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
|
/* zgels.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 doublecomplex c_b1 = {0.,0.};
static integer c__1 = 1;
static integer c_n1 = -1;
static integer c__0 = 0;
/* Subroutine */ int zgels_(char *trans, integer *m, integer *n, integer *
nrhs, doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb,
doublecomplex *work, integer *lwork, integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3;
doublereal d__1;
/* 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 *);
extern /* Subroutine */ int xerbla_(char *, integer *);
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *);
integer scllen;
doublereal bignum;
extern doublereal zlange_(char *, integer *, integer *, doublecomplex *,
integer *, doublereal *);
extern /* Subroutine */ int zgelqf_(integer *, integer *, doublecomplex *,
integer *, doublecomplex *, doublecomplex *, integer *, integer *
), zlascl_(char *, integer *, integer *, doublereal *, doublereal
*, integer *, integer *, doublecomplex *, integer *, integer *), zgeqrf_(integer *, integer *, doublecomplex *, integer *,
doublecomplex *, doublecomplex *, integer *, integer *), zlaset_(
char *, integer *, integer *, doublecomplex *, doublecomplex *,
doublecomplex *, integer *);
doublereal smlnum;
logical lquery;
extern /* Subroutine */ int zunmlq_(char *, char *, integer *, integer *,
integer *, doublecomplex *, integer *, doublecomplex *,
doublecomplex *, integer *, doublecomplex *, integer *, integer *), zunmqr_(char *, char *, integer *, integer *,
integer *, doublecomplex *, integer *, doublecomplex *,
doublecomplex *, integer *, doublecomplex *, integer *, integer *), ztrtrs_(char *, char *, char *, integer *,
integer *, doublecomplex *, integer *, doublecomplex *, 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 */
/* ======= */
/* ZGELS solves overdetermined or underdetermined complex linear systems */
/* involving an M-by-N matrix A, or its conjugate-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 = 'C' and m >= n: find the minimum norm solution of */
/* an undetermined system A**H * X = B. */
/* 4. If TRANS = 'C' and m < n: find the least squares solution of */
/* an overdetermined system, i.e., solve the least squares problem */
/* minimize || B - A**H * 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; */
/* = 'C': the linear system involves A**H. */
/* 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) COMPLEX*16 array, dimension (LDA,N) */
/* On entry, the M-by-N matrix A. */
/* if M >= N, A is overwritten by details of its QR */
/* factorization as returned by ZGEQRF; */
/* if M < N, A is overwritten by details of its LQ */
/* factorization as returned by ZGELQF. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,M). */
/* B (input/output) COMPLEX*16 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 = 'C'. */
/* 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 the */
/* modulus 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 = 'C' and m >= n, rows 1 to M of B contain the */
/* minimum norm solution vectors; */
/* if TRANS = 'C' 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 the modulus 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) COMPLEX*16 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, "C"))) {
*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, "ZGEQRF", " ", m, n, &c_n1, &c_n1);
if (tpsd) {
/* Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__1, "ZUNMQR", "LN", m, nrhs, n, &
c_n1);
nb = max(i__1,i__2);
} else {
/* Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__1, "ZUNMQR", "LC", m, nrhs, n, &
c_n1);
nb = max(i__1,i__2);
}
} else {
nb = ilaenv_(&c__1, "ZGELQF", " ", m, n, &c_n1, &c_n1);
if (tpsd) {
/* Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__1, "ZUNMLQ", "LC", n, nrhs, m, &
c_n1);
nb = max(i__1,i__2);
} else {
/* Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__1, "ZUNMLQ", "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);
d__1 = (doublereal) wsize;
work[1].r = d__1, work[1].i = 0.;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("ZGELS ", &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);
zlaset_("Full", &i__1, nrhs, &c_b1, &c_b1, &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 = zlange_("M", m, n, &a[a_offset], lda, rwork);
iascl = 0;
if (anrm > 0. && anrm < smlnum) {
/* Scale matrix norm up to SMLNUM */
zlascl_("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 */
zlascl_("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);
zlaset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
goto L50;
}
brow = *m;
if (tpsd) {
brow = *n;
}
bnrm = zlange_("M", &brow, nrhs, &b[b_offset], ldb, rwork);
ibscl = 0;
if (bnrm > 0. && bnrm < smlnum) {
/* Scale matrix norm up to SMLNUM */
zlascl_("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 */
zlascl_("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;
zgeqrf_(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;
zunmqr_("Left", "Conjugate 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) */
ztrtrs_("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) */
ztrtrs_("Upper", "Conjugate 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__) {
i__3 = i__ + j * b_dim1;
b[i__3].r = 0., b[i__3].i = 0.;
/* L10: */
}
/* L20: */
}
/* B(1:M,1:NRHS) := Q(1:N,:) * B(1:N,1:NRHS) */
i__1 = *lwork - mn;
zunmqr_("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;
zgelqf_(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) */
ztrtrs_("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__) {
i__3 = i__ + j * b_dim1;
b[i__3].r = 0., b[i__3].i = 0.;
/* L30: */
}
/* L40: */
}
/* B(1:N,1:NRHS) := Q(1:N,:)' * B(1:M,1:NRHS) */
i__1 = *lwork - mn;
zunmlq_("Left", "Conjugate 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;
zunmlq_("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) */
ztrtrs_("Lower", "Conjugate 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) {
zlascl_("G", &c__0, &c__0, &anrm, &smlnum, &scllen, nrhs, &b[b_offset]
, ldb, info);
} else if (iascl == 2) {
zlascl_("G", &c__0, &c__0, &anrm, &bignum, &scllen, nrhs, &b[b_offset]
, ldb, info);
}
if (ibscl == 1) {
zlascl_("G", &c__0, &c__0, &smlnum, &bnrm, &scllen, nrhs, &b[b_offset]
, ldb, info);
} else if (ibscl == 2) {
zlascl_("G", &c__0, &c__0, &bignum, &bnrm, &scllen, nrhs, &b[b_offset]
, ldb, info);
}
L50:
d__1 = (doublereal) wsize;
work[1].r = d__1, work[1].i = 0.;
return 0;
/* End of ZGELS */
} /* zgels_ */
|