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opencv/3rdparty/lapack/dgels.c

503 lines
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#include "clapack.h"
/* Table of constant values */
static integer c__1 = 1;
static integer c_n1 = -1;
static doublereal c_b33 = 0.;
static integer c__0 = 0;
/* Subroutine */ int dgels_(char *trans, integer *m, integer *n, integer *
nrhs, doublereal *a, integer *lda, doublereal *b, integer *ldb,
doublereal *work, integer *lwork, integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2;
/* Local variables */
integer i__, j, nb, mn;
doublereal anrm, bnrm;
integer brow;
logical tpsd;
integer iascl, ibscl;
extern logical lsame_(char *, char *);
integer wsize;
doublereal rwork[1];
extern /* Subroutine */ int dlabad_(doublereal *, doublereal *);
extern doublereal dlamch_(char *), dlange_(char *, integer *,
integer *, doublereal *, integer *, doublereal *);
extern /* Subroutine */ int dgelqf_(integer *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *, integer *),
dlascl_(char *, integer *, integer *, doublereal *, doublereal *,
integer *, integer *, doublereal *, integer *, integer *),
dgeqrf_(integer *, integer *, doublereal *, integer *,
doublereal *, doublereal *, integer *, integer *), dlaset_(char *,
integer *, integer *, doublereal *, doublereal *, doublereal *,
integer *), xerbla_(char *, integer *);
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *);
integer scllen;
doublereal bignum;
extern /* Subroutine */ int dormlq_(char *, char *, integer *, integer *,
integer *, doublereal *, integer *, doublereal *, doublereal *,
integer *, doublereal *, integer *, integer *),
dormqr_(char *, char *, integer *, integer *, integer *,
doublereal *, integer *, doublereal *, doublereal *, integer *,
doublereal *, integer *, integer *);
doublereal smlnum;
logical lquery;
extern /* Subroutine */ int dtrtrs_(char *, char *, char *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *,
integer *);
/* -- LAPACK driver routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DGELS solves overdetermined or underdetermined real linear systems */
/* involving an M-by-N matrix A, or its transpose, using a QR or LQ */
/* factorization of A. It is assumed that A has full rank. */
/* The following options are provided: */
/* 1. If TRANS = 'N' and m >= n: find the least squares solution of */
/* an overdetermined system, i.e., solve the least squares problem */
/* minimize || B - A*X ||. */
/* 2. If TRANS = 'N' and m < n: find the minimum norm solution of */
/* an underdetermined system A * X = B. */
/* 3. If TRANS = 'T' and m >= n: find the minimum norm solution of */
/* an undetermined system A**T * X = B. */
/* 4. If TRANS = 'T' and m < n: find the least squares solution of */
/* an overdetermined system, i.e., solve the least squares problem */
/* minimize || B - A**T * X ||. */
/* 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. */
/* Arguments */
/* ========= */
/* TRANS (input) CHARACTER*1 */
/* = 'N': the linear system involves A; */
/* = 'T': the linear system involves A**T. */
/* 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, */
/* if M >= N, A is overwritten by details of its QR */
/* factorization as returned by DGEQRF; */
/* if M < N, A is overwritten by details of its LQ */
/* factorization as returned by DGELQF. */
/* 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 matrix B of right hand side vectors, stored */
/* columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS */
/* if TRANS = 'T'. */
/* On exit, if INFO = 0, B is overwritten by the solution */
/* vectors, stored columnwise: */
/* if TRANS = 'N' and m >= n, rows 1 to n of B contain the least */
/* squares solution vectors; the residual sum of squares for the */
/* solution in each column is given by the sum of squares of */
/* elements N+1 to M in that column; */
/* if TRANS = 'N' and m < n, rows 1 to N of B contain the */
/* minimum norm solution vectors; */
/* if TRANS = 'T' and m >= n, rows 1 to M of B contain the */
/* minimum norm solution vectors; */
/* if TRANS = 'T' and m < n, rows 1 to M of B contain the */
/* least squares solution vectors; the residual sum of squares */
/* for the solution in each column is given by the sum of */
/* squares of elements M+1 to N in that column. */
/* LDB (input) INTEGER */
/* The leading dimension of the array B. LDB >= MAX(1,M,N). */
/* 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 >= max( 1, MN + max( MN, NRHS ) ). */
/* For optimal performance, */
/* LWORK >= max( 1, MN + max( MN, NRHS )*NB ). */
/* where MN = min(M,N) and NB is the optimum block size. */
/* 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: if INFO = i, the i-th diagonal element of the */
/* triangular factor of A is zero, so that A does not have */
/* full rank; the least squares solution could not be */
/* computed. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. 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;
--work;
/* Function Body */
*info = 0;
mn = min(*m,*n);
lquery = *lwork == -1;
if (! (lsame_(trans, "N") || lsame_(trans, "T"))) {
*info = -1;
} else if (*m < 0) {
*info = -2;
} else if (*n < 0) {
*info = -3;
} else if (*nrhs < 0) {
*info = -4;
} else if (*lda < max(1,*m)) {
*info = -6;
} else /* if(complicated condition) */ {
/* Computing MAX */
i__1 = max(1,*m);
if (*ldb < max(i__1,*n)) {
*info = -8;
} else /* if(complicated condition) */ {
/* Computing MAX */
i__1 = 1, i__2 = mn + max(mn,*nrhs);
if (*lwork < max(i__1,i__2) && ! lquery) {
*info = -10;
}
}
}
/* Figure out optimal block size */
if (*info == 0 || *info == -10) {
tpsd = TRUE_;
if (lsame_(trans, "N")) {
tpsd = FALSE_;
}
if (*m >= *n) {
nb = ilaenv_(&c__1, "DGEQRF", " ", m, n, &c_n1, &c_n1);
if (tpsd) {
/* Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__1, "DORMQR", "LN", m, nrhs, n, &
c_n1);
nb = max(i__1,i__2);
} else {
/* Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__1, "DORMQR", "LT", m, nrhs, n, &
c_n1);
nb = max(i__1,i__2);
}
} else {
nb = ilaenv_(&c__1, "DGELQF", " ", m, n, &c_n1, &c_n1);
if (tpsd) {
/* Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__1, "DORMLQ", "LT", n, nrhs, m, &
c_n1);
nb = max(i__1,i__2);
} else {
/* Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__1, "DORMLQ", "LN", n, nrhs, m, &
c_n1);
nb = max(i__1,i__2);
}
}
/* Computing MAX */
i__1 = 1, i__2 = mn + max(mn,*nrhs) * nb;
wsize = max(i__1,i__2);
work[1] = (doublereal) wsize;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DGELS ", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
/* Computing MIN */
i__1 = min(*m,*n);
if (min(i__1,*nrhs) == 0) {
i__1 = max(*m,*n);
dlaset_("Full", &i__1, nrhs, &c_b33, &c_b33, &b[b_offset], ldb);
return 0;
}
/* Get machine parameters */
smlnum = dlamch_("S") / dlamch_("P");
bignum = 1. / smlnum;
dlabad_(&smlnum, &bignum);
/* Scale A, B if max element outside range [SMLNUM,BIGNUM] */
anrm = dlange_("M", m, n, &a[a_offset], lda, rwork);
iascl = 0;
if (anrm > 0. && anrm < smlnum) {
/* Scale matrix norm up to SMLNUM */
dlascl_("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 */
dlascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda,
info);
iascl = 2;
} else if (anrm == 0.) {
/* Matrix all zero. Return zero solution. */
i__1 = max(*m,*n);
dlaset_("F", &i__1, nrhs, &c_b33, &c_b33, &b[b_offset], ldb);
goto L50;
}
brow = *m;
if (tpsd) {
brow = *n;
}
bnrm = dlange_("M", &brow, nrhs, &b[b_offset], ldb, rwork);
ibscl = 0;
if (bnrm > 0. && bnrm < smlnum) {
/* Scale matrix norm up to SMLNUM */
dlascl_("G", &c__0, &c__0, &bnrm, &smlnum, &brow, nrhs, &b[b_offset],
ldb, info);
ibscl = 1;
} else if (bnrm > bignum) {
/* Scale matrix norm down to BIGNUM */
dlascl_("G", &c__0, &c__0, &bnrm, &bignum, &brow, nrhs, &b[b_offset],
ldb, info);
ibscl = 2;
}
if (*m >= *n) {
/* compute QR factorization of A */
i__1 = *lwork - mn;
dgeqrf_(m, n, &a[a_offset], lda, &work[1], &work[mn + 1], &i__1, info)
;
/* workspace at least N, optimally N*NB */
if (! tpsd) {
/* Least-Squares Problem min || A * X - B || */
/* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */
i__1 = *lwork - mn;
dormqr_("Left", "Transpose", m, nrhs, n, &a[a_offset], lda, &work[
1], &b[b_offset], ldb, &work[mn + 1], &i__1, info);
/* workspace at least NRHS, optimally NRHS*NB */
/* B(1:N,1:NRHS) := inv(R) * B(1:N,1:NRHS) */
dtrtrs_("Upper", "No transpose", "Non-unit", n, nrhs, &a[a_offset]
, lda, &b[b_offset], ldb, info);
if (*info > 0) {
return 0;
}
scllen = *n;
} else {
/* Overdetermined system of equations A' * X = B */
/* B(1:N,1:NRHS) := inv(R') * B(1:N,1:NRHS) */
dtrtrs_("Upper", "Transpose", "Non-unit", n, nrhs, &a[a_offset],
lda, &b[b_offset], ldb, info);
if (*info > 0) {
return 0;
}
/* B(N+1:M,1:NRHS) = ZERO */
i__1 = *nrhs;
for (j = 1; j <= i__1; ++j) {
i__2 = *m;
for (i__ = *n + 1; i__ <= i__2; ++i__) {
b[i__ + j * b_dim1] = 0.;
/* L10: */
}
/* L20: */
}
/* B(1:M,1:NRHS) := Q(1:N,:) * B(1:N,1:NRHS) */
i__1 = *lwork - mn;
dormqr_("Left", "No transpose", m, nrhs, n, &a[a_offset], lda, &
work[1], &b[b_offset], ldb, &work[mn + 1], &i__1, info);
/* workspace at least NRHS, optimally NRHS*NB */
scllen = *m;
}
} else {
/* Compute LQ factorization of A */
i__1 = *lwork - mn;
dgelqf_(m, n, &a[a_offset], lda, &work[1], &work[mn + 1], &i__1, info)
;
/* workspace at least M, optimally M*NB. */
if (! tpsd) {
/* underdetermined system of equations A * X = B */
/* B(1:M,1:NRHS) := inv(L) * B(1:M,1:NRHS) */
dtrtrs_("Lower", "No transpose", "Non-unit", m, nrhs, &a[a_offset]
, lda, &b[b_offset], ldb, info);
if (*info > 0) {
return 0;
}
/* B(M+1:N,1:NRHS) = 0 */
i__1 = *nrhs;
for (j = 1; j <= i__1; ++j) {
i__2 = *n;
for (i__ = *m + 1; i__ <= i__2; ++i__) {
b[i__ + j * b_dim1] = 0.;
/* L30: */
}
/* L40: */
}
/* B(1:N,1:NRHS) := Q(1:N,:)' * B(1:M,1:NRHS) */
i__1 = *lwork - mn;
dormlq_("Left", "Transpose", n, nrhs, m, &a[a_offset], lda, &work[
1], &b[b_offset], ldb, &work[mn + 1], &i__1, info);
/* workspace at least NRHS, optimally NRHS*NB */
scllen = *n;
} else {
/* overdetermined system min || A' * X - B || */
/* B(1:N,1:NRHS) := Q * B(1:N,1:NRHS) */
i__1 = *lwork - mn;
dormlq_("Left", "No transpose", n, nrhs, m, &a[a_offset], lda, &
work[1], &b[b_offset], ldb, &work[mn + 1], &i__1, info);
/* workspace at least NRHS, optimally NRHS*NB */
/* B(1:M,1:NRHS) := inv(L') * B(1:M,1:NRHS) */
dtrtrs_("Lower", "Transpose", "Non-unit", m, nrhs, &a[a_offset],
lda, &b[b_offset], ldb, info);
if (*info > 0) {
return 0;
}
scllen = *m;
}
}
/* Undo scaling */
if (iascl == 1) {
dlascl_("G", &c__0, &c__0, &anrm, &smlnum, &scllen, nrhs, &b[b_offset]
, ldb, info);
} else if (iascl == 2) {
dlascl_("G", &c__0, &c__0, &anrm, &bignum, &scllen, nrhs, &b[b_offset]
, ldb, info);
}
if (ibscl == 1) {
dlascl_("G", &c__0, &c__0, &smlnum, &bnrm, &scllen, nrhs, &b[b_offset]
, ldb, info);
} else if (ibscl == 2) {
dlascl_("G", &c__0, &c__0, &bignum, &bnrm, &scllen, nrhs, &b[b_offset]
, ldb, info);
}
L50:
work[1] = (doublereal) wsize;
return 0;
/* End of DGELS */
} /* dgels_ */
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