LAPACK 3.3.1 Linear Algebra PACKage

# sgelsd.f

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00001       SUBROUTINE SGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND,
00002      \$                   RANK, WORK, LWORK, IWORK, INFO )
00003 *
00004 *  -- LAPACK driver routine (version 3.2) --
00005 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
00006 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
00007 *     November 2006
00008 *
00009 *     .. Scalar Arguments ..
00010       INTEGER            INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
00011       REAL               RCOND
00012 *     ..
00013 *     .. Array Arguments ..
00014       INTEGER            IWORK( * )
00015       REAL               A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
00016 *     ..
00017 *
00018 *  Purpose
00019 *  =======
00020 *
00021 *  SGELSD computes the minimum-norm solution to a real linear least
00022 *  squares problem:
00023 *      minimize 2-norm(| b - A*x |)
00024 *  using the singular value decomposition (SVD) of A. A is an M-by-N
00025 *  matrix which may be rank-deficient.
00026 *
00027 *  Several right hand side vectors b and solution vectors x can be
00028 *  handled in a single call; they are stored as the columns of the
00029 *  M-by-NRHS right hand side matrix B and the N-by-NRHS solution
00030 *  matrix X.
00031 *
00032 *  The problem is solved in three steps:
00033 *  (1) Reduce the coefficient matrix A to bidiagonal form with
00034 *      Householder transformations, reducing the original problem
00035 *      into a "bidiagonal least squares problem" (BLS)
00036 *  (2) Solve the BLS using a divide and conquer approach.
00037 *  (3) Apply back all the Householder tranformations to solve
00038 *      the original least squares problem.
00039 *
00040 *  The effective rank of A is determined by treating as zero those
00041 *  singular values which are less than RCOND times the largest singular
00042 *  value.
00043 *
00044 *  The divide and conquer algorithm makes very mild assumptions about
00045 *  floating point arithmetic. It will work on machines with a guard
00046 *  digit in add/subtract, or on those binary machines without guard
00047 *  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
00048 *  Cray-2. It could conceivably fail on hexadecimal or decimal machines
00049 *  without guard digits, but we know of none.
00050 *
00051 *  Arguments
00052 *  =========
00053 *
00054 *  M       (input) INTEGER
00055 *          The number of rows of A. M >= 0.
00056 *
00057 *  N       (input) INTEGER
00058 *          The number of columns of A. N >= 0.
00059 *
00060 *  NRHS    (input) INTEGER
00061 *          The number of right hand sides, i.e., the number of columns
00062 *          of the matrices B and X. NRHS >= 0.
00063 *
00064 *  A       (input) REAL array, dimension (LDA,N)
00065 *          On entry, the M-by-N matrix A.
00066 *          On exit, A has been destroyed.
00067 *
00068 *  LDA     (input) INTEGER
00069 *          The leading dimension of the array A.  LDA >= max(1,M).
00070 *
00071 *  B       (input/output) REAL array, dimension (LDB,NRHS)
00072 *          On entry, the M-by-NRHS right hand side matrix B.
00073 *          On exit, B is overwritten by the N-by-NRHS solution
00074 *          matrix X.  If m >= n and RANK = n, the residual
00075 *          sum-of-squares for the solution in the i-th column is given
00076 *          by the sum of squares of elements n+1:m in that column.
00077 *
00078 *  LDB     (input) INTEGER
00079 *          The leading dimension of the array B. LDB >= max(1,max(M,N)).
00080 *
00081 *  S       (output) REAL array, dimension (min(M,N))
00082 *          The singular values of A in decreasing order.
00083 *          The condition number of A in the 2-norm = S(1)/S(min(m,n)).
00084 *
00085 *  RCOND   (input) REAL
00086 *          RCOND is used to determine the effective rank of A.
00087 *          Singular values S(i) <= RCOND*S(1) are treated as zero.
00088 *          If RCOND < 0, machine precision is used instead.
00089 *
00090 *  RANK    (output) INTEGER
00091 *          The effective rank of A, i.e., the number of singular values
00092 *          which are greater than RCOND*S(1).
00093 *
00094 *  WORK    (workspace/output) REAL array, dimension (MAX(1,LWORK))
00095 *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
00096 *
00097 *  LWORK   (input) INTEGER
00098 *          The dimension of the array WORK. LWORK must be at least 1.
00099 *          The exact minimum amount of workspace needed depends on M,
00100 *          N and NRHS. As long as LWORK is at least
00101 *              12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,
00102 *          if M is greater than or equal to N or
00103 *              12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,
00104 *          if M is less than N, the code will execute correctly.
00105 *          SMLSIZ is returned by ILAENV and is equal to the maximum
00106 *          size of the subproblems at the bottom of the computation
00107 *          tree (usually about 25), and
00108 *             NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
00109 *          For good performance, LWORK should generally be larger.
00110 *
00111 *          If LWORK = -1, then a workspace query is assumed; the routine
00112 *          only calculates the optimal size of the array WORK and the
00113 *          minimum size of the array IWORK, and returns these values as
00114 *          the first entries of the WORK and IWORK arrays, and no error
00115 *          message related to LWORK is issued by XERBLA.
00116 *
00117 *  IWORK   (workspace) INTEGER array, dimension (MAX(1,LIWORK))
00118 *          LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
00119 *          where MINMN = MIN( M,N ).
00120 *          On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
00121 *
00122 *  INFO    (output) INTEGER
00123 *          = 0:  successful exit
00124 *          < 0:  if INFO = -i, the i-th argument had an illegal value.
00125 *          > 0:  the algorithm for computing the SVD failed to converge;
00126 *                if INFO = i, i off-diagonal elements of an intermediate
00127 *                bidiagonal form did not converge to zero.
00128 *
00129 *  Further Details
00130 *  ===============
00131 *
00132 *  Based on contributions by
00133 *     Ming Gu and Ren-Cang Li, Computer Science Division, University of
00134 *       California at Berkeley, USA
00135 *     Osni Marques, LBNL/NERSC, USA
00136 *
00137 *  =====================================================================
00138 *
00139 *     .. Parameters ..
00140       REAL               ZERO, ONE, TWO
00141       PARAMETER          ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0 )
00142 *     ..
00143 *     .. Local Scalars ..
00144       LOGICAL            LQUERY
00145       INTEGER            IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ,
00146      \$                   LDWORK, LIWORK, MAXMN, MAXWRK, MINMN, MINWRK,
00147      \$                   MM, MNTHR, NLVL, NWORK, SMLSIZ, WLALSD
00148       REAL               ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
00149 *     ..
00150 *     .. External Subroutines ..
00151       EXTERNAL           SGEBRD, SGELQF, SGEQRF, SLABAD, SLACPY, SLALSD,
00152      \$                   SLASCL, SLASET, SORMBR, SORMLQ, SORMQR, XERBLA
00153 *     ..
00154 *     .. External Functions ..
00155       INTEGER            ILAENV
00156       REAL               SLAMCH, SLANGE
00157       EXTERNAL           SLAMCH, SLANGE, ILAENV
00158 *     ..
00159 *     .. Intrinsic Functions ..
00160       INTRINSIC          INT, LOG, MAX, MIN, REAL
00161 *     ..
00162 *     .. Executable Statements ..
00163 *
00164 *     Test the input arguments.
00165 *
00166       INFO = 0
00167       MINMN = MIN( M, N )
00168       MAXMN = MAX( M, N )
00169       LQUERY = ( LWORK.EQ.-1 )
00170       IF( M.LT.0 ) THEN
00171          INFO = -1
00172       ELSE IF( N.LT.0 ) THEN
00173          INFO = -2
00174       ELSE IF( NRHS.LT.0 ) THEN
00175          INFO = -3
00176       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
00177          INFO = -5
00178       ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
00179          INFO = -7
00180       END IF
00181 *
00182 *     Compute workspace.
00183 *     (Note: Comments in the code beginning "Workspace:" describe the
00184 *     minimal amount of workspace needed at that point in the code,
00185 *     as well as the preferred amount for good performance.
00186 *     NB refers to the optimal block size for the immediately
00187 *     following subroutine, as returned by ILAENV.)
00188 *
00189       IF( INFO.EQ.0 ) THEN
00190          MINWRK = 1
00191          MAXWRK = 1
00192          LIWORK = 1
00193          IF( MINMN.GT.0 ) THEN
00194             SMLSIZ = ILAENV( 9, 'SGELSD', ' ', 0, 0, 0, 0 )
00195             MNTHR = ILAENV( 6, 'SGELSD', ' ', M, N, NRHS, -1 )
00196             NLVL = MAX( INT( LOG( REAL( MINMN ) / REAL( SMLSIZ + 1 ) ) /
00197      \$                  LOG( TWO ) ) + 1, 0 )
00198             LIWORK = 3*MINMN*NLVL + 11*MINMN
00199             MM = M
00200             IF( M.GE.N .AND. M.GE.MNTHR ) THEN
00201 *
00202 *              Path 1a - overdetermined, with many more rows than
00203 *                        columns.
00204 *
00205                MM = N
00206                MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'SGEQRF', ' ', M,
00207      \$                       N, -1, -1 ) )
00208                MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'SORMQR', 'LT',
00209      \$                       M, NRHS, N, -1 ) )
00210             END IF
00211             IF( M.GE.N ) THEN
00212 *
00213 *              Path 1 - overdetermined or exactly determined.
00214 *
00215                MAXWRK = MAX( MAXWRK, 3*N + ( MM + N )*ILAENV( 1,
00216      \$                       'SGEBRD', ' ', MM, N, -1, -1 ) )
00217                MAXWRK = MAX( MAXWRK, 3*N + NRHS*ILAENV( 1, 'SORMBR',
00218      \$                       'QLT', MM, NRHS, N, -1 ) )
00219                MAXWRK = MAX( MAXWRK, 3*N + ( N - 1 )*ILAENV( 1,
00220      \$                       'SORMBR', 'PLN', N, NRHS, N, -1 ) )
00221                WLALSD = 9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS +
00222      \$                  ( SMLSIZ + 1 )**2
00223                MAXWRK = MAX( MAXWRK, 3*N + WLALSD )
00224                MINWRK = MAX( 3*N + MM, 3*N + NRHS, 3*N + WLALSD )
00225             END IF
00226             IF( N.GT.M ) THEN
00227                WLALSD = 9*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS +
00228      \$                  ( SMLSIZ + 1 )**2
00229                IF( N.GE.MNTHR ) THEN
00230 *
00231 *                 Path 2a - underdetermined, with many more columns
00232 *                           than rows.
00233 *
00234                   MAXWRK = M + M*ILAENV( 1, 'SGELQF', ' ', M, N, -1,
00235      \$                                  -1 )
00236                   MAXWRK = MAX( MAXWRK, M*M + 4*M + 2*M*ILAENV( 1,
00237      \$                          'SGEBRD', ' ', M, M, -1, -1 ) )
00238                   MAXWRK = MAX( MAXWRK, M*M + 4*M + NRHS*ILAENV( 1,
00239      \$                          'SORMBR', 'QLT', M, NRHS, M, -1 ) )
00240                   MAXWRK = MAX( MAXWRK, M*M + 4*M + ( M - 1 )*ILAENV( 1,
00241      \$                          'SORMBR', 'PLN', M, NRHS, M, -1 ) )
00242                   IF( NRHS.GT.1 ) THEN
00243                      MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
00244                   ELSE
00245                      MAXWRK = MAX( MAXWRK, M*M + 2*M )
00246                   END IF
00247                   MAXWRK = MAX( MAXWRK, M + NRHS*ILAENV( 1, 'SORMLQ',
00248      \$                          'LT', N, NRHS, M, -1 ) )
00249                   MAXWRK = MAX( MAXWRK, M*M + 4*M + WLALSD )
00250 !     XXX: Ensure the Path 2a case below is triggered.  The workspace
00251 !     calculation should use queries for all routines eventually.
00252                   MAXWRK = MAX( MAXWRK,
00253      \$                 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
00254                ELSE
00255 *
00256 *                 Path 2 - remaining underdetermined cases.
00257 *
00258                   MAXWRK = 3*M + ( N + M )*ILAENV( 1, 'SGEBRD', ' ', M,
00259      \$                     N, -1, -1 )
00260                   MAXWRK = MAX( MAXWRK, 3*M + NRHS*ILAENV( 1, 'SORMBR',
00261      \$                          'QLT', M, NRHS, N, -1 ) )
00262                   MAXWRK = MAX( MAXWRK, 3*M + M*ILAENV( 1, 'SORMBR',
00263      \$                          'PLN', N, NRHS, M, -1 ) )
00264                   MAXWRK = MAX( MAXWRK, 3*M + WLALSD )
00265                END IF
00266                MINWRK = MAX( 3*M + NRHS, 3*M + M, 3*M + WLALSD )
00267             END IF
00268          END IF
00269          MINWRK = MIN( MINWRK, MAXWRK )
00270          WORK( 1 ) = MAXWRK
00271          IWORK( 1 ) = LIWORK
00272 *
00273          IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
00274             INFO = -12
00275          END IF
00276       END IF
00277 *
00278       IF( INFO.NE.0 ) THEN
00279          CALL XERBLA( 'SGELSD', -INFO )
00280          RETURN
00281       ELSE IF( LQUERY ) THEN
00282          RETURN
00283       END IF
00284 *
00285 *     Quick return if possible.
00286 *
00287       IF( M.EQ.0 .OR. N.EQ.0 ) THEN
00288          RANK = 0
00289          RETURN
00290       END IF
00291 *
00292 *     Get machine parameters.
00293 *
00294       EPS = SLAMCH( 'P' )
00295       SFMIN = SLAMCH( 'S' )
00296       SMLNUM = SFMIN / EPS
00297       BIGNUM = ONE / SMLNUM
00298       CALL SLABAD( SMLNUM, BIGNUM )
00299 *
00300 *     Scale A if max entry outside range [SMLNUM,BIGNUM].
00301 *
00302       ANRM = SLANGE( 'M', M, N, A, LDA, WORK )
00303       IASCL = 0
00304       IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
00305 *
00306 *        Scale matrix norm up to SMLNUM.
00307 *
00308          CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
00309          IASCL = 1
00310       ELSE IF( ANRM.GT.BIGNUM ) THEN
00311 *
00312 *        Scale matrix norm down to BIGNUM.
00313 *
00314          CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
00315          IASCL = 2
00316       ELSE IF( ANRM.EQ.ZERO ) THEN
00317 *
00318 *        Matrix all zero. Return zero solution.
00319 *
00320          CALL SLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
00321          CALL SLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
00322          RANK = 0
00323          GO TO 10
00324       END IF
00325 *
00326 *     Scale B if max entry outside range [SMLNUM,BIGNUM].
00327 *
00328       BNRM = SLANGE( 'M', M, NRHS, B, LDB, WORK )
00329       IBSCL = 0
00330       IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
00331 *
00332 *        Scale matrix norm up to SMLNUM.
00333 *
00334          CALL SLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
00335          IBSCL = 1
00336       ELSE IF( BNRM.GT.BIGNUM ) THEN
00337 *
00338 *        Scale matrix norm down to BIGNUM.
00339 *
00340          CALL SLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
00341          IBSCL = 2
00342       END IF
00343 *
00344 *     If M < N make sure certain entries of B are zero.
00345 *
00346       IF( M.LT.N )
00347      \$   CALL SLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
00348 *
00349 *     Overdetermined case.
00350 *
00351       IF( M.GE.N ) THEN
00352 *
00353 *        Path 1 - overdetermined or exactly determined.
00354 *
00355          MM = M
00356          IF( M.GE.MNTHR ) THEN
00357 *
00358 *           Path 1a - overdetermined, with many more rows than columns.
00359 *
00360             MM = N
00361             ITAU = 1
00362             NWORK = ITAU + N
00363 *
00364 *           Compute A=Q*R.
00365 *           (Workspace: need 2*N, prefer N+N*NB)
00366 *
00367             CALL SGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
00368      \$                   LWORK-NWORK+1, INFO )
00369 *
00370 *           Multiply B by transpose(Q).
00371 *           (Workspace: need N+NRHS, prefer N+NRHS*NB)
00372 *
00373             CALL SORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
00374      \$                   LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
00375 *
00376 *           Zero out below R.
00377 *
00378             IF( N.GT.1 ) THEN
00379                CALL SLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
00380             END IF
00381          END IF
00382 *
00383          IE = 1
00384          ITAUQ = IE + N
00385          ITAUP = ITAUQ + N
00386          NWORK = ITAUP + N
00387 *
00388 *        Bidiagonalize R in A.
00389 *        (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
00390 *
00391          CALL SGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
00392      \$                WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
00393      \$                INFO )
00394 *
00395 *        Multiply B by transpose of left bidiagonalizing vectors of R.
00396 *        (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
00397 *
00398          CALL SORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
00399      \$                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
00400 *
00401 *        Solve the bidiagonal least squares problem.
00402 *
00403          CALL SLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB,
00404      \$                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
00405          IF( INFO.NE.0 ) THEN
00406             GO TO 10
00407          END IF
00408 *
00409 *        Multiply B by right bidiagonalizing vectors of R.
00410 *
00411          CALL SORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ),
00412      \$                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
00413 *
00414       ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
00415      \$         MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) THEN
00416 *
00417 *        Path 2a - underdetermined, with many more columns than rows
00418 *        and sufficient workspace for an efficient algorithm.
00419 *
00420          LDWORK = M
00421          IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
00422      \$       M*LDA+M+M*NRHS, 4*M+M*LDA+WLALSD ) )LDWORK = LDA
00423          ITAU = 1
00424          NWORK = M + 1
00425 *
00426 *        Compute A=L*Q.
00427 *        (Workspace: need 2*M, prefer M+M*NB)
00428 *
00429          CALL SGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
00430      \$                LWORK-NWORK+1, INFO )
00431          IL = NWORK
00432 *
00433 *        Copy L to WORK(IL), zeroing out above its diagonal.
00434 *
00435          CALL SLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
00436          CALL SLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
00437      \$                LDWORK )
00438          IE = IL + LDWORK*M
00439          ITAUQ = IE + M
00440          ITAUP = ITAUQ + M
00441          NWORK = ITAUP + M
00442 *
00443 *        Bidiagonalize L in WORK(IL).
00444 *        (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
00445 *
00446          CALL SGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
00447      \$                WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
00448      \$                LWORK-NWORK+1, INFO )
00449 *
00450 *        Multiply B by transpose of left bidiagonalizing vectors of L.
00451 *        (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
00452 *
00453          CALL SORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
00454      \$                WORK( ITAUQ ), B, LDB, WORK( NWORK ),
00455      \$                LWORK-NWORK+1, INFO )
00456 *
00457 *        Solve the bidiagonal least squares problem.
00458 *
00459          CALL SLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
00460      \$                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
00461          IF( INFO.NE.0 ) THEN
00462             GO TO 10
00463          END IF
00464 *
00465 *        Multiply B by right bidiagonalizing vectors of L.
00466 *
00467          CALL SORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK,
00468      \$                WORK( ITAUP ), B, LDB, WORK( NWORK ),
00469      \$                LWORK-NWORK+1, INFO )
00470 *
00471 *        Zero out below first M rows of B.
00472 *
00473          CALL SLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
00474          NWORK = ITAU + M
00475 *
00476 *        Multiply transpose(Q) by B.
00477 *        (Workspace: need M+NRHS, prefer M+NRHS*NB)
00478 *
00479          CALL SORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
00480      \$                LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
00481 *
00482       ELSE
00483 *
00484 *        Path 2 - remaining underdetermined cases.
00485 *
00486          IE = 1
00487          ITAUQ = IE + M
00488          ITAUP = ITAUQ + M
00489          NWORK = ITAUP + M
00490 *
00491 *        Bidiagonalize A.
00492 *        (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
00493 *
00494          CALL SGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
00495      \$                WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
00496      \$                INFO )
00497 *
00498 *        Multiply B by transpose of left bidiagonalizing vectors.
00499 *        (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
00500 *
00501          CALL SORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
00502      \$                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
00503 *
00504 *        Solve the bidiagonal least squares problem.
00505 *
00506          CALL SLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB,
00507      \$                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
00508          IF( INFO.NE.0 ) THEN
00509             GO TO 10
00510          END IF
00511 *
00512 *        Multiply B by right bidiagonalizing vectors of A.
00513 *
00514          CALL SORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ),
00515      \$                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
00516 *
00517       END IF
00518 *
00519 *     Undo scaling.
00520 *
00521       IF( IASCL.EQ.1 ) THEN
00522          CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
00523          CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
00524      \$                INFO )
00525       ELSE IF( IASCL.EQ.2 ) THEN
00526          CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
00527          CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
00528      \$                INFO )
00529       END IF
00530       IF( IBSCL.EQ.1 ) THEN
00531          CALL SLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
00532       ELSE IF( IBSCL.EQ.2 ) THEN
00533          CALL SLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
00534       END IF
00535 *
00536    10 CONTINUE
00537       WORK( 1 ) = MAXWRK
00538       IWORK( 1 ) = LIWORK
00539       RETURN
00540 *
00541 *     End of SGELSD
00542 *
00543       END