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/* zgglse.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 = {1.,0.};
static integer c__1 = 1;
static integer c_n1 = -1;
/* Subroutine */ int zgglse_(integer *m, integer *n, integer *p,
doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb,
doublecomplex *c__, doublecomplex *d__, doublecomplex *x,
doublecomplex *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;
doublecomplex z__1;
/* Local variables */
integer nb, mn, nr, nb1, nb2, nb3, nb4, lopt;
extern /* Subroutine */ int zgemv_(char *, integer *, integer *,
doublecomplex *, doublecomplex *, integer *, doublecomplex *,
integer *, doublecomplex *, doublecomplex *, integer *),
zcopy_(integer *, doublecomplex *, integer *, doublecomplex *,
integer *), zaxpy_(integer *, doublecomplex *, doublecomplex *,
integer *, doublecomplex *, integer *), ztrmv_(char *, char *,
char *, integer *, doublecomplex *, integer *, doublecomplex *,
integer *), xerbla_(char *, integer *);
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *);
extern /* Subroutine */ int zggrqf_(integer *, integer *, integer *,
doublecomplex *, integer *, doublecomplex *, doublecomplex *,
integer *, doublecomplex *, doublecomplex *, integer *, integer *)
;
integer lwkmin, lwkopt;
logical lquery;
extern /* Subroutine */ int zunmqr_(char *, char *, integer *, integer *,
integer *, doublecomplex *, integer *, doublecomplex *,
doublecomplex *, integer *, doublecomplex *, integer *, integer *), zunmrq_(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.. */
/* February 2007 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* ZGGLSE solves the linear equality-constrained least squares (LSE) */
/* problem: */
/* minimize || c - A*x ||_2 subject to B*x = d */
/* where A is an M-by-N matrix, B is a P-by-N matrix, c is a given */
/* M-vector, and d is a given P-vector. It is assumed that */
/* P <= N <= M+P, and */
/* rank(B) = P and rank( ( A ) ) = N. */
/* ( ( B ) ) */
/* These conditions ensure that the LSE problem has a unique solution, */
/* which is obtained using a generalized RQ factorization of the */
/* matrices (B, A) given by */
/* B = (0 R)*Q, A = Z*T*Q. */
/* Arguments */
/* ========= */
/* M (input) INTEGER */
/* The number of rows of the matrix A. M >= 0. */
/* N (input) INTEGER */
/* The number of columns of the matrices A and B. N >= 0. */
/* P (input) INTEGER */
/* The number of rows of the matrix B. 0 <= P <= N <= M+P. */
/* A (input/output) COMPLEX*16 array, dimension (LDA,N) */
/* On entry, the M-by-N matrix A. */
/* On exit, the elements on and above the diagonal of the array */
/* contain the min(M,N)-by-N upper trapezoidal matrix T. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,M). */
/* B (input/output) COMPLEX*16 array, dimension (LDB,N) */
/* On entry, the P-by-N matrix B. */
/* On exit, the upper triangle of the subarray B(1:P,N-P+1:N) */
/* contains the P-by-P upper triangular matrix R. */
/* LDB (input) INTEGER */
/* The leading dimension of the array B. LDB >= max(1,P). */
/* C (input/output) COMPLEX*16 array, dimension (M) */
/* On entry, C contains the right hand side vector for the */
/* least squares part of the LSE problem. */
/* On exit, the residual sum of squares for the solution */
/* is given by the sum of squares of elements N-P+1 to M of */
/* vector C. */
/* D (input/output) COMPLEX*16 array, dimension (P) */
/* On entry, D contains the right hand side vector for the */
/* constrained equation. */
/* On exit, D is destroyed. */
/* X (output) COMPLEX*16 array, dimension (N) */
/* On exit, X is the solution of the LSE problem. */
/* 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,M+N+P). */
/* For optimum performance LWORK >= P+min(M,N)+max(M,N)*NB, */
/* where NB is an upper bound for the optimal blocksizes for */
/* ZGEQRF, CGERQF, ZUNMQR and CUNMRQ. */
/* 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. */
/* = 1: the upper triangular factor R associated with B in the */
/* generalized RQ factorization of the pair (B, A) is */
/* singular, so that rank(B) < P; the least squares */
/* solution could not be computed. */
/* = 2: the (N-P) by (N-P) part of the upper trapezoidal factor */
/* T associated with A in the generalized RQ factorization */
/* of the pair (B, A) is singular, so that */
/* rank( (A) ) < N; the least squares solution could not */
/* ( (B) ) */
/* be computed. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
--c__;
--d__;
--x;
--work;
/* Function Body */
*info = 0;
mn = min(*m,*n);
lquery = *lwork == -1;
if (*m < 0) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*p < 0 || *p > *n || *p < *n - *m) {
*info = -3;
} else if (*lda < max(1,*m)) {
*info = -5;
} else if (*ldb < max(1,*p)) {
*info = -7;
}
/* Calculate workspace */
if (*info == 0) {
if (*n == 0) {
lwkmin = 1;
lwkopt = 1;
} else {
nb1 = ilaenv_(&c__1, "ZGEQRF", " ", m, n, &c_n1, &c_n1);
nb2 = ilaenv_(&c__1, "ZGERQF", " ", m, n, &c_n1, &c_n1);
nb3 = ilaenv_(&c__1, "ZUNMQR", " ", m, n, p, &c_n1);
nb4 = ilaenv_(&c__1, "ZUNMRQ", " ", m, n, p, &c_n1);
/* Computing MAX */
i__1 = max(nb1,nb2), i__1 = max(i__1,nb3);
nb = max(i__1,nb4);
lwkmin = *m + *n + *p;
lwkopt = *p + mn + max(*m,*n) * nb;
}
work[1].r = (doublereal) lwkopt, work[1].i = 0.;
if (*lwork < lwkmin && ! lquery) {
*info = -12;
}
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("ZGGLSE", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
/* Compute the GRQ factorization of matrices B and A: */
/* B*Q' = ( 0 T12 ) P Z'*A*Q' = ( R11 R12 ) N-P */
/* N-P P ( 0 R22 ) M+P-N */
/* N-P P */
/* where T12 and R11 are upper triangular, and Q and Z are */
/* unitary. */
i__1 = *lwork - *p - mn;
zggrqf_(p, m, n, &b[b_offset], ldb, &work[1], &a[a_offset], lda, &work[*p
+ 1], &work[*p + mn + 1], &i__1, info);
i__1 = *p + mn + 1;
lopt = (integer) work[i__1].r;
/* Update c = Z'*c = ( c1 ) N-P */
/* ( c2 ) M+P-N */
i__1 = max(1,*m);
i__2 = *lwork - *p - mn;
zunmqr_("Left", "Conjugate Transpose", m, &c__1, &mn, &a[a_offset], lda, &
work[*p + 1], &c__[1], &i__1, &work[*p + mn + 1], &i__2, info);
/* Computing MAX */
i__3 = *p + mn + 1;
i__1 = lopt, i__2 = (integer) work[i__3].r;
lopt = max(i__1,i__2);
/* Solve T12*x2 = d for x2 */
if (*p > 0) {
ztrtrs_("Upper", "No transpose", "Non-unit", p, &c__1, &b[(*n - *p +
1) * b_dim1 + 1], ldb, &d__[1], p, info);
if (*info > 0) {
*info = 1;
return 0;
}
/* Put the solution in X */
zcopy_(p, &d__[1], &c__1, &x[*n - *p + 1], &c__1);
/* Update c1 */
i__1 = *n - *p;
z__1.r = -1., z__1.i = -0.;
zgemv_("No transpose", &i__1, p, &z__1, &a[(*n - *p + 1) * a_dim1 + 1]
, lda, &d__[1], &c__1, &c_b1, &c__[1], &c__1);
}
/* Solve R11*x1 = c1 for x1 */
if (*n > *p) {
i__1 = *n - *p;
i__2 = *n - *p;
ztrtrs_("Upper", "No transpose", "Non-unit", &i__1, &c__1, &a[
a_offset], lda, &c__[1], &i__2, info);
if (*info > 0) {
*info = 2;
return 0;
}
/* Put the solutions in X */
i__1 = *n - *p;
zcopy_(&i__1, &c__[1], &c__1, &x[1], &c__1);
}
/* Compute the residual vector: */
if (*m < *n) {
nr = *m + *p - *n;
if (nr > 0) {
i__1 = *n - *m;
z__1.r = -1., z__1.i = -0.;
zgemv_("No transpose", &nr, &i__1, &z__1, &a[*n - *p + 1 + (*m +
1) * a_dim1], lda, &d__[nr + 1], &c__1, &c_b1, &c__[*n - *
p + 1], &c__1);
}
} else {
nr = *p;
}
if (nr > 0) {
ztrmv_("Upper", "No transpose", "Non unit", &nr, &a[*n - *p + 1 + (*n
- *p + 1) * a_dim1], lda, &d__[1], &c__1);
z__1.r = -1., z__1.i = -0.;
zaxpy_(&nr, &z__1, &d__[1], &c__1, &c__[*n - *p + 1], &c__1);
}
/* Backward transformation x = Q'*x */
i__1 = *lwork - *p - mn;
zunmrq_("Left", "Conjugate Transpose", n, &c__1, p, &b[b_offset], ldb, &
work[1], &x[1], n, &work[*p + mn + 1], &i__1, info);
/* Computing MAX */
i__4 = *p + mn + 1;
i__2 = lopt, i__3 = (integer) work[i__4].r;
i__1 = *p + mn + max(i__2,i__3);
work[1].r = (doublereal) i__1, work[1].i = 0.;
return 0;
/* End of ZGGLSE */
} /* zgglse_ */
|
