sgelss.f.html

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      SUBROUTINE <a name="SGELSS.1"></a><a href="sgelss.f.html#SGELSS.1">SGELSS</a>( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
     $                   WORK, LWORK, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK driver routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      INTEGER            INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
      REAL               RCOND
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      REAL               A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  <a name="SGELSS.19"></a><a href="sgelss.f.html#SGELSS.1">SGELSS</a> computes the minimum norm solution to a real linear least
</span><span class="comment">*</span><span class="comment">  squares problem:
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Minimize 2-norm(| b - A*x |).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  using the singular value decomposition (SVD) of A. A is an M-by-N
</span><span class="comment">*</span><span class="comment">  matrix which may be rank-deficient.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Several right hand side vectors b and solution vectors x can be
</span><span class="comment">*</span><span class="comment">  handled in a single call; they are stored as the columns of the
</span><span class="comment">*</span><span class="comment">  M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
</span><span class="comment">*</span><span class="comment">  X.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  The effective rank of A is determined by treating as zero those
</span><span class="comment">*</span><span class="comment">  singular values which are less than RCOND times the largest singular
</span><span class="comment">*</span><span class="comment">  value.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  M       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of rows of the matrix A. M &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  N       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of columns of the matrix A. N &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  NRHS    (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of right hand sides, i.e., the number of columns
</span><span class="comment">*</span><span class="comment">          of the matrices B and X. NRHS &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  A       (input/output) REAL array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment">          On entry, the M-by-N matrix A.
</span><span class="comment">*</span><span class="comment">          On exit, the first min(m,n) rows of A are overwritten with
</span><span class="comment">*</span><span class="comment">          its right singular vectors, stored rowwise.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDA     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array A.  LDA &gt;= max(1,M).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  B       (input/output) REAL array, dimension (LDB,NRHS)
</span><span class="comment">*</span><span class="comment">          On entry, the M-by-NRHS right hand side matrix B.
</span><span class="comment">*</span><span class="comment">          On exit, B is overwritten by the N-by-NRHS solution
</span><span class="comment">*</span><span class="comment">          matrix X.  If m &gt;= n and RANK = n, the residual
</span><span class="comment">*</span><span class="comment">          sum-of-squares for the solution in the i-th column is given
</span><span class="comment">*</span><span class="comment">          by the sum of squares of elements n+1:m in that column.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDB     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array B. LDB &gt;= max(1,max(M,N)).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  S       (output) REAL array, dimension (min(M,N))
</span><span class="comment">*</span><span class="comment">          The singular values of A in decreasing order.
</span><span class="comment">*</span><span class="comment">          The condition number of A in the 2-norm = S(1)/S(min(m,n)).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  RCOND   (input) REAL
</span><span class="comment">*</span><span class="comment">          RCOND is used to determine the effective rank of A.
</span><span class="comment">*</span><span class="comment">          Singular values S(i) &lt;= RCOND*S(1) are treated as zero.
</span><span class="comment">*</span><span class="comment">          If RCOND &lt; 0, machine precision is used instead.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  RANK    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          The effective rank of A, i.e., the number of singular values
</span><span class="comment">*</span><span class="comment">          which are greater than RCOND*S(1).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  WORK    (workspace/output) REAL array, dimension (MAX(1,LWORK))
</span><span class="comment">*</span><span class="comment">          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LWORK   (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The dimension of the array WORK. LWORK &gt;= 1, and also:
</span><span class="comment">*</span><span class="comment">          LWORK &gt;= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
</span><span class="comment">*</span><span class="comment">          For good performance, LWORK should generally be larger.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">          If LWORK = -1, then a workspace query is assumed; the routine
</span><span class="comment">*</span><span class="comment">          only calculates the optimal size of the WORK array, returns
</span><span class="comment">*</span><span class="comment">          this value as the first entry of the WORK array, and no error
</span><span class="comment">*</span><span class="comment">          message related to LWORK is issued by <a name="XERBLA.91"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  INFO    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          = 0:  successful exit
</span><span class="comment">*</span><span class="comment">          &lt; 0:  if INFO = -i, the i-th argument had an illegal value.
</span><span class="comment">*</span><span class="comment">          &gt; 0:  the algorithm for computing the SVD failed to converge;
</span><span class="comment">*</span><span class="comment">                if INFO = i, i off-diagonal elements of an intermediate
</span><span class="comment">*</span><span class="comment">                bidiagonal form did not converge to zero.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Parameters ..
</span>      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      LOGICAL            LQUERY
      INTEGER            BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
     $                   ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
     $                   MAXWRK, MINMN, MINWRK, MM, MNTHR
      REAL               ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Arrays ..
</span>      REAL               VDUM( 1 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           <a name="SBDSQR.117"></a><a href="sbdsqr.f.html#SBDSQR.1">SBDSQR</a>, SCOPY, <a name="SGEBRD.117"></a><a href="sgebrd.f.html#SGEBRD.1">SGEBRD</a>, <a name="SGELQF.117"></a><a href="sgelqf.f.html#SGELQF.1">SGELQF</a>, SGEMM, SGEMV,
     $                   <a name="SGEQRF.118"></a><a href="sgeqrf.f.html#SGEQRF.1">SGEQRF</a>, <a name="SLABAD.118"></a><a href="slabad.f.html#SLABAD.1">SLABAD</a>, <a name="SLACPY.118"></a><a href="slacpy.f.html#SLACPY.1">SLACPY</a>, <a name="SLASCL.118"></a><a href="slascl.f.html#SLASCL.1">SLASCL</a>, <a name="SLASET.118"></a><a href="slaset.f.html#SLASET.1">SLASET</a>, <a name="SORGBR.118"></a><a href="sorgbr.f.html#SORGBR.1">SORGBR</a>,
     $                   <a name="SORMBR.119"></a><a href="sormbr.f.html#SORMBR.1">SORMBR</a>, <a name="SORMLQ.119"></a><a href="sormlq.f.html#SORMLQ.1">SORMLQ</a>, <a name="SORMQR.119"></a><a href="sormqr.f.html#SORMQR.1">SORMQR</a>, <a name="SRSCL.119"></a><a href="srscl.f.html#SRSCL.1">SRSCL</a>, <a name="XERBLA.119"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Functions ..
</span>      INTEGER            <a name="ILAENV.122"></a><a href="hfy-index.html#ILAENV">ILAENV</a>
      REAL               <a name="SLAMCH.123"></a><a href="slamch.f.html#SLAMCH.1">SLAMCH</a>, <a name="SLANGE.123"></a><a href="slange.f.html#SLANGE.1">SLANGE</a>
      EXTERNAL           <a name="ILAENV.124"></a><a href="hfy-index.html#ILAENV">ILAENV</a>, <a name="SLAMCH.124"></a><a href="slamch.f.html#SLAMCH.1">SLAMCH</a>, <a name="SLANGE.124"></a><a href="slange.f.html#SLANGE.1">SLANGE</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          MAX, MIN
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Test the input arguments
</span><span class="comment">*</span><span class="comment">
</span>      INFO = 0
      MINMN = MIN( M, N )
      MAXMN = MAX( M, N )
      LQUERY = ( LWORK.EQ.-1 )
      IF( M.LT.0 ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( NRHS.LT.0 ) THEN
         INFO = -3
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