/* sgels.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 "clapack.h" /* Table of constant values */ static integer c__1 = 1; static integer c_n1 = -1; static real c_b33 = 0.f; static integer c__0 = 0; /* Subroutine */ int sgels_(char *trans, integer *m, integer *n, integer * nrhs, real *a, integer *lda, real *b, integer *ldb, 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 i__, j, nb, mn; real anrm, bnrm; integer brow; logical tpsd; integer iascl, ibscl; extern logical lsame_(char *, char *); integer wsize; real rwork[1]; extern /* Subroutine */ int slabad_(real *, real *); extern doublereal slamch_(char *), slange_(char *, integer *, integer *, real *, integer *, real *); extern /* Subroutine */ int xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *); integer scllen; real bignum; extern /* Subroutine */ int sgelqf_(integer *, integer *, real *, integer *, real *, real *, integer *, integer *), slascl_(char *, integer *, integer *, real *, real *, integer *, integer *, real *, integer *, integer *), sgeqrf_(integer *, integer *, real *, integer *, real *, real *, integer *, integer *), slaset_(char *, integer *, integer *, real *, real *, real *, integer *); real smlnum; extern /* Subroutine */ int sormlq_(char *, char *, integer *, integer *, integer *, real *, integer *, real *, real *, integer *, real *, integer *, integer *); logical lquery; extern /* Subroutine */ int sormqr_(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 */ /* ======= */ /* SGELS solves overdetermined or underdetermined real linear systems */ /* involving an M-by-N matrix A, or its transpose, using a QR or LQ */ /* factorization of A. It is assumed that A has full rank. */ /* The following options are provided: */ /* 1. If TRANS = 'N' and m >= n: find the least squares solution of */ /* an overdetermined system, i.e., solve the least squares problem */ /* minimize || B - A*X ||. */ /* 2. If TRANS = 'N' and m < n: find the minimum norm solution of */ /* an underdetermined system A * X = B. */ /* 3. If TRANS = 'T' and m >= n: find the minimum norm solution of */ /* an undetermined system A**T * X = B. */ /* 4. If TRANS = 'T' and m < n: find the least squares solution of */ /* an overdetermined system, i.e., solve the least squares problem */ /* minimize || B - A**T * X ||. */ /* 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. */ /* Arguments */ /* ========= */ /* TRANS (input) CHARACTER*1 */ /* = 'N': the linear system involves A; */ /* = 'T': the linear system involves A**T. */ /* 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 the matrices B and X. NRHS >=0. */ /* A (input/output) REAL array, dimension (LDA,N) */ /* On entry, the M-by-N matrix A. */ /* On exit, */ /* if M >= N, A is overwritten by details of its QR */ /* factorization as returned by SGEQRF; */ /* if M < N, A is overwritten by details of its LQ */ /* factorization as returned by SGELQF. */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA >= max(1,M). */ /* B (input/output) REAL array, dimension (LDB,NRHS) */ /* On entry, the matrix B of right hand side vectors, stored */ /* columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS */ /* if TRANS = 'T'. */ /* On exit, if INFO = 0, B is overwritten by the solution */ /* vectors, stored columnwise: */ /* if TRANS = 'N' and m >= n, rows 1 to n of B contain the least */ /* squares solution vectors; the residual sum of squares for the */ /* solution in each column is given by the sum of squares of */ /* elements N+1 to M in that column; */ /* if TRANS = 'N' and m < n, rows 1 to N of B contain the */ /* minimum norm solution vectors; */ /* if TRANS = 'T' and m >= n, rows 1 to M of B contain the */ /* minimum norm solution vectors; */ /* if TRANS = 'T' and m < n, rows 1 to M of B contain the */ /* least squares solution vectors; the residual sum of squares */ /* for the solution in each column is given by the sum of */ /* squares of elements M+1 to N in that column. */ /* LDB (input) INTEGER */ /* The leading dimension of the array B. LDB >= MAX(1,M,N). */ /* 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, MN + max( MN, NRHS ) ). */ /* For optimal performance, */ /* LWORK >= max( 1, MN + max( MN, NRHS )*NB ). */ /* where MN = min(M,N) and NB is the optimum block size. */ /* 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 */ /* > 0: if INFO = i, the i-th diagonal element of the */ /* triangular factor of A is zero, so that A does not have */ /* full rank; the least squares solution could not be */ /* computed. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input arguments. */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --work; /* Function Body */ *info = 0; mn = min(*m,*n); lquery = *lwork == -1; if (! (lsame_(trans, "N") || lsame_(trans, "T"))) { *info = -1; } else if (*m < 0) { *info = -2; } else if (*n < 0) { *info = -3; } else if (*nrhs < 0) { *info = -4; } else if (*lda < max(1,*m)) { *info = -6; } else /* if(complicated condition) */ { /* Computing MAX */ i__1 = max(1,*m); if (*ldb < max(i__1,*n)) { *info = -8; } else /* if(complicated condition) */ { /* Computing MAX */ i__1 = 1, i__2 = mn + max(mn,*nrhs); if (*lwork < max(i__1,i__2) && ! lquery) { *info = -10; } } } /* Figure out optimal block size */ if (*info == 0 || *info == -10) { tpsd = TRUE_; if (lsame_(trans, "N")) { tpsd = FALSE_; } if (*m >= *n) { nb = ilaenv_(&c__1, "SGEQRF", " ", m, n, &c_n1, &c_n1); if (tpsd) { /* Computing MAX */ i__1 = nb, i__2 = ilaenv_(&c__1, "SORMQR", "LN", m, nrhs, n, & c_n1); nb = max(i__1,i__2); } else { /* Computing MAX */ i__1 = nb, i__2 = ilaenv_(&c__1, "SORMQR", "LT", m, nrhs, n, & c_n1); nb = max(i__1,i__2); } } else { nb = ilaenv_(&c__1, "SGELQF", " ", m, n, &c_n1, &c_n1); if (tpsd) { /* Computing MAX */ i__1 = nb, i__2 = ilaenv_(&c__1, "SORMLQ", "LT", n, nrhs, m, & c_n1); nb = max(i__1,i__2); } else { /* Computing MAX */ i__1 = nb, i__2 = ilaenv_(&c__1, "SORMLQ", "LN", n, nrhs, m, & c_n1); nb = max(i__1,i__2); } } /* Computing MAX */ i__1 = 1, i__2 = mn + max(mn,*nrhs) * nb; wsize = max(i__1,i__2); work[1] = (real) wsize; } if (*info != 0) { i__1 = -(*info); xerbla_("SGELS ", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible */ /* Computing MIN */ i__1 = min(*m,*n); if (min(i__1,*nrhs) == 0) { i__1 = max(*m,*n); slaset_("Full", &i__1, nrhs, &c_b33, &c_b33, &b[b_offset], ldb); return 0; } /* Get machine parameters */ smlnum = slamch_("S") / slamch_("P"); bignum = 1.f / smlnum; slabad_(&smlnum, &bignum); /* Scale A, B if max element outside range [SMLNUM,BIGNUM] */ anrm = slange_("M", m, n, &a[a_offset], lda, rwork); iascl = 0; if (anrm > 0.f && anrm < smlnum) { /* Scale matrix norm up to SMLNUM */ slascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, info); iascl = 1; } else if (anrm > bignum) { /* Scale matrix norm down to BIGNUM */ slascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, info); iascl = 2; } else if (anrm == 0.f) { /* Matrix all zero. Return zero solution. */ i__1 = max(*m,*n); slaset_("F", &i__1, nrhs, &c_b33, &c_b33, &b[b_offset], ldb); goto L50; } brow = *m; if (tpsd) { brow = *n; } bnrm = slange_("M", &brow, nrhs, &b[b_offset], ldb, rwork); ibscl = 0; if (bnrm > 0.f && bnrm < smlnum) { /* Scale matrix norm up to SMLNUM */ slascl_("G", &c__0, &c__0, &bnrm, &smlnum, &brow, nrhs, &b[b_offset], ldb, info); ibscl = 1; } else if (bnrm > bignum) { /* Scale matrix norm down to BIGNUM */ slascl_("G", &c__0, &c__0, &bnrm, &bignum, &brow, nrhs, &b[b_offset], ldb, info); ibscl = 2; } if (*m >= *n) { /* compute QR factorization of A */ i__1 = *lwork - mn; sgeqrf_(m, n, &a[a_offset], lda, &work[1], &work[mn + 1], &i__1, info) ; /* workspace at least N, optimally N*NB */ if (! tpsd) { /* Least-Squares Problem min || A * X - B || */ /* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */ i__1 = *lwork - mn; sormqr_("Left", "Transpose", m, nrhs, n, &a[a_offset], lda, &work[ 1], &b[b_offset], ldb, &work[mn + 1], &i__1, info); /* workspace at least NRHS, optimally NRHS*NB */ /* B(1:N,1:NRHS) := inv(R) * B(1:N,1:NRHS) */ strtrs_("Upper", "No transpose", "Non-unit", n, nrhs, &a[a_offset] , lda, &b[b_offset], ldb, info); if (*info > 0) { return 0; } scllen = *n; } else { /* Overdetermined system of equations A' * X = B */ /* B(1:N,1:NRHS) := inv(R') * B(1:N,1:NRHS) */ strtrs_("Upper", "Transpose", "Non-unit", n, nrhs, &a[a_offset], lda, &b[b_offset], ldb, info); if (*info > 0) { return 0; } /* B(N+1:M,1:NRHS) = ZERO */ i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *m; for (i__ = *n + 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] = 0.f; /* L10: */ } /* L20: */ } /* B(1:M,1:NRHS) := Q(1:N,:) * B(1:N,1:NRHS) */ i__1 = *lwork - mn; sormqr_("Left", "No transpose", m, nrhs, n, &a[a_offset], lda, & work[1], &b[b_offset], ldb, &work[mn + 1], &i__1, info); /* workspace at least NRHS, optimally NRHS*NB */ scllen = *m; } } else { /* Compute LQ factorization of A */ i__1 = *lwork - mn; sgelqf_(m, n, &a[a_offset], lda, &work[1], &work[mn + 1], &i__1, info) ; /* workspace at least M, optimally M*NB. */ if (! tpsd) { /* underdetermined system of equations A * X = B */ /* B(1:M,1:NRHS) := inv(L) * B(1:M,1:NRHS) */ strtrs_("Lower", "No transpose", "Non-unit", m, nrhs, &a[a_offset] , lda, &b[b_offset], ldb, info); if (*info > 0) { return 0; } /* B(M+1:N,1:NRHS) = 0 */ i__1 = *nrhs; for (j = 1; j <= i__1; ++j) { i__2 = *n; for (i__ = *m + 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] = 0.f; /* L30: */ } /* L40: */ } /* B(1:N,1:NRHS) := Q(1:N,:)' * B(1:M,1:NRHS) */ i__1 = *lwork - mn; sormlq_("Left", "Transpose", n, nrhs, m, &a[a_offset], lda, &work[ 1], &b[b_offset], ldb, &work[mn + 1], &i__1, info); /* workspace at least NRHS, optimally NRHS*NB */ scllen = *n; } else { /* overdetermined system min || A' * X - B || */ /* B(1:N,1:NRHS) := Q * B(1:N,1:NRHS) */ i__1 = *lwork - mn; sormlq_("Left", "No transpose", n, nrhs, m, &a[a_offset], lda, & work[1], &b[b_offset], ldb, &work[mn + 1], &i__1, info); /* workspace at least NRHS, optimally NRHS*NB */ /* B(1:M,1:NRHS) := inv(L') * B(1:M,1:NRHS) */ strtrs_("Lower", "Transpose", "Non-unit", m, nrhs, &a[a_offset], lda, &b[b_offset], ldb, info); if (*info > 0) { return 0; } scllen = *m; } } /* Undo scaling */ if (iascl == 1) { slascl_("G", &c__0, &c__0, &anrm, &smlnum, &scllen, nrhs, &b[b_offset] , ldb, info); } else if (iascl == 2) { slascl_("G", &c__0, &c__0, &anrm, &bignum, &scllen, nrhs, &b[b_offset] , ldb, info); } if (ibscl == 1) { slascl_("G", &c__0, &c__0, &smlnum, &bnrm, &scllen, nrhs, &b[b_offset] , ldb, info); } else if (ibscl == 2) { slascl_("G", &c__0, &c__0, &bignum, &bnrm, &scllen, nrhs, &b[b_offset] , ldb, info); } L50: work[1] = (real) wsize; return 0; /* End of SGELS */ } /* sgels_ */