;
|
|
wlalsd = *m * 9 + (*m << 1) * smlsiz + (*m << 3) * nlvl + *m *
|
|
*nrhs + i__1 * i__1;
|
|
if (*n >= mnthr) {
|
|
|
|
/* Path 2a - underdetermined, with many more columns */
|
|
/* than rows. */
|
|
|
|
maxwrk = *m + *m * ilaenv_(&c__1, "SGELQF", " ", m, n, &
|
|
c_n1, &c_n1);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m << 1) *
|
|
ilaenv_(&c__1, "SGEBRD", " ", m, m, &c_n1, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + *nrhs *
|
|
ilaenv_(&c__1, "SORMBR", "QLT", m, nrhs, m, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m - 1) *
|
|
ilaenv_(&c__1, "SORMBR", "PLN", m, nrhs, m, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
if (*nrhs > 1) {
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + *m + *m * *nrhs;
|
|
maxwrk = max(i__1,i__2);
|
|
} else {
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 1);
|
|
maxwrk = max(i__1,i__2);
|
|
}
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m + *nrhs * ilaenv_(&c__1, "SORMLQ"
|
|
, "LT", n, nrhs, m, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + wlalsd;
|
|
maxwrk = max(i__1,i__2);
|
|
/* XXX: Ensure the Path 2a case below is triggered. The workspace */
|
|
/* calculation should use queries for all routines eventually. */
|
|
/* Computing MAX */
|
|
/* Computing MAX */
|
|
i__3 = *m, i__4 = (*m << 1) - 4, i__3 = max(i__3,i__4),
|
|
i__3 = max(i__3,*nrhs), i__4 = *n - *m * 3;
|
|
i__1 = maxwrk, i__2 = (*m << 2) + *m * *m + max(i__3,i__4)
|
|
;
|
|
maxwrk = max(i__1,i__2);
|
|
} else {
|
|
|
|
/* Path 2 - remaining underdetermined cases. */
|
|
|
|
maxwrk = *m * 3 + (*n + *m) * ilaenv_(&c__1, "SGEBRD",
|
|
" ", m, n, &c_n1, &c_n1);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * 3 + *nrhs * ilaenv_(&c__1,
|
|
"SORMBR", "QLT", m, nrhs, n, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * 3 + *m * ilaenv_(&c__1, "SORM"
|
|
"BR", "PLN", n, nrhs, m, &c_n1);
|
|
maxwrk = max(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = maxwrk, i__2 = *m * 3 + wlalsd;
|
|
maxwrk = max(i__1,i__2);
|
|
}
|
|
/* Computing MAX */
|
|
i__1 = *m * 3 + *nrhs, i__2 = *m * 3 + *m, i__1 = max(i__1,
|
|
i__2), i__2 = *m * 3 + wlalsd;
|
|
minwrk = max(i__1,i__2);
|
|
}
|
|
}
|
|
minwrk = min(minwrk,maxwrk);
|
|
work[1] = (real) maxwrk;
|
|
iwork[1] = liwork;
|
|
|
|
if (*lwork < minwrk && ! lquery) {
|
|
*info = -12;
|
|
}
|
|
}
|
|
|
|
if (*info != 0) {
|
|
i__1 = -(*info);
|
|
xerbla_("SGELSD", &i__1);
|
|
return 0;
|
|
} else if (lquery) {
|
|
return 0;
|
|
}
|
|
|
|
/* Quick return if possible. */
|
|
|
|
if (*m == 0 || *n == 0) {
|
|
*rank = 0;
|
|
return 0;
|
|
}
|
|
|
|
/* Get machine parameters. */
|
|
|
|
eps = slamch_("P");
|
|
sfmin = slamch_("S");
|
|
smlnum = sfmin / eps;
|
|
bignum = 1.f / smlnum;
|
|
slabad_(&smlnum, &bignum);
|
|
|
|
/* Scale A if max entry outside range [SMLNUM,BIGNUM]. */
|
|
|
|
anrm = slange_("M", m, n, &a[a_offset], lda, &work[1]);
|
|
iascl = 0;
|
|
if (anrm > 0.f && anrm < smlnum) {
|
|
|
|
/* Scale matrix norm up to SMLNUM. */
|
|
|
|
slascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda,
|
|
info);
|
|
iascl = 1;
|
|
} else if (anrm > bignum) {
|
|
|
|
/* Scale matrix norm down to BIGNUM. */
|
|
|
|
slascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda,
|
|
info);
|
|
iascl = 2;
|
|
} else if (anrm == 0.f) {
|
|
|
|
/* Matrix all zero. Return zero solution. */
|
|
|
|
i__1 = max(*m,*n);
|
|
slaset_("F", &i__1, nrhs, &c_b81, &c_b81, &b[b_offset], ldb);
|
|
slaset_("F", &minmn, &c__1, &c_b81, &c_b81, &s[1], &c__1);
|
|
*rank = 0;
|
|
goto L10;
|
|
}
|
|
|
|
/* Scale B if max entry outside range [SMLNUM,BIGNUM]. */
|
|
|
|
bnrm = slange_("M", m, nrhs, &b[b_offset], ldb, &work[1]);
|
|
ibscl = 0;
|
|
if (bnrm > 0.f && bnrm < smlnum) {
|
|
|
|
/* Scale matrix norm up to SMLNUM. */
|
|
|
|
slascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
ibscl = 1;
|
|
} else if (bnrm > bignum) {
|
|
|
|
/* Scale matrix norm down to BIGNUM. */
|
|
|
|
slascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
ibscl = 2;
|
|
}
|
|
|
|
/* If M < N make sure certain entries of B are zero. */
|
|
|
|
if (*m < *n) {
|
|
i__1 = *n - *m;
|
|
slaset_("F", &i__1, nrhs, &c_b81, &c_b81, &b[*m + 1 + b_dim1], ldb);
|
|
}
|
|
|
|
/* Overdetermined case. */
|
|
|
|
if (*m >= *n) {
|
|
|
|
/* Path 1 - overdetermined or exactly determined. */
|
|
|
|
mm = *m;
|
|
if (*m >= mnthr) {
|
|
|
|
/* Path 1a - overdetermined, with many more rows than columns. */
|
|
|
|
mm = *n;
|
|
itau = 1;
|
|
nwork = itau + *n;
|
|
|
|
/* Compute A=Q*R. */
|
|
/* (Workspace: need 2*N, prefer N+N*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &i__1,
|
|
info);
|
|
|
|
/* Multiply B by transpose(Q). */
|
|
/* (Workspace: need N+NRHS, prefer N+NRHS*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sormqr_("L", "T", m, nrhs, n, &a[a_offset], lda, &work[itau], &b[
|
|
b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
/* Zero out below R. */
|
|
|
|
if (*n > 1) {
|
|
i__1 = *n - 1;
|
|
i__2 = *n - 1;
|
|
slaset_("L", &i__1, &i__2, &c_b81, &c_b81, &a[a_dim1 + 2],
|
|
lda);
|
|
}
|
|
}
|
|
|
|
ie = 1;
|
|
itauq = ie + *n;
|
|
itaup = itauq + *n;
|
|
nwork = itaup + *n;
|
|
|
|
/* Bidiagonalize R in A. */
|
|
/* (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sgebrd_(&mm, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
|
|
work[itaup], &work[nwork], &i__1, info);
|
|
|
|
/* Multiply B by transpose of left bidiagonalizing vectors of R. */
|
|
/* (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sormbr_("Q", "L", "T", &mm, nrhs, n, &a[a_offset], lda, &work[itauq],
|
|
&b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
/* Solve the bidiagonal least squares problem. */
|
|
|
|
slalsd_("U", &smlsiz, n, nrhs, &s[1], &work[ie], &b[b_offset], ldb,
|
|
rcond, rank, &work[nwork], &iwork[1], info);
|
|
if (*info != 0) {
|
|
goto L10;
|
|
}
|
|
|
|
/* Multiply B by right bidiagonalizing vectors of R. */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sormbr_("P", "L", "N", n, nrhs, n, &a[a_offset], lda, &work[itaup], &
|
|
b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
} else /* if(complicated condition) */ {
|
|
/* Computing MAX */
|
|
i__1 = *m, i__2 = (*m << 1) - 4, i__1 = max(i__1,i__2), i__1 = max(
|
|
i__1,*nrhs), i__2 = *n - *m * 3, i__1 = max(i__1,i__2);
|
|
if (*n >= mnthr && *lwork >= (*m << 2) + *m * *m + max(i__1,wlalsd)) {
|
|
|
|
/* Path 2a - underdetermined, with many more columns than rows */
|
|
/* and sufficient workspace for an efficient algorithm. */
|
|
|
|
ldwork = *m;
|
|
/* Computing MAX */
|
|
/* Computing MAX */
|
|
i__3 = *m, i__4 = (*m << 1) - 4, i__3 = max(i__3,i__4), i__3 =
|
|
max(i__3,*nrhs), i__4 = *n - *m * 3;
|
|
i__1 = (*m << 2) + *m * *lda + max(i__3,i__4), i__2 = *m * *lda +
|
|
*m + *m * *nrhs, i__1 = max(i__1,i__2), i__2 = (*m << 2)
|
|
+ *m * *lda + wlalsd;
|
|
if (*lwork >= max(i__1,i__2)) {
|
|
ldwork = *lda;
|
|
}
|
|
itau = 1;
|
|
nwork = *m + 1;
|
|
|
|
/* Compute A=L*Q. */
|
|
/* (Workspace: need 2*M, prefer M+M*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &i__1,
|
|
info);
|
|
il = nwork;
|
|
|
|
/* Copy L to WORK(IL), zeroing out above its diagonal. */
|
|
|
|
slacpy_("L", m, m, &a[a_offset], lda, &work[il], &ldwork);
|
|
i__1 = *m - 1;
|
|
i__2 = *m - 1;
|
|
slaset_("U", &i__1, &i__2, &c_b81, &c_b81, &work[il + ldwork], &
|
|
ldwork);
|
|
ie = il + ldwork * *m;
|
|
itauq = ie + *m;
|
|
itaup = itauq + *m;
|
|
nwork = itaup + *m;
|
|
|
|
/* Bidiagonalize L in WORK(IL). */
|
|
/* (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sgebrd_(m, m, &work[il], &ldwork, &s[1], &work[ie], &work[itauq],
|
|
&work[itaup], &work[nwork], &i__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) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sormbr_("Q", "L", "T", m, nrhs, m, &work[il], &ldwork, &work[
|
|
itauq], &b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
/* Solve the bidiagonal least squares problem. */
|
|
|
|
slalsd_("U", &smlsiz, m, nrhs, &s[1], &work[ie], &b[b_offset],
|
|
ldb, rcond, rank, &work[nwork], &iwork[1], info);
|
|
if (*info != 0) {
|
|
goto L10;
|
|
}
|
|
|
|
/* Multiply B by right bidiagonalizing vectors of L. */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sormbr_("P", "L", "N", m, nrhs, m, &work[il], &ldwork, &work[
|
|
itaup], &b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
/* Zero out below first M rows of B. */
|
|
|
|
i__1 = *n - *m;
|
|
slaset_("F", &i__1, nrhs, &c_b81, &c_b81, &b[*m + 1 + b_dim1],
|
|
ldb);
|
|
nwork = itau + *m;
|
|
|
|
/* Multiply transpose(Q) by B. */
|
|
/* (Workspace: need M+NRHS, prefer M+NRHS*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sormlq_("L", "T", n, nrhs, m, &a[a_offset], lda, &work[itau], &b[
|
|
b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
} else {
|
|
|
|
/* Path 2 - remaining underdetermined cases. */
|
|
|
|
ie = 1;
|
|
itauq = ie + *m;
|
|
itaup = itauq + *m;
|
|
nwork = itaup + *m;
|
|
|
|
/* Bidiagonalize A. */
|
|
/* (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sgebrd_(m, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
|
|
work[itaup], &work[nwork], &i__1, info);
|
|
|
|
/* Multiply B by transpose of left bidiagonalizing vectors. */
|
|
/* (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB) */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sormbr_("Q", "L", "T", m, nrhs, n, &a[a_offset], lda, &work[itauq]
|
|
, &b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
/* Solve the bidiagonal least squares problem. */
|
|
|
|
slalsd_("L", &smlsiz, m, nrhs, &s[1], &work[ie], &b[b_offset],
|
|
ldb, rcond, rank, &work[nwork], &iwork[1], info);
|
|
if (*info != 0) {
|
|
goto L10;
|
|
}
|
|
|
|
/* Multiply B by right bidiagonalizing vectors of A. */
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
sormbr_("P", "L", "N", n, nrhs, m, &a[a_offset], lda, &work[itaup]
|
|
, &b[b_offset], ldb, &work[nwork], &i__1, info);
|
|
|
|
}
|
|
}
|
|
|
|
/* Undo scaling. */
|
|
|
|
if (iascl == 1) {
|
|
slascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
slascl_("G", &c__0, &c__0, &smlnum, &anrm, &minmn, &c__1, &s[1], &
|
|
minmn, info);
|
|
} else if (iascl == 2) {
|
|
slascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
slascl_("G", &c__0, &c__0, &bignum, &anrm, &minmn, &c__1, &s[1], &
|
|
minmn, info);
|
|
}
|
|
if (ibscl == 1) {
|
|
slascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
} else if (ibscl == 2) {
|
|
slascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb,
|
|
info);
|
|
}
|
|
|
|
L10:
|
|
work[1] = (real) maxwrk;
|
|
iwork[1] = liwork;
|
|
return 0;
|
|
|
|
/* End of SGELSD */
|
|
|
|
} /* sgelsd_ */
|