dgels.f

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      SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK,
     $                  INFO )
*
*  -- LAPACK driver routine (instrumented to count ops, version 3.0) --
*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
*     Courant Institute, Argonne National Lab, and Rice University
*     June 30, 1999
*
*     .. Scalar Arguments ..
      CHARACTER          TRANS
      INTEGER            INFO, LDA, LDB, LWORK, M, N, NRHS
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), WORK( * )
*     ..
*     Common block to return operation count.
*     .. Common blocks ..
      COMMON             / LSTIME / OPCNT, TIMNG
*     ..
*     .. Arrays in Common ..
      DOUBLE PRECISION   OPCNT( 6 ), TIMNG( 6 )
*     ..
*
*  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
*          = '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, 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 (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
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            LQUERY, TPSD
      INTEGER            BROW, GELQF, GELS, GEQRF, I, IASCL, IBSCL, J,
     $                   MN, NB, ORMLQ, ORMQR, SCLLEN, TRSM, WSIZE
      DOUBLE PRECISION   ANRM, BIGNUM, BNRM, SMLNUM, T1, T2
*     ..
*     .. Local Arrays ..
      DOUBLE PRECISION   RWORK( 1 )
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      DOUBLE PRECISION   DLAMCH, DLANGE, DOPBL3, DOPLA, DSECND
      EXTERNAL           LSAME, ILAENV, DLAMCH, DLANGE, DOPBL3, DOPLA,
     $                   DSECND
*     ..
*     .. External Subroutines ..
      EXTERNAL           DGELQF, DGEQRF, DLABAD, DLASCL, DLASET, DORMLQ,
     $                   DORMQR, DTRSM, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          DBLE, MAX, MIN
*     ..
*     .. Data statements ..
      DATA               GELQF / 2 / , GELS / 1 / , GEQRF / 2 / ,
     $                   ORMLQ / 3 / , ORMQR / 3 / , TRSM / 4 /
*     ..
*     .. Executable Statements ..
*
*     Test the input arguments.
*
      INFO = 0
      MN = MIN( M, N )
      LQUERY = ( LWORK.EQ.-1 )
      IF( .NOT.( LSAME( TRANS, 'N' ) .OR. LSAME( TRANS, 'T' ) ) ) THEN
         INFO = -1
      ELSE IF( M.LT.0 ) THEN
         INFO = -2
      ELSE IF( N.LT.0 ) THEN
         INFO = -3
      ELSE IF( NRHS.LT.0 ) THEN
         INFO = -4
      ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
         INFO = -6
      ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN
         INFO = -8
      ELSE IF( LWORK.LT.MAX( 1, MN+MAX( MN, NRHS ) ) .AND. .NOT.LQUERY )
     $          THEN
         INFO = -10
      END IF
*
*     Figure out optimal block size
*
      IF( INFO.EQ.0 .OR. INFO.EQ.-10 ) THEN
*
         TPSD = .TRUE.
         IF( LSAME( TRANS, 'N' ) )
     $      TPSD = .FALSE.
*
         IF( M.GE.N ) THEN
            NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
            IF( TPSD ) THEN
               NB = MAX( NB, ILAENV( 1, 'DORMQR', 'LN', M, NRHS, N,
     $              -1 ) )
            ELSE
               NB = MAX( NB, ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N,
     $              -1 ) )
            END IF
         ELSE
            NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
            IF( TPSD ) THEN
               NB = MAX( NB, ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M,
     $              -1 ) )
            ELSE
               NB = MAX( NB, ILAENV( 1, 'DORMLQ', 'LN', N, NRHS, M,
     $              -1 ) )
            END IF
         END IF
*
         WSIZE = MAX( 1, MN+MAX( MN, NRHS )*NB )
         WORK( 1 ) = DBLE( WSIZE )
*
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGELS ', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( MIN( M, N, NRHS ).EQ.0 ) THEN
         CALL DLASET( 'Full', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
         RETURN
      END IF
*
*     Get machine parameters
*
      OPCNT( GELS ) = OPCNT( GELS ) + DBLE( 2 )
      SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
      BIGNUM = ONE / SMLNUM
      CALL DLABAD( SMLNUM, BIGNUM )
*
*     Scale A, B if max element outside range [SMLNUM,BIGNUM]
*
      ANRM = DLANGE( 'M', M, N, A, LDA, RWORK )
      IASCL = 0
      IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
*
*        Scale matrix norm up to SMLNUM
*
         OPCNT( GELS ) = OPCNT( GELS ) + DBLE( M*N )
         CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )