SUBROUTINE DGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, $ WORK, 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 * September 30, 1994 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDB, M, N, NRHS, RANK DOUBLE PRECISION RCOND * .. * .. Array Arguments .. INTEGER JPVT( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ) * .. * Common blocks to return operation counts and timings * .. Common blocks .. COMMON / LATIME / OPS, ITCNT COMMON / LSTIME / OPCNT, TIMNG * .. * .. Scalars in Common .. DOUBLE PRECISION ITCNT, OPS * .. * .. Arrays in Common .. DOUBLE PRECISION OPCNT( 6 ), TIMNG( 6 ) * .. * * Purpose * ======= * * DGELSX computes the minimum-norm solution to a real linear least * squares problem: * minimize || A * X - B || * using a complete orthogonal factorization 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 routine first computes a QR factorization with column pivoting: * A * P = Q * [ R11 R12 ] * [ 0 R22 ] * with R11 defined as the largest leading submatrix whose estimated * condition number is less than 1/RCOND. The order of R11, RANK, * is the effective rank of A. * * Then, R22 is considered to be negligible, and R12 is annihilated * by orthogonal transformations from the right, arriving at the * complete orthogonal factorization: * A * P = Q * [ T11 0 ] * Z * [ 0 0 ] * The minimum-norm solution is then * X = P * Z' [ inv(T11)*Q1'*B ] * [ 0 ] * where Q1 consists of the first RANK columns of Q. * * 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 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, A has been overwritten by details of its * complete orthogonal factorization. * * 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 M-by-NRHS right hand side matrix B. * On exit, 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). * * JPVT (input/output) INTEGER array, dimension (N) * On entry, if JPVT(i) .ne. 0, the i-th column of A is an * initial column, otherwise it is a free column. Before * the QR factorization of A, all initial columns are * permuted to the leading positions; only the remaining * free columns are moved as a result of column pivoting * during the factorization. * On exit, if JPVT(i) = k, then the i-th column of A*P * was the k-th column of A. * * RCOND (input) DOUBLE PRECISION * RCOND is used to determine the effective rank of A, which * is defined as the order of the largest leading triangular * submatrix R11 in the QR factorization with pivoting of A, * whose estimated condition number < 1/RCOND. * * RANK (output) INTEGER * The effective rank of A, i.e., the order of the submatrix * R11. This is the same as the order of the submatrix T11 * in the complete orthogonal factorization of A. * * WORK (workspace) DOUBLE PRECISION array, dimension * (max( min(M,N)+3*N, 2*min(M,N)+NRHS )), * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. INTEGER IMAX, IMIN PARAMETER ( IMAX = 1, IMIN = 2 ) DOUBLE PRECISION ZERO, ONE, DONE, NTDONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, DONE = ZERO, $ NTDONE = ONE ) * .. * .. Local Scalars .. INTEGER GELSX, GEQPF, I, IASCL, IBSCL, ISMAX, ISMIN, J, $ K, LATZM, MN, ORM2R, TRSM, TZRQF DOUBLE PRECISION ANRM, BIGNUM, BNRM, C1, C2, S1, S2, SMAX, $ SMAXPR, SMIN, SMINPR, SMLNUM, T1, T2, TIM1, $ TIM2 * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DLANGE, DOPBL3, DOPLA, DSECND EXTERNAL DLAMCH, DLANGE, DOPBL3, DOPLA, DSECND * .. * .. External Subroutines .. EXTERNAL DGEQPF, DLABAD, DLAIC1, DLASCL, DLASET, DLATZM, $ DORM2R, DTRSM, DTZRQF, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, MAX, MIN * .. * .. Data statements .. DATA GELSX / 1 / , GEQPF / 2 / , LATZM / 6 / , $ ORM2R / 4 / , TRSM / 5 / , TZRQF / 3 / * .. * .. Executable Statements .. * MN = MIN( M, N ) ISMIN = MN + 1 ISMAX = 2*MN + 1 * * Test the input arguments. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN INFO = -7 END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGELSX', -INFO ) RETURN END IF * * Quick return if possible * IF( MIN( M, N, NRHS ).EQ.0 ) THEN RANK = 0 RETURN END IF * * Get machine parameters * OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( 2 ) SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' ) BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) * * Scale A, B if max elements outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', M, N, A, LDA, WORK ) IASCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( M*N ) CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO ) IASCL = 1 ELSE IF( ANRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( M*N ) CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO ) IASCL = 2 ELSE IF( ANRM.EQ.ZERO ) THEN * * Matrix all zero. Return zero solution. * CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) RANK = 0 GO TO 100 END IF * BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK ) IBSCL = 0 IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( M*NRHS ) CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO ) IBSCL = 1 ELSE IF( BNRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( M*NRHS ) CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO ) IBSCL = 2 END IF * * Compute QR factorization with column pivoting of A: * A * P = Q * R * OPCNT( GEQPF ) = OPCNT( GEQPF ) + DOPLA( 'DGEQPF', M, N, 0, 0, 0 ) TIM1 = DSECND( ) CALL DGEQPF( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ), INFO ) TIM2 = DSECND( ) TIMNG( GEQPF ) = TIMNG( GEQPF ) + ( TIM2-TIM1 ) * * workspace 3*N. Details of Householder rotations stored * in WORK(1:MN). * * Determine RANK using incremental condition estimation * WORK( ISMIN ) = ONE WORK( ISMAX ) = ONE SMAX = ABS( A( 1, 1 ) ) SMIN = SMAX IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN RANK = 0 CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) GO TO 100 ELSE RANK = 1 END IF * 10 CONTINUE IF( RANK.LT.MN ) THEN I = RANK + 1 OPS = 0 CALL DLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ), $ A( I, I ), SMINPR, S1, C1 ) CALL DLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ), $ A( I, I ), SMAXPR, S2, C2 ) OPCNT( GELSX ) = OPCNT( GELSX ) + OPS + DBLE( 1 ) * IF( SMAXPR*RCOND.LE.SMINPR ) THEN OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( RANK*2 ) DO 20 I = 1, RANK WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 ) WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 ) 20 CONTINUE WORK( ISMIN+RANK ) = C1 WORK( ISMAX+RANK ) = C2 SMIN = SMINPR SMAX = SMAXPR RANK = RANK + 1 GO TO 10 END IF END IF * * Logically partition R = [ R11 R12 ] * [ 0 R22 ] * where R11 = R(1:RANK,1:RANK) * * [R11,R12] = [ T11, 0 ] * Y * IF( RANK.LT.N ) THEN OPCNT( TZRQF ) = OPCNT( TZRQF ) + $ DOPLA( 'DTZRQF', RANK, N, 0, 0, 0 ) TIM1 = DSECND( ) CALL DTZRQF( RANK, N, A, LDA, WORK( MN+1 ), INFO ) TIM2 = DSECND( ) TIMNG( TZRQF ) = TIMNG( TZRQF ) + ( TIM2-TIM1 ) END IF * * Details of Householder rotations stored in WORK(MN+1:2*MN) * * B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) * OPCNT( ORM2R ) = OPCNT( ORM2R ) + $ DOPLA( 'DORMQR', M, NRHS, MN, 0, 0 ) TIM1 = DSECND( ) CALL DORM2R( 'Left', 'Transpose', M, NRHS, MN, A, LDA, WORK( 1 ), $ B, LDB, WORK( 2*MN+1 ), INFO ) TIM2 = DSECND( ) TIMNG( ORM2R ) = TIMNG( ORM2R ) + ( TIM2-TIM1 ) * * workspace NRHS * * B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) * OPCNT( TRSM ) = OPCNT( TRSM ) + DOPBL3( 'DTRSM ', RANK, NRHS, 0 ) TIM1 = DSECND( ) CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK, $ NRHS, ONE, A, LDA, B, LDB ) TIM2 = DSECND( ) TIMNG( TRSM ) = TIMNG( TRSM ) + ( TIM2-TIM1 ) * DO 40 I = RANK + 1, N DO 30 J = 1, NRHS B( I, J ) = ZERO 30 CONTINUE 40 CONTINUE * * B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS) * IF( RANK.LT.N ) THEN OPCNT( LATZM ) = OPCNT( LATZM ) + $ DBLE( 2*( ( N-RANK )*NRHS+NRHS+( N-RANK )* $ NRHS )*RANK ) TIM1 = DSECND( ) DO 50 I = 1, RANK CALL DLATZM( 'Left', N-RANK+1, NRHS, A( I, RANK+1 ), LDA, $ WORK( MN+I ), B( I, 1 ), B( RANK+1, 1 ), LDB, $ WORK( 2*MN+1 ) ) 50 CONTINUE TIM2 = DSECND( ) TIMNG( LATZM ) = TIMNG( LATZM ) + ( TIM2-TIM1 ) END IF * * workspace NRHS * * B(1:N,1:NRHS) := P * B(1:N,1:NRHS) * DO 90 J = 1, NRHS DO 60 I = 1, N WORK( 2*MN+I ) = NTDONE 60 CONTINUE DO 80 I = 1, N IF( WORK( 2*MN+I ).EQ.NTDONE ) THEN IF( JPVT( I ).NE.I ) THEN K = I T1 = B( K, J ) T2 = B( JPVT( K ), J ) 70 CONTINUE B( JPVT( K ), J ) = T1 WORK( 2*MN+K ) = DONE T1 = T2 K = JPVT( K ) T2 = B( JPVT( K ), J ) IF( JPVT( K ).NE.I ) $ GO TO 70 B( I, J ) = T1 WORK( 2*MN+K ) = DONE END IF END IF 80 CONTINUE 90 CONTINUE * * Undo scaling * IF( IASCL.EQ.1 ) THEN OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( N*NRHS+RANK*RANK ) CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA, $ INFO ) ELSE IF( IASCL.EQ.2 ) THEN OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( N*NRHS+RANK*RANK ) CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA, $ INFO ) END IF IF( IBSCL.EQ.1 ) THEN OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( N*NRHS ) CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO ) ELSE IF( IBSCL.EQ.2 ) THEN OPCNT( GELSX ) = OPCNT( GELSX ) + DBLE( N*NRHS ) CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO ) END IF * 100 CONTINUE * RETURN * * End of DGELSX * END