*> \brief DGELS solves overdetermined or underdetermined systems for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGELS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, * INFO ) * * .. Scalar Arguments .. * CHARACTER TRANS * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGELS 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 underdetermined 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. *> \endverbatim * * Arguments: * ========== * *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 *> = 'N': the linear system involves A; *> = 'T': the linear system involves A**T. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of *> columns of the matrices B and X. NRHS >=0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION 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 DGEQRF; *> if M < N, A is overwritten by details of its LQ *> factorization as returned by DGELQF. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION 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. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= MAX(1,M,N). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is 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. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is 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. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup doubleGEsolve * * ===================================================================== SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, $ INFO ) * * -- LAPACK driver routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER TRANS INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, TPSD INTEGER BROW, I, IASCL, IBSCL, J, MN, NB, SCLLEN, WSIZE DOUBLE PRECISION ANRM, BIGNUM, BNRM, SMLNUM * .. * .. Local Arrays .. DOUBLE PRECISION RWORK( 1 ) * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL LSAME, ILAENV, DLABAD, DLAMCH, DLANGE * .. * .. External Subroutines .. EXTERNAL DGELQF, DGEQRF, DLASCL, DLASET, DORMLQ, DORMQR, $ DTRTRS, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC DBLE, MAX, MIN * .. * .. Executable Statements .. * * Test the input arguments. * INFO = 0 MN = MIN( M, N ) LQUERY = ( LWORK.EQ.-1 ) IF( .NOT.( LSAME( TRANS, 'N' ) .OR. LSAME( TRANS, 'T' ) ) ) THEN INFO = -1 ELSE IF( M.LT.0 ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( NRHS.LT.0 ) THEN INFO = -4 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -6 ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN INFO = -8 ELSE IF( LWORK.LT.MAX( 1, MN+MAX( MN, NRHS ) ) .AND. .NOT.LQUERY ) $ THEN INFO = -10 END IF * * Figure out optimal block size * IF( INFO.EQ.0 .OR. INFO.EQ.-10 ) THEN * TPSD = .TRUE. IF( LSAME( TRANS, 'N' ) ) $ TPSD = .FALSE. * IF( M.GE.N ) THEN NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 ) IF( TPSD ) THEN NB = MAX( NB, ILAENV( 1, 'DORMQR', 'LN', M, NRHS, N, $ -1 ) ) ELSE NB = MAX( NB, ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N, $ -1 ) ) END IF ELSE NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 ) IF( TPSD ) THEN NB = MAX( NB, ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M, $ -1 ) ) ELSE NB = MAX( NB, ILAENV( 1, 'DORMLQ', 'LN', N, NRHS, M, $ -1 ) ) END IF END IF * WSIZE = MAX( 1, MN+MAX( MN, NRHS )*NB ) WORK( 1 ) = DBLE( WSIZE ) * END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGELS ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( MIN( M, N, NRHS ).EQ.0 ) THEN CALL DLASET( 'Full', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) RETURN END IF * * Get machine parameters * SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' ) BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) * * Scale A, B if max element outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', M, N, A, LDA, RWORK ) IASCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * 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 * 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 ) GO TO 50 END IF * BROW = M IF( TPSD ) $ BROW = N BNRM = DLANGE( 'M', BROW, NRHS, B, LDB, RWORK ) IBSCL = 0 IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, BROW, NRHS, B, LDB, $ INFO ) IBSCL = 1 ELSE IF( BNRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, BROW, NRHS, B, LDB, $ INFO ) IBSCL = 2 END IF * IF( M.GE.N ) THEN * * compute QR factorization of A * CALL DGEQRF( M, N, A, LDA, WORK( 1 ), WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least N, optimally N*NB * IF( .NOT.TPSD ) THEN * * Least-Squares Problem min || A * X - B || * * B(1:M,1:NRHS) := Q**T * B(1:M,1:NRHS) * CALL DORMQR( 'Left', 'Transpose', M, NRHS, N, A, LDA, $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least NRHS, optimally NRHS*NB * * B(1:N,1:NRHS) := inv(R) * B(1:N,1:NRHS) * CALL DTRTRS( 'Upper', 'No transpose', 'Non-unit', N, NRHS, $ A, LDA, B, LDB, INFO ) * IF( INFO.GT.0 ) THEN RETURN END IF * SCLLEN = N * ELSE * * Underdetermined system of equations A**T * X = B * * B(1:N,1:NRHS) := inv(R**T) * B(1:N,1:NRHS) * CALL DTRTRS( 'Upper', 'Transpose', 'Non-unit', N, NRHS, $ A, LDA, B, LDB, INFO ) * IF( INFO.GT.0 ) THEN RETURN END IF * * B(N+1:M,1:NRHS) = ZERO * DO 20 J = 1, NRHS DO 10 I = N + 1, M B( I, J ) = ZERO 10 CONTINUE 20 CONTINUE * * B(1:M,1:NRHS) := Q(1:N,:) * B(1:N,1:NRHS) * CALL DORMQR( 'Left', 'No transpose', M, NRHS, N, A, LDA, $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least NRHS, optimally NRHS*NB * SCLLEN = M * END IF * ELSE * * Compute LQ factorization of A * CALL DGELQF( M, N, A, LDA, WORK( 1 ), WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least M, optimally M*NB. * IF( .NOT.TPSD ) THEN * * underdetermined system of equations A * X = B * * B(1:M,1:NRHS) := inv(L) * B(1:M,1:NRHS) * CALL DTRTRS( 'Lower', 'No transpose', 'Non-unit', M, NRHS, $ A, LDA, B, LDB, INFO ) * IF( INFO.GT.0 ) THEN RETURN END IF * * B(M+1:N,1:NRHS) = 0 * DO 40 J = 1, NRHS DO 30 I = M + 1, N B( I, J ) = ZERO 30 CONTINUE 40 CONTINUE * * B(1:N,1:NRHS) := Q(1:N,:)**T * B(1:M,1:NRHS) * CALL DORMLQ( 'Left', 'Transpose', N, NRHS, M, A, LDA, $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least NRHS, optimally NRHS*NB * SCLLEN = N * ELSE * * overdetermined system min || A**T * X - B || * * B(1:N,1:NRHS) := Q * B(1:N,1:NRHS) * CALL DORMLQ( 'Left', 'No transpose', N, NRHS, M, A, LDA, $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least NRHS, optimally NRHS*NB * * B(1:M,1:NRHS) := inv(L**T) * B(1:M,1:NRHS) * CALL DTRTRS( 'Lower', 'Transpose', 'Non-unit', M, NRHS, $ A, LDA, B, LDB, INFO ) * IF( INFO.GT.0 ) THEN RETURN END IF * SCLLEN = M * END IF * END IF * * Undo scaling * IF( IASCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB, $ INFO ) ELSE IF( IASCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB, $ INFO ) END IF IF( IBSCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB, $ INFO ) ELSE IF( IBSCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB, $ INFO ) END IF * 50 CONTINUE WORK( 1 ) = DBLE( WSIZE ) * RETURN * * End of DGELS * END