1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
|
/* sgelss.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 "f2c.h"
#include "blaswrap.h"
/* Table of constant values */
static integer c__6 = 6;
static integer c_n1 = -1;
static integer c__1 = 1;
static integer c__0 = 0;
static real c_b74 = 0.f;
static real c_b108 = 1.f;
/* Subroutine */ int sgelss_(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 *info)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
real r__1;
/* Local variables */
integer i__, bl, ie, il, mm;
real eps, thr, anrm, bnrm;
integer itau;
real vdum[1];
integer iascl, ibscl, chunk;
extern /* Subroutine */ int sgemm_(char *, char *, integer *, integer *,
integer *, real *, real *, integer *, real *, integer *, real *,
real *, integer *);
real sfmin;
integer minmn, maxmn;
extern /* Subroutine */ int sgemv_(char *, integer *, integer *, real *,
real *, integer *, real *, integer *, real *, real *, integer *);
integer itaup, itauq;
extern /* Subroutine */ int srscl_(integer *, real *, real *, integer *);
integer mnthr, iwork;
extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *,
integer *), slabad_(real *, real *);
integer bdspac;
extern /* Subroutine */ int 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 *), slascl_(char *, integer
*, integer *, real *, real *, integer *, integer *, real *,
integer *, integer *), 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 *), sbdsqr_(char *, integer *, integer *,
integer *, integer *, real *, real *, real *, integer *, real *,
integer *, real *, integer *, real *, integer *), sorgbr_(
char *, integer *, integer *, integer *, real *, integer *, real *
, real *, integer *, integer *);
integer ldwork;
extern /* Subroutine */ int sormbr_(char *, char *, char *, integer *,
integer *, integer *, real *, integer *, real *, real *, integer *
, real *, integer *, integer *);
integer minwrk, maxwrk;
real smlnum;
extern /* Subroutine */ int sormlq_(char *, char *, integer *, integer *,
integer *, real *, integer *, real *, real *, integer *, real *,
integer *, integer *);
logical lquery;
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 */
/* ======= */
/* SGELSS 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) REAL 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) 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 >= 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 .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. 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;
/* 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;
if (minmn > 0) {
mm = *m;
mnthr = ilaenv_(&c__6, "SGELSS", " ", m, n, nrhs, &c_n1);
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 */
/* Compute workspace needed for SBDSQR */
/* Computing MAX */
i__1 = 1, i__2 = *n * 5;
bdspac = max(i__1,i__2);
/* 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,
"SORGBR", "P", n, n, n, &c_n1);
maxwrk = max(i__1,i__2);
maxwrk = max(maxwrk,bdspac);
/* Computing MAX */
i__1 = maxwrk, i__2 = *n * *nrhs;
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);
minwrk = max(i__1,bdspac);
maxwrk = max(minwrk,maxwrk);
}
if (*n > *m) {
/* Compute workspace needed for SBDSQR */
/* Computing MAX */
i__1 = 1, i__2 = *m * 5;
bdspac = max(i__1,i__2);
/* Computing MAX */
i__1 = *m * 3 + *nrhs, i__2 = *m * 3 + *n, i__1 = max(i__1,
i__2);
minwrk = max(i__1,bdspac);
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, "SORGBR", "P", m, m, m, &c_n1);
maxwrk = max(i__1,i__2);
/* Computing MAX */
i__1 = maxwrk, i__2 = *m * *m + *m + bdspac;
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);
} else {
/* Path 2 - underdetermined */
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, m, &c_n1);
maxwrk = max(i__1,i__2);
/* Computing MAX */
i__1 = maxwrk, i__2 = *m * 3 + *m * ilaenv_(&c__1, "SORG"
"BR", "P", m, n, m, &c_n1);
maxwrk = max(i__1,i__2);
maxwrk = max(maxwrk,bdspac);
/* Computing MAX */
i__1 = maxwrk, i__2 = *n * *nrhs;
maxwrk = max(i__1,i__2);
}
}
maxwrk = max(minwrk,maxwrk);
}
work[1] = (real) maxwrk;
if (*lwork < minwrk && ! lquery) {
*info = -12;
}
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("SGELSS", &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 element 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_b74, &c_b74, &b[b_offset], ldb);
slaset_("F", &minmn, &c__1, &c_b74, &c_b74, &s[1], &c__1);
*rank = 0;
goto L70;
}
/* Scale B if max element 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;
}
/* 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;
iwork = itau + *n;
/* Compute A=Q*R */
/* (Workspace: need 2*N, prefer N+N*NB) */
i__1 = *lwork - iwork + 1;
sgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[iwork], &i__1,
info);
/* Multiply B by transpose(Q) */
/* (Workspace: need N+NRHS, prefer N+NRHS*NB) */
i__1 = *lwork - iwork + 1;
sormqr_("L", "T", m, nrhs, n, &a[a_offset], lda, &work[itau], &b[
b_offset], ldb, &work[iwork], &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_b74, &c_b74, &a[a_dim1 + 2],
lda);
}
}
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) */
i__1 = *lwork - iwork + 1;
sgebrd_(&mm, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
work[itaup], &work[iwork], &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 - iwork + 1;
sormbr_("Q", "L", "T", &mm, nrhs, n, &a[a_offset], lda, &work[itauq],
&b[b_offset], ldb, &work[iwork], &i__1, info);
/* Generate right bidiagonalizing vectors of R in A */
/* (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB) */
i__1 = *lwork - iwork + 1;
sorgbr_("P", n, n, n, &a[a_offset], lda, &work[itaup], &work[iwork], &
i__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) */
sbdsqr_("U", n, n, &c__0, nrhs, &s[1], &work[ie], &a[a_offset], lda,
vdum, &c__1, &b[b_offset], ldb, &work[iwork], info)
;
if (*info != 0) {
goto L70;
}
/* Multiply B by reciprocals of singular values */
/* Computing MAX */
r__1 = *rcond * s[1];
thr = dmax(r__1,sfmin);
if (*rcond < 0.f) {
/* Computing MAX */
r__1 = eps * s[1];
thr = dmax(r__1,sfmin);
}
*rank = 0;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if (s[i__] > thr) {
srscl_(nrhs, &s[i__], &b[i__ + b_dim1], ldb);
++(*rank);
} else {
slaset_("F", &c__1, nrhs, &c_b74, &c_b74, &b[i__ + b_dim1],
ldb);
}
/* L10: */
}
/* Multiply B by right singular vectors */
/* (Workspace: need N, prefer N*NRHS) */
if (*lwork >= *ldb * *nrhs && *nrhs > 1) {
sgemm_("T", "N", n, nrhs, n, &c_b108, &a[a_offset], lda, &b[
b_offset], ldb, &c_b74, &work[1], ldb);
slacpy_("G", n, nrhs, &work[1], ldb, &b[b_offset], ldb)
;
} else if (*nrhs > 1) {
chunk = *lwork / *n;
i__1 = *nrhs;
i__2 = chunk;
for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ += i__2) {
/* Computing MIN */
i__3 = *nrhs - i__ + 1;
bl = min(i__3,chunk);
sgemm_("T", "N", n, &bl, n, &c_b108, &a[a_offset], lda, &b[
i__ * b_dim1 + 1], ldb, &c_b74, &work[1], n);
slacpy_("G", n, &bl, &work[1], n, &b[i__ * b_dim1 + 1], ldb);
/* L20: */
}
} else {
sgemv_("T", n, n, &c_b108, &a[a_offset], lda, &b[b_offset], &c__1,
&c_b74, &work[1], &c__1);
scopy_(n, &work[1], &c__1, &b[b_offset], &c__1);
}
} else /* if(complicated condition) */ {
/* Computing MAX */
i__2 = *m, i__1 = (*m << 1) - 4, i__2 = max(i__2,i__1), i__2 = max(
i__2,*nrhs), i__1 = *n - *m * 3;
if (*n >= mnthr && *lwork >= (*m << 2) + *m * *m + max(i__2,i__1)) {
/* 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__2 = (*m << 2) + *m * *lda + max(i__3,i__4), i__1 = *m * *lda +
*m + *m * *nrhs;
if (*lwork >= max(i__2,i__1)) {
ldwork = *lda;
}
itau = 1;
iwork = *m + 1;
/* Compute A=L*Q */
/* (Workspace: need 2*M, prefer M+M*NB) */
i__2 = *lwork - iwork + 1;
sgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[iwork], &i__2,
info);
il = iwork;
/* Copy L to WORK(IL), zeroing out above it */
slacpy_("L", m, m, &a[a_offset], lda, &work[il], &ldwork);
i__2 = *m - 1;
i__1 = *m - 1;
slaset_("U", &i__2, &i__1, &c_b74, &c_b74, &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) */
i__2 = *lwork - iwork + 1;
sgebrd_(m, m, &work[il], &ldwork, &s[1], &work[ie], &work[itauq],
&work[itaup], &work[iwork], &i__2, 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__2 = *lwork - iwork + 1;
sormbr_("Q", "L", "T", m, nrhs, m, &work[il], &ldwork, &work[
itauq], &b[b_offset], ldb, &work[iwork], &i__2, 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) */
i__2 = *lwork - iwork + 1;
sorgbr_("P", m, m, m, &work[il], &ldwork, &work[itaup], &work[
iwork], &i__2, 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) */
sbdsqr_("U", m, m, &c__0, nrhs, &s[1], &work[ie], &work[il], &
ldwork, &a[a_offset], lda, &b[b_offset], ldb, &work[iwork]
, info);
if (*info != 0) {
goto L70;
}
/* Multiply B by reciprocals of singular values */
/* Computing MAX */
r__1 = *rcond * s[1];
thr = dmax(r__1,sfmin);
if (*rcond < 0.f) {
/* Computing MAX */
r__1 = eps * s[1];
thr = dmax(r__1,sfmin);
}
*rank = 0;
i__2 = *m;
for (i__ = 1; i__ <= i__2; ++i__) {
if (s[i__] > thr) {
srscl_(nrhs, &s[i__], &b[i__ + b_dim1], ldb);
++(*rank);
} else {
slaset_("F", &c__1, nrhs, &c_b74, &c_b74, &b[i__ + b_dim1]
, ldb);
}
/* L30: */
}
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 >= *ldb * *nrhs + iwork - 1 && *nrhs > 1) {
sgemm_("T", "N", m, nrhs, m, &c_b108, &work[il], &ldwork, &b[
b_offset], ldb, &c_b74, &work[iwork], ldb);
slacpy_("G", m, nrhs, &work[iwork], ldb, &b[b_offset], ldb);
} else if (*nrhs > 1) {
chunk = (*lwork - iwork + 1) / *m;
i__2 = *nrhs;
i__1 = chunk;
for (i__ = 1; i__1 < 0 ? i__ >= i__2 : i__ <= i__2; i__ +=
i__1) {
/* Computing MIN */
i__3 = *nrhs - i__ + 1;
bl = min(i__3,chunk);
sgemm_("T", "N", m, &bl, m, &c_b108, &work[il], &ldwork, &
b[i__ * b_dim1 + 1], ldb, &c_b74, &work[iwork], m);
slacpy_("G", m, &bl, &work[iwork], m, &b[i__ * b_dim1 + 1]
, ldb);
/* L40: */
}
} else {
sgemv_("T", m, m, &c_b108, &work[il], &ldwork, &b[b_dim1 + 1],
&c__1, &c_b74, &work[iwork], &c__1);
scopy_(m, &work[iwork], &c__1, &b[b_dim1 + 1], &c__1);
}
/* Zero out below first M rows of B */
i__1 = *n - *m;
slaset_("F", &i__1, nrhs, &c_b74, &c_b74, &b[*m + 1 + b_dim1],
ldb);
iwork = itau + *m;
/* Multiply transpose(Q) by B */
/* (Workspace: need M+NRHS, prefer M+NRHS*NB) */
i__1 = *lwork - iwork + 1;
sormlq_("L", "T", n, nrhs, m, &a[a_offset], lda, &work[itau], &b[
b_offset], ldb, &work[iwork], &i__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) */
i__1 = *lwork - iwork + 1;
sgebrd_(m, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
work[itaup], &work[iwork], &i__1, info);
/* Multiply B by transpose of left bidiagonalizing vectors */
/* (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB) */
i__1 = *lwork - iwork + 1;
sormbr_("Q", "L", "T", m, nrhs, n, &a[a_offset], lda, &work[itauq]
, &b[b_offset], ldb, &work[iwork], &i__1, info);
/* Generate right bidiagonalizing vectors in A */
/* (Workspace: need 4*M, prefer 3*M+M*NB) */
i__1 = *lwork - iwork + 1;
sorgbr_("P", m, n, m, &a[a_offset], lda, &work[itaup], &work[
iwork], &i__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) */
sbdsqr_("L", m, n, &c__0, nrhs, &s[1], &work[ie], &a[a_offset],
lda, vdum, &c__1, &b[b_offset], ldb, &work[iwork], info);
if (*info != 0) {
goto L70;
}
/* Multiply B by reciprocals of singular values */
/* Computing MAX */
r__1 = *rcond * s[1];
thr = dmax(r__1,sfmin);
if (*rcond < 0.f) {
/* Computing MAX */
r__1 = eps * s[1];
thr = dmax(r__1,sfmin);
}
*rank = 0;
i__1 = *m;
for (i__ = 1; i__ <= i__1; ++i__) {
if (s[i__] > thr) {
srscl_(nrhs, &s[i__], &b[i__ + b_dim1], ldb);
++(*rank);
} else {
slaset_("F", &c__1, nrhs, &c_b74, &c_b74, &b[i__ + b_dim1]
, ldb);
}
/* L50: */
}
/* Multiply B by right singular vectors of A */
/* (Workspace: need N, prefer N*NRHS) */
if (*lwork >= *ldb * *nrhs && *nrhs > 1) {
sgemm_("T", "N", n, nrhs, m, &c_b108, &a[a_offset], lda, &b[
b_offset], ldb, &c_b74, &work[1], ldb);
slacpy_("F", n, nrhs, &work[1], ldb, &b[b_offset], ldb);
} else if (*nrhs > 1) {
chunk = *lwork / *n;
i__1 = *nrhs;
i__2 = chunk;
for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ +=
i__2) {
/* Computing MIN */
i__3 = *nrhs - i__ + 1;
bl = min(i__3,chunk);
sgemm_("T", "N", n, &bl, m, &c_b108, &a[a_offset], lda, &
b[i__ * b_dim1 + 1], ldb, &c_b74, &work[1], n);
slacpy_("F", n, &bl, &work[1], n, &b[i__ * b_dim1 + 1],
ldb);
/* L60: */
}
} else {
sgemv_("T", m, n, &c_b108, &a[a_offset], lda, &b[b_offset], &
c__1, &c_b74, &work[1], &c__1);
scopy_(n, &work[1], &c__1, &b[b_offset], &c__1);
}
}
}
/* 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);
}
L70:
work[1] = (real) maxwrk;
return 0;
/* End of SGELSS */
} /* sgelss_ */
|