/* sgglse.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 integer c__1 = 1; static integer c_n1 = -1; static real c_b31 = -1.f; static real c_b33 = 1.f; /* Subroutine */ int sgglse_(integer *m, integer *n, integer *p, real *a, integer *lda, real *b, integer *ldb, real *c__, real *d__, real *x, real *work, integer *lwork, integer *info) { /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2; /* Local variables */ integer nb, mn, nr, nb1, nb2, nb3, nb4, lopt; extern /* Subroutine */ int sgemv_(char *, integer *, integer *, real *, real *, integer *, real *, integer *, real *, real *, integer *), scopy_(integer *, real *, integer *, real *, integer *), saxpy_(integer *, real *, real *, integer *, real *, integer *), strmv_(char *, char *, char *, integer *, real *, integer *, real *, integer *), xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *); extern /* Subroutine */ int sggrqf_(integer *, integer *, integer *, real *, integer *, real *, real *, integer *, real *, real *, integer * , integer *); integer lwkmin, lwkopt; logical lquery; extern /* Subroutine */ int sormqr_(char *, char *, integer *, integer *, integer *, real *, integer *, real *, real *, integer *, real *, integer *, integer *), sormrq_(char *, char *, integer *, integer *, integer *, real *, integer *, real *, real * , integer *, real *, integer *, integer *), strtrs_(char *, char *, char *, integer *, integer *, real *, integer *, real *, 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 */ /* ======= */ /* SGGLSE 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) REAL 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) REAL 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) REAL 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) REAL array, dimension (P) */ /* On entry, D contains the right hand side vector for the */ /* constrained equation. */ /* On exit, D is destroyed. */ /* X (output) REAL array, dimension (N) */ /* On exit, X is the solution of the LSE problem. */ /* WORK (workspace/output) REAL 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 */ /* SGEQRF, SGERQF, SORMQR and SORMRQ. */ /* 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, "SGEQRF", " ", m, n, &c_n1, &c_n1); nb2 = ilaenv_(&c__1, "SGERQF", " ", m, n, &c_n1, &c_n1); nb3 = ilaenv_(&c__1, "SORMQR", " ", m, n, p, &c_n1); nb4 = ilaenv_(&c__1, "SORMRQ", " ", 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] = (real) lwkopt; if (*lwork < lwkmin && ! lquery) { *info = -12; } } if (*info != 0) { i__1 = -(*info); xerbla_("SGGLSE", &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 */ /* orthogonal. */ i__1 = *lwork - *p - mn; sggrqf_(p, m, n, &b[b_offset], ldb, &work[1], &a[a_offset], lda, &work[*p + 1], &work[*p + mn + 1], &i__1, info); lopt = work[*p + mn + 1]; /* Update c = Z'*c = ( c1 ) N-P */ /* ( c2 ) M+P-N */ i__1 = max(1,*m); i__2 = *lwork - *p - mn; sormqr_("Left", "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__1 = lopt, i__2 = (integer) work[*p + mn + 1]; lopt = max(i__1,i__2); /* Solve T12*x2 = d for x2 */ if (*p > 0) { strtrs_("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 */ scopy_(p, &d__[1], &c__1, &x[*n - *p + 1], &c__1); /* Update c1 */ i__1 = *n - *p; sgemv_("No transpose", &i__1, p, &c_b31, &a[(*n - *p + 1) * a_dim1 + 1], lda, &d__[1], &c__1, &c_b33, &c__[1], &c__1); } /* Solve R11*x1 = c1 for x1 */ if (*n > *p) { i__1 = *n - *p; i__2 = *n - *p; strtrs_("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 solution in X */ i__1 = *n - *p; scopy_(&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; sgemv_("No transpose", &nr, &i__1, &c_b31, &a[*n - *p + 1 + (*m + 1) * a_dim1], lda, &d__[nr + 1], &c__1, &c_b33, &c__[*n - *p + 1], &c__1); } } else { nr = *p; } if (nr > 0) { strmv_("Upper", "No transpose", "Non unit", &nr, &a[*n - *p + 1 + (*n - *p + 1) * a_dim1], lda, &d__[1], &c__1); saxpy_(&nr, &c_b31, &d__[1], &c__1, &c__[*n - *p + 1], &c__1); } /* Backward transformation x = Q'*x */ i__1 = *lwork - *p - mn; sormrq_("Left", "Transpose", n, &c__1, p, &b[b_offset], ldb, &work[1], &x[ 1], n, &work[*p + mn + 1], &i__1, info); /* Computing MAX */ i__1 = lopt, i__2 = (integer) work[*p + mn + 1]; work[1] = (real) (*p + mn + max(i__1,i__2)); return 0; /* End of SGGLSE */ } /* sgglse_ */