cgelsd.c

著名的LAPACK矩阵计算软件包, 是比较新的版本, 一般用到矩阵分解的朋友也许会用到

#include "blaswrap.h"
/*  -- translated by f2c (version 19990503).
   You must link the resulting object file with the libraries:
	-lf2c -lm   (in that order)
*/

#include "f2c.h"

/* Table of constant values */

static complex c_b1 = {0.f,0.f};
static integer c__6 = 6;
static integer c_n1 = -1;
static integer c__9 = 9;
static integer c__0 = 0;
static integer c__1 = 1;
static real c_b81 = 0.f;

/* Subroutine */ int cgelsd_(integer *m, integer *n, integer *nrhs, complex *
	a, integer *lda, complex *b, integer *ldb, real *s, real *rcond, 
	integer *rank, complex *work, integer *lwork, real *rwork, integer *
	iwork, 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;
    complex q__1;

    /* Local variables */
    static real anrm, bnrm;
    static integer itau, iascl, ibscl;
    static real sfmin;
    static integer minmn, maxmn, itaup, itauq, mnthr, nwork, ie, il;
    extern /* Subroutine */ int cgebrd_(integer *, integer *, complex *, 
	    integer *, real *, real *, complex *, complex *, complex *, 
	    integer *, integer *), slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
	    integer *, real *);
    static integer mm;
    extern /* Subroutine */ int cgelqf_(integer *, integer *, complex *, 
	    integer *, complex *, complex *, integer *, integer *), clalsd_(
	    char *, integer *, integer *, integer *, real *, real *, complex *
	    , integer *, real *, integer *, complex *, real *, integer *, 
	    integer *), clascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, complex *, integer *, integer *), cgeqrf_(integer *, integer *, complex *, integer *, 
	    complex *, complex *, integer *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex 
	    *, integer *, complex *, integer *), claset_(char *, 
	    integer *, integer *, complex *, complex *, complex *, integer *), xerbla_(char *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    static real bignum;
    extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, 
	    real *, integer *, integer *, real *, integer *, integer *), cunmbr_(char *, char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *), slaset_(
	    char *, integer *, integer *, real *, real *, real *, integer *), cunmlq_(char *, char *, integer *, integer *, integer *, 
	    complex *, integer *, complex *, complex *, integer *, complex *, 
	    integer *, integer *);
    static integer ldwork;
    extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *, 
	    integer *, complex *, integer *, complex *, complex *, integer *, 
	    complex *, integer *, integer *);
    static integer minwrk, maxwrk;
    static real smlnum;
    static logical lquery;
    static integer nrwork, smlsiz;
    static real eps;


#define a_subscr(a_1,a_2) (a_2)*a_dim1 + a_1
#define a_ref(a_1,a_2) a[a_subscr(a_1,a_2)]
#define b_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]


/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       October 31, 1999   


    Purpose   
    =======   

    CGELSD 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 tranformations, 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 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) COMPLEX 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) COMPLEX 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,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) COMPLEX array, dimension (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   
                2 * N + N * NRHS   
            if M is greater than or equal to N or   
                2 * M + M * NRHS   
            if M is less than N, the code will execute correctly.   
            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.   

    RWORK   (workspace) REAL array, dimension at least   
               10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +   
               (SMLSIZ+1)**2   
            if M is greater than or equal to N or   
               10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*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 )   

    IWORK   (workspace) INTEGER array, dimension (LIWORK)   
            LIWORK >= 3 * MINMN * NLVL + 11 * MINMN,   
            where MINMN = MIN( M,N ).   

    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   

    =====================================================================   


       Test the input arguments.   

       Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    --s;
    --work;
    --rwork;
    --iwork;

    /* Function Body */
    *info = 0;
    minmn = min(*m,*n);
    maxmn = max(*m,*n);
    mnthr = ilaenv_(&c__6, "CGELSD", " ", m, n, nrhs, &c_n1, (ftnlen)6, (
	    ftnlen)1);
    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;
    }

    smlsiz = ilaenv_(&c__9, "CGELSD", " ", &c__0, &c__0, &c__0, &c__0, (
	    ftnlen)6, (ftnlen)1);

/*     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.) */

    minwrk = 1;
    if (*info == 0) {
	maxwrk = 0;
	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 * ilaenv_(&c__1, "CGEQRF", " ", m, n, &
		    c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = *nrhs * ilaenv_(&c__1, "CUNMQR", "LC", m, 
		    nrhs, n, &c_n1, (ftnlen)6, (ftnlen)2);
	    maxwrk = max(i__1,i__2);
	}
	if (*m >= *n) {

/*           Path 1 - overdetermined or exactly determined.   

   Computing MAX */
	    i__1 = maxwrk, i__2 = (*n << 1) + (mm + *n) * ilaenv_(&c__1, 
		    "CGEBRD", " ", &mm, n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1)
		    ;
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = (*n << 1) + *nrhs * ilaenv_(&c__1, "CUNMBR",
		     "QLC", &mm, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)3);
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = (*n << 1) + (*n - 1) * ilaenv_(&c__1, "CUN"
		    "MBR", "PLN", n, nrhs, n, &c_n1, (ftnlen)6, (ftnlen)3);
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = maxwrk, i__2 = (*n << 1) + *n * *nrhs;
	    maxwrk = max(i__1,i__2);
/* Computing MAX */
	    i__1 = (*n << 1) + mm, i__2 = (*n << 1) + *n * *nrhs;
	    minwrk = max(i__1,i__2);
	}
	if (*n > *m) {
	    if (*n >= mnthr) {

/*              Path 2a - underdetermined, with many more columns   
                than rows. */

		maxwrk = *m + *m * ilaenv_(&c__1, "CGELQF", " ", m, n, &c_n1, 
			&c_n1, (ftnlen)6, (ftnlen)1);
/* Computing MAX */
		i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m << 1) * 
			ilaenv_(&c__1, "CGEBRD", " ", m, m, &c_n1, &c_n1, (
			ftnlen)6, (ftnlen)1);
		maxwrk = max(i__1,i__2);
/* Computing MAX */
		i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + *nrhs * ilaenv_(&
			c__1, "CUNMBR", "QLC", m, nrhs, m, &c_n1, (ftnlen)6, (
			ftnlen)3);
		maxwrk = max(i__1,i__2);
/* Computing MAX */
		i__1 = maxwrk, i__2 = *m * *m + (*m << 2) + (*m - 1) * 
			ilaenv_(&c__1, "CUNMLQ", "LC", n, nrhs, m, &c_n1, (
			ftnlen)6, (ftnlen)2);
		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 * *m + (*m << 2) + *m * *nrhs;
		maxwrk = max(i__1,i__2);
	    } else {

/*              Path 2 - underdetermined. */

		maxwrk = (*m << 1) + (*n + *m) * ilaenv_(&c__1, "CGEBRD", 
			" ", m, n, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1);
/* Computing MAX */
		i__1 = maxwrk, i__2 = (*m << 1) + *nrhs * ilaenv_(&c__1, 
			"CUNMBR", "QLC", m, nrhs, m, &c_n1, (ftnlen)6, (
			ftnlen)3);
		maxwrk = max(i__1,i__2);