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zgelsy.f
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1 *> \brief <b> ZGELSY solves overdetermined or underdetermined systems for GE matrices</b>
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
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13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgelsy.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE ZGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
22 * WORK, LWORK, RWORK, INFO )
23 *
24 * .. Scalar Arguments ..
25 * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
26 * DOUBLE PRECISION RCOND
27 * ..
28 * .. Array Arguments ..
29 * INTEGER JPVT( * )
30 * DOUBLE PRECISION RWORK( * )
31 * COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
32 * ..
33 *
34 *
35 *> \par Purpose:
36 * =============
37 *>
38 *> \verbatim
39 *>
40 *> ZGELSY computes the minimum-norm solution to a complex linear least
41 *> squares problem:
42 *> minimize || A * X - B ||
43 *> using a complete orthogonal factorization of A. A is an M-by-N
44 *> matrix which may be rank-deficient.
45 *>
46 *> Several right hand side vectors b and solution vectors x can be
47 *> handled in a single call; they are stored as the columns of the
48 *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution
49 *> matrix X.
50 *>
51 *> The routine first computes a QR factorization with column pivoting:
52 *> A * P = Q * [ R11 R12 ]
53 *> [ 0 R22 ]
54 *> with R11 defined as the largest leading submatrix whose estimated
55 *> condition number is less than 1/RCOND. The order of R11, RANK,
56 *> is the effective rank of A.
57 *>
58 *> Then, R22 is considered to be negligible, and R12 is annihilated
59 *> by unitary transformations from the right, arriving at the
60 *> complete orthogonal factorization:
61 *> A * P = Q * [ T11 0 ] * Z
62 *> [ 0 0 ]
63 *> The minimum-norm solution is then
64 *> X = P * Z**H [ inv(T11)*Q1**H*B ]
65 *> [ 0 ]
66 *> where Q1 consists of the first RANK columns of Q.
67 *>
68 *> This routine is basically identical to the original xGELSX except
69 *> three differences:
70 *> o The permutation of matrix B (the right hand side) is faster and
71 *> more simple.
72 *> o The call to the subroutine xGEQPF has been substituted by the
73 *> the call to the subroutine xGEQP3. This subroutine is a Blas-3
74 *> version of the QR factorization with column pivoting.
75 *> o Matrix B (the right hand side) is updated with Blas-3.
76 *> \endverbatim
77 *
78 * Arguments:
79 * ==========
80 *
81 *> \param[in] M
82 *> \verbatim
83 *> M is INTEGER
84 *> The number of rows of the matrix A. M >= 0.
85 *> \endverbatim
86 *>
87 *> \param[in] N
88 *> \verbatim
89 *> N is INTEGER
90 *> The number of columns of the matrix A. N >= 0.
91 *> \endverbatim
92 *>
93 *> \param[in] NRHS
94 *> \verbatim
95 *> NRHS is INTEGER
96 *> The number of right hand sides, i.e., the number of
97 *> columns of matrices B and X. NRHS >= 0.
98 *> \endverbatim
99 *>
100 *> \param[in,out] A
101 *> \verbatim
102 *> A is COMPLEX*16 array, dimension (LDA,N)
103 *> On entry, the M-by-N matrix A.
104 *> On exit, A has been overwritten by details of its
105 *> complete orthogonal factorization.
106 *> \endverbatim
107 *>
108 *> \param[in] LDA
109 *> \verbatim
110 *> LDA is INTEGER
111 *> The leading dimension of the array A. LDA >= max(1,M).
112 *> \endverbatim
113 *>
114 *> \param[in,out] B
115 *> \verbatim
116 *> B is COMPLEX*16 array, dimension (LDB,NRHS)
117 *> On entry, the M-by-NRHS right hand side matrix B.
118 *> On exit, the N-by-NRHS solution matrix X.
119 *> \endverbatim
120 *>
121 *> \param[in] LDB
122 *> \verbatim
123 *> LDB is INTEGER
124 *> The leading dimension of the array B. LDB >= max(1,M,N).
125 *> \endverbatim
126 *>
127 *> \param[in,out] JPVT
128 *> \verbatim
129 *> JPVT is INTEGER array, dimension (N)
130 *> On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
131 *> to the front of AP, otherwise column i is a free column.
132 *> On exit, if JPVT(i) = k, then the i-th column of A*P
133 *> was the k-th column of A.
134 *> \endverbatim
135 *>
136 *> \param[in] RCOND
137 *> \verbatim
138 *> RCOND is DOUBLE PRECISION
139 *> RCOND is used to determine the effective rank of A, which
140 *> is defined as the order of the largest leading triangular
141 *> submatrix R11 in the QR factorization with pivoting of A,
142 *> whose estimated condition number < 1/RCOND.
143 *> \endverbatim
144 *>
145 *> \param[out] RANK
146 *> \verbatim
147 *> RANK is INTEGER
148 *> The effective rank of A, i.e., the order of the submatrix
149 *> R11. This is the same as the order of the submatrix T11
150 *> in the complete orthogonal factorization of A.
151 *> \endverbatim
152 *>
153 *> \param[out] WORK
154 *> \verbatim
155 *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
156 *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
157 *> \endverbatim
158 *>
159 *> \param[in] LWORK
160 *> \verbatim
161 *> LWORK is INTEGER
162 *> The dimension of the array WORK.
163 *> The unblocked strategy requires that:
164 *> LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS )
165 *> where MN = min(M,N).
166 *> The block algorithm requires that:
167 *> LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS )
168 *> where NB is an upper bound on the blocksize returned
169 *> by ILAENV for the routines ZGEQP3, ZTZRZF, CTZRQF, ZUNMQR,
170 *> and ZUNMRZ.
171 *>
172 *> If LWORK = -1, then a workspace query is assumed; the routine
173 *> only calculates the optimal size of the WORK array, returns
174 *> this value as the first entry of the WORK array, and no error
175 *> message related to LWORK is issued by XERBLA.
176 *> \endverbatim
177 *>
178 *> \param[out] RWORK
179 *> \verbatim
180 *> RWORK is DOUBLE PRECISION array, dimension (2*N)
181 *> \endverbatim
182 *>
183 *> \param[out] INFO
184 *> \verbatim
185 *> INFO is INTEGER
186 *> = 0: successful exit
187 *> < 0: if INFO = -i, the i-th argument had an illegal value
188 *> \endverbatim
189 *
190 * Authors:
191 * ========
192 *
193 *> \author Univ. of Tennessee
194 *> \author Univ. of California Berkeley
195 *> \author Univ. of Colorado Denver
196 *> \author NAG Ltd.
197 *
198 *> \date November 2011
199 *
200 *> \ingroup complex16GEsolve
201 *
202 *> \par Contributors:
203 * ==================
204 *>
205 *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA \n
206 *> E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain \n
207 *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain \n
208 *>
209 * =====================================================================
210  SUBROUTINE zgelsy( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
211  $ work, lwork, rwork, info )
212 *
213 * -- LAPACK driver routine (version 3.4.0) --
214 * -- LAPACK is a software package provided by Univ. of Tennessee, --
215 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
216 * November 2011
217 *
218 * .. Scalar Arguments ..
219  INTEGER info, lda, ldb, lwork, m, n, nrhs, rank
220  DOUBLE PRECISION rcond
221 * ..
222 * .. Array Arguments ..
223  INTEGER jpvt( * )
224  DOUBLE PRECISION rwork( * )
225  COMPLEX*16 a( lda, * ), b( ldb, * ), work( * )
226 * ..
227 *
228 * =====================================================================
229 *
230 * .. Parameters ..
231  INTEGER imax, imin
232  parameter( imax = 1, imin = 2 )
233  DOUBLE PRECISION zero, one
234  parameter( zero = 0.0d+0, one = 1.0d+0 )
235  COMPLEX*16 czero, cone
236  parameter( czero = ( 0.0d+0, 0.0d+0 ),
237  $ cone = ( 1.0d+0, 0.0d+0 ) )
238 * ..
239 * .. Local Scalars ..
240  LOGICAL lquery
241  INTEGER i, iascl, ibscl, ismax, ismin, j, lwkopt, mn,
242  $ nb, nb1, nb2, nb3, nb4
243  DOUBLE PRECISION anrm, bignum, bnrm, smax, smaxpr, smin, sminpr,
244  $ smlnum, wsize
245  COMPLEX*16 c1, c2, s1, s2
246 * ..
247 * .. External Subroutines ..
248  EXTERNAL dlabad, xerbla, zcopy, zgeqp3, zlaic1, zlascl,
250 * ..
251 * .. External Functions ..
252  INTEGER ilaenv
253  DOUBLE PRECISION dlamch, zlange
254  EXTERNAL ilaenv, dlamch, zlange
255 * ..
256 * .. Intrinsic Functions ..
257  INTRINSIC abs, dble, dcmplx, max, min
258 * ..
259 * .. Executable Statements ..
260 *
261  mn = min( m, n )
262  ismin = mn + 1
263  ismax = 2*mn + 1
264 *
265 * Test the input arguments.
266 *
267  info = 0
268  nb1 = ilaenv( 1, 'ZGEQRF', ' ', m, n, -1, -1 )
269  nb2 = ilaenv( 1, 'ZGERQF', ' ', m, n, -1, -1 )
270  nb3 = ilaenv( 1, 'ZUNMQR', ' ', m, n, nrhs, -1 )
271  nb4 = ilaenv( 1, 'ZUNMRQ', ' ', m, n, nrhs, -1 )
272  nb = max( nb1, nb2, nb3, nb4 )
273  lwkopt = max( 1, mn+2*n+nb*( n+1 ), 2*mn+nb*nrhs )
274  work( 1 ) = dcmplx( lwkopt )
275  lquery = ( lwork.EQ.-1 )
276  IF( m.LT.0 ) THEN
277  info = -1
278  ELSE IF( n.LT.0 ) THEN
279  info = -2
280  ELSE IF( nrhs.LT.0 ) THEN
281  info = -3
282  ELSE IF( lda.LT.max( 1, m ) ) THEN
283  info = -5
284  ELSE IF( ldb.LT.max( 1, m, n ) ) THEN
285  info = -7
286  ELSE IF( lwork.LT.( mn+max( 2*mn, n+1, mn+nrhs ) ) .AND. .NOT.
287  $ lquery ) THEN
288  info = -12
289  END IF
290 *
291  IF( info.NE.0 ) THEN
292  CALL xerbla( 'ZGELSY', -info )
293  RETURN
294  ELSE IF( lquery ) THEN
295  RETURN
296  END IF
297 *
298 * Quick return if possible
299 *
300  IF( min( m, n, nrhs ).EQ.0 ) THEN
301  rank = 0
302  RETURN
303  END IF
304 *
305 * Get machine parameters
306 *
307  smlnum = dlamch( 'S' ) / dlamch( 'P' )
308  bignum = one / smlnum
309  CALL dlabad( smlnum, bignum )
310 *
311 * Scale A, B if max entries outside range [SMLNUM,BIGNUM]
312 *
313  anrm = zlange( 'M', m, n, a, lda, rwork )
314  iascl = 0
315  IF( anrm.GT.zero .AND. anrm.LT.smlnum ) THEN
316 *
317 * Scale matrix norm up to SMLNUM
318 *
319  CALL zlascl( 'G', 0, 0, anrm, smlnum, m, n, a, lda, info )
320  iascl = 1
321  ELSE IF( anrm.GT.bignum ) THEN
322 *
323 * Scale matrix norm down to BIGNUM
324 *
325  CALL zlascl( 'G', 0, 0, anrm, bignum, m, n, a, lda, info )
326  iascl = 2
327  ELSE IF( anrm.EQ.zero ) THEN
328 *
329 * Matrix all zero. Return zero solution.
330 *
331  CALL zlaset( 'F', max( m, n ), nrhs, czero, czero, b, ldb )
332  rank = 0
333  go to 70
334  END IF
335 *
336  bnrm = zlange( 'M', m, nrhs, b, ldb, rwork )
337  ibscl = 0
338  IF( bnrm.GT.zero .AND. bnrm.LT.smlnum ) THEN
339 *
340 * Scale matrix norm up to SMLNUM
341 *
342  CALL zlascl( 'G', 0, 0, bnrm, smlnum, m, nrhs, b, ldb, info )
343  ibscl = 1
344  ELSE IF( bnrm.GT.bignum ) THEN
345 *
346 * Scale matrix norm down to BIGNUM
347 *
348  CALL zlascl( 'G', 0, 0, bnrm, bignum, m, nrhs, b, ldb, info )
349  ibscl = 2
350  END IF
351 *
352 * Compute QR factorization with column pivoting of A:
353 * A * P = Q * R
354 *
355  CALL zgeqp3( m, n, a, lda, jpvt, work( 1 ), work( mn+1 ),
356  $ lwork-mn, rwork, info )
357  wsize = mn + dble( work( mn+1 ) )
358 *
359 * complex workspace: MN+NB*(N+1). real workspace 2*N.
360 * Details of Householder rotations stored in WORK(1:MN).
361 *
362 * Determine RANK using incremental condition estimation
363 *
364  work( ismin ) = cone
365  work( ismax ) = cone
366  smax = abs( a( 1, 1 ) )
367  smin = smax
368  IF( abs( a( 1, 1 ) ).EQ.zero ) THEN
369  rank = 0
370  CALL zlaset( 'F', max( m, n ), nrhs, czero, czero, b, ldb )
371  go to 70
372  ELSE
373  rank = 1
374  END IF
375 *
376  10 CONTINUE
377  IF( rank.LT.mn ) THEN
378  i = rank + 1
379  CALL zlaic1( imin, rank, work( ismin ), smin, a( 1, i ),
380  $ a( i, i ), sminpr, s1, c1 )
381  CALL zlaic1( imax, rank, work( ismax ), smax, a( 1, i ),
382  $ a( i, i ), smaxpr, s2, c2 )
383 *
384  IF( smaxpr*rcond.LE.sminpr ) THEN
385  DO 20 i = 1, rank
386  work( ismin+i-1 ) = s1*work( ismin+i-1 )
387  work( ismax+i-1 ) = s2*work( ismax+i-1 )
388  20 CONTINUE
389  work( ismin+rank ) = c1
390  work( ismax+rank ) = c2
391  smin = sminpr
392  smax = smaxpr
393  rank = rank + 1
394  go to 10
395  END IF
396  END IF
397 *
398 * complex workspace: 3*MN.
399 *
400 * Logically partition R = [ R11 R12 ]
401 * [ 0 R22 ]
402 * where R11 = R(1:RANK,1:RANK)
403 *
404 * [R11,R12] = [ T11, 0 ] * Y
405 *
406  IF( rank.LT.n )
407  $ CALL ztzrzf( rank, n, a, lda, work( mn+1 ), work( 2*mn+1 ),
408  $ lwork-2*mn, info )
409 *
410 * complex workspace: 2*MN.
411 * Details of Householder rotations stored in WORK(MN+1:2*MN)
412 *
413 * B(1:M,1:NRHS) := Q**H * B(1:M,1:NRHS)
414 *
415  CALL zunmqr( 'Left', 'Conjugate transpose', m, nrhs, mn, a, lda,
416  $ work( 1 ), b, ldb, work( 2*mn+1 ), lwork-2*mn, info )
417  wsize = max( wsize, 2*mn+dble( work( 2*mn+1 ) ) )
418 *
419 * complex workspace: 2*MN+NB*NRHS.
420 *
421 * B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS)
422 *
423  CALL ztrsm( 'Left', 'Upper', 'No transpose', 'Non-unit', rank,
424  $ nrhs, cone, a, lda, b, ldb )
425 *
426  DO 40 j = 1, nrhs
427  DO 30 i = rank + 1, n
428  b( i, j ) = czero
429  30 CONTINUE
430  40 CONTINUE
431 *
432 * B(1:N,1:NRHS) := Y**H * B(1:N,1:NRHS)
433 *
434  IF( rank.LT.n ) THEN
435  CALL zunmrz( 'Left', 'Conjugate transpose', n, nrhs, rank,
436  $ n-rank, a, lda, work( mn+1 ), b, ldb,
437  $ work( 2*mn+1 ), lwork-2*mn, info )
438  END IF
439 *
440 * complex workspace: 2*MN+NRHS.
441 *
442 * B(1:N,1:NRHS) := P * B(1:N,1:NRHS)
443 *
444  DO 60 j = 1, nrhs
445  DO 50 i = 1, n
446  work( jpvt( i ) ) = b( i, j )
447  50 CONTINUE
448  CALL zcopy( n, work( 1 ), 1, b( 1, j ), 1 )
449  60 CONTINUE
450 *
451 * complex workspace: N.
452 *
453 * Undo scaling
454 *
455  IF( iascl.EQ.1 ) THEN
456  CALL zlascl( 'G', 0, 0, anrm, smlnum, n, nrhs, b, ldb, info )
457  CALL zlascl( 'U', 0, 0, smlnum, anrm, rank, rank, a, lda,
458  $ info )
459  ELSE IF( iascl.EQ.2 ) THEN
460  CALL zlascl( 'G', 0, 0, anrm, bignum, n, nrhs, b, ldb, info )
461  CALL zlascl( 'U', 0, 0, bignum, anrm, rank, rank, a, lda,
462  $ info )
463  END IF
464  IF( ibscl.EQ.1 ) THEN
465  CALL zlascl( 'G', 0, 0, smlnum, bnrm, n, nrhs, b, ldb, info )
466  ELSE IF( ibscl.EQ.2 ) THEN
467  CALL zlascl( 'G', 0, 0, bignum, bnrm, n, nrhs, b, ldb, info )
468  END IF
469 *
470  70 CONTINUE
471  work( 1 ) = dcmplx( lwkopt )
472 *
473  RETURN
474 *
475 * End of ZGELSY
476 *
477  END