1*> \brief <b> DGELSY 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/dgelsy.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18*  Definition:
19*  ===========
20*
21*       SUBROUTINE DGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
22*                          WORK, LWORK, 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   A( LDA, * ), B( LDB, * ), WORK( * )
31*       ..
32*
33*
34*> \par Purpose:
35*  =============
36*>
37*> \verbatim
38*>
39*> DGELSY computes the minimum-norm solution to a real linear least
40*> squares problem:
41*>     minimize || A * X - B ||
42*> using a complete orthogonal factorization of A.  A is an M-by-N
43*> matrix which may be rank-deficient.
44*>
45*> Several right hand side vectors b and solution vectors x can be
46*> handled in a single call; they are stored as the columns of the
47*> M-by-NRHS right hand side matrix B and the N-by-NRHS solution
48*> matrix X.
49*>
50*> The routine first computes a QR factorization with column pivoting:
51*>     A * P = Q * [ R11 R12 ]
52*>                 [  0  R22 ]
53*> with R11 defined as the largest leading submatrix whose estimated
54*> condition number is less than 1/RCOND.  The order of R11, RANK,
55*> is the effective rank of A.
56*>
57*> Then, R22 is considered to be negligible, and R12 is annihilated
58*> by orthogonal transformations from the right, arriving at the
59*> complete orthogonal factorization:
60*>    A * P = Q * [ T11 0 ] * Z
61*>                [  0  0 ]
62*> The minimum-norm solution is then
63*>    X = P * Z**T [ inv(T11)*Q1**T*B ]
64*>                 [        0         ]
65*> where Q1 consists of the first RANK columns of Q.
66*>
67*> This routine is basically identical to the original xGELSX except
68*> three differences:
69*>   o The call to the subroutine xGEQPF has been substituted by the
70*>     the call to the subroutine xGEQP3. This subroutine is a Blas-3
71*>     version of the QR factorization with column pivoting.
72*>   o Matrix B (the right hand side) is updated with Blas-3.
73*>   o The permutation of matrix B (the right hand side) is faster and
74*>     more simple.
75*> \endverbatim
76*
77*  Arguments:
78*  ==========
79*
80*> \param[in] M
81*> \verbatim
82*>          M is INTEGER
83*>          The number of rows of the matrix A.  M >= 0.
84*> \endverbatim
85*>
86*> \param[in] N
87*> \verbatim
88*>          N is INTEGER
89*>          The number of columns of the matrix A.  N >= 0.
90*> \endverbatim
91*>
92*> \param[in] NRHS
93*> \verbatim
94*>          NRHS is INTEGER
95*>          The number of right hand sides, i.e., the number of
96*>          columns of matrices B and X. NRHS >= 0.
97*> \endverbatim
98*>
99*> \param[in,out] A
100*> \verbatim
101*>          A is DOUBLE PRECISION array, dimension (LDA,N)
102*>          On entry, the M-by-N matrix A.
103*>          On exit, A has been overwritten by details of its
104*>          complete orthogonal factorization.
105*> \endverbatim
106*>
107*> \param[in] LDA
108*> \verbatim
109*>          LDA is INTEGER
110*>          The leading dimension of the array A.  LDA >= max(1,M).
111*> \endverbatim
112*>
113*> \param[in,out] B
114*> \verbatim
115*>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
116*>          On entry, the M-by-NRHS right hand side matrix B.
117*>          On exit, the N-by-NRHS solution matrix X.
118*> \endverbatim
119*>
120*> \param[in] LDB
121*> \verbatim
122*>          LDB is INTEGER
123*>          The leading dimension of the array B. LDB >= max(1,M,N).
124*> \endverbatim
125*>
126*> \param[in,out] JPVT
127*> \verbatim
128*>          JPVT is INTEGER array, dimension (N)
129*>          On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
130*>          to the front of AP, otherwise column i is a free column.
131*>          On exit, if JPVT(i) = k, then the i-th column of AP
132*>          was the k-th column of A.
133*> \endverbatim
134*>
135*> \param[in] RCOND
136*> \verbatim
137*>          RCOND is DOUBLE PRECISION
138*>          RCOND is used to determine the effective rank of A, which
139*>          is defined as the order of the largest leading triangular
140*>          submatrix R11 in the QR factorization with pivoting of A,
141*>          whose estimated condition number < 1/RCOND.
142*> \endverbatim
143*>
144*> \param[out] RANK
145*> \verbatim
146*>          RANK is INTEGER
147*>          The effective rank of A, i.e., the order of the submatrix
148*>          R11.  This is the same as the order of the submatrix T11
149*>          in the complete orthogonal factorization of A.
150*> \endverbatim
151*>
152*> \param[out] WORK
153*> \verbatim
154*>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
155*>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
156*> \endverbatim
157*>
158*> \param[in] LWORK
159*> \verbatim
160*>          LWORK is INTEGER
161*>          The dimension of the array WORK.
162*>          The unblocked strategy requires that:
163*>             LWORK >= MAX( MN+3*N+1, 2*MN+NRHS ),
164*>          where MN = min( M, N ).
165*>          The block algorithm requires that:
166*>             LWORK >= MAX( MN+2*N+NB*(N+1), 2*MN+NB*NRHS ),
167*>          where NB is an upper bound on the blocksize returned
168*>          by ILAENV for the routines DGEQP3, DTZRZF, STZRQF, DORMQR,
169*>          and DORMRZ.
170*>
171*>          If LWORK = -1, then a workspace query is assumed; the routine
172*>          only calculates the optimal size of the WORK array, returns
173*>          this value as the first entry of the WORK array, and no error
174*>          message related to LWORK is issued by XERBLA.
175*> \endverbatim
176*>
177*> \param[out] INFO
178*> \verbatim
179*>          INFO is INTEGER
180*>          = 0: successful exit
181*>          < 0: If INFO = -i, the i-th argument had an illegal value.
182*> \endverbatim
183*
184*  Authors:
185*  ========
186*
187*> \author Univ. of Tennessee
188*> \author Univ. of California Berkeley
189*> \author Univ. of Colorado Denver
190*> \author NAG Ltd.
191*
192*> \date November 2011
193*
194*> \ingroup doubleGEsolve
195*
196*> \par Contributors:
197*  ==================
198*>
199*>    A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA \n
200*>    E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain \n
201*>    G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain \n
202*>
203*  =====================================================================
204      SUBROUTINE DGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
205     $                   WORK, LWORK, INFO )
206*
207*  -- LAPACK driver routine (version 3.4.0) --
208*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
209*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
210*     November 2011
211*
212*     .. Scalar Arguments ..
213      INTEGER            INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
214      DOUBLE PRECISION   RCOND
215*     ..
216*     .. Array Arguments ..
217      INTEGER            JPVT( * )
218      DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), WORK( * )
219*     ..
220*
221*  =====================================================================
222*
223*     .. Parameters ..
224      INTEGER            IMAX, IMIN
225      PARAMETER          ( IMAX = 1, IMIN = 2 )
226      DOUBLE PRECISION   ZERO, ONE
227      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
228*     ..
229*     .. Local Scalars ..
230      LOGICAL            LQUERY
231      INTEGER            I, IASCL, IBSCL, ISMAX, ISMIN, J, LWKMIN,
232     $                   LWKOPT, MN, NB, NB1, NB2, NB3, NB4
233      DOUBLE PRECISION   ANRM, BIGNUM, BNRM, C1, C2, S1, S2, SMAX,
234     $                   SMAXPR, SMIN, SMINPR, SMLNUM, WSIZE
235*     ..
236*     .. External Functions ..
237      INTEGER            ILAENV
238      DOUBLE PRECISION   DLAMCH, DLANGE
239      EXTERNAL           ILAENV, DLAMCH, DLANGE
240*     ..
241*     .. External Subroutines ..
242      EXTERNAL           DCOPY, DGEQP3, DLABAD, DLAIC1, DLASCL, DLASET,
243     $                   DORMQR, DORMRZ, DTRSM, DTZRZF, XERBLA
244*     ..
245*     .. Intrinsic Functions ..
246      INTRINSIC          ABS, MAX, MIN
247*     ..
248*     .. Executable Statements ..
249*
250      MN = MIN( M, N )
251      ISMIN = MN + 1
252      ISMAX = 2*MN + 1
253*
254*     Test the input arguments.
255*
256      INFO = 0
257      LQUERY = ( LWORK.EQ.-1 )
258      IF( M.LT.0 ) THEN
259         INFO = -1
260      ELSE IF( N.LT.0 ) THEN
261         INFO = -2
262      ELSE IF( NRHS.LT.0 ) THEN
263         INFO = -3
264      ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
265         INFO = -5
266      ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN
267         INFO = -7
268      END IF
269*
270*     Figure out optimal block size
271*
272      IF( INFO.EQ.0 ) THEN
273         IF( MN.EQ.0 .OR. NRHS.EQ.0 ) THEN
274            LWKMIN = 1
275            LWKOPT = 1
276         ELSE
277            NB1 = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
278            NB2 = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 )
279            NB3 = ILAENV( 1, 'DORMQR', ' ', M, N, NRHS, -1 )
280            NB4 = ILAENV( 1, 'DORMRQ', ' ', M, N, NRHS, -1 )
281            NB = MAX( NB1, NB2, NB3, NB4 )
282            LWKMIN = MN + MAX( 2*MN, N + 1, MN + NRHS )
283            LWKOPT = MAX( LWKMIN,
284     $                    MN + 2*N + NB*( N + 1 ), 2*MN + NB*NRHS )
285         END IF
286         WORK( 1 ) = LWKOPT
287*
288         IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
289            INFO = -12
290         END IF
291      END IF
292*
293      IF( INFO.NE.0 ) THEN
294         CALL XERBLA( 'DGELSY', -INFO )
295         RETURN
296      ELSE IF( LQUERY ) THEN
297         RETURN
298      END IF
299*
300*     Quick return if possible
301*
302      IF( MN.EQ.0 .OR. NRHS.EQ.0 ) THEN
303         RANK = 0
304         RETURN
305      END IF
306*
307*     Get machine parameters
308*
309      SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
310      BIGNUM = ONE / SMLNUM
311      CALL DLABAD( SMLNUM, BIGNUM )
312*
313*     Scale A, B if max entries outside range [SMLNUM,BIGNUM]
314*
315      ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
316      IASCL = 0
317      IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
318*
319*        Scale matrix norm up to SMLNUM
320*
321         CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
322         IASCL = 1
323      ELSE IF( ANRM.GT.BIGNUM ) THEN
324*
325*        Scale matrix norm down to BIGNUM
326*
327         CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
328         IASCL = 2
329      ELSE IF( ANRM.EQ.ZERO ) THEN
330*
331*        Matrix all zero. Return zero solution.
332*
333         CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
334         RANK = 0
335         GO TO 70
336      END IF
337*
338      BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
339      IBSCL = 0
340      IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
341*
342*        Scale matrix norm up to SMLNUM
343*
344         CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
345         IBSCL = 1
346      ELSE IF( BNRM.GT.BIGNUM ) THEN
347*
348*        Scale matrix norm down to BIGNUM
349*
350         CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
351         IBSCL = 2
352      END IF
353*
354*     Compute QR factorization with column pivoting of A:
355*        A * P = Q * R
356*
357      CALL DGEQP3( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ),
358     $             LWORK-MN, INFO )
359      WSIZE = MN + WORK( MN+1 )
360*
361*     workspace: MN+2*N+NB*(N+1).
362*     Details of Householder rotations stored in WORK(1:MN).
363*
364*     Determine RANK using incremental condition estimation
365*
366      WORK( ISMIN ) = ONE
367      WORK( ISMAX ) = ONE
368      SMAX = ABS( A( 1, 1 ) )
369      SMIN = SMAX
370      IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN
371         RANK = 0
372         CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
373         GO TO 70
374      ELSE
375         RANK = 1
376      END IF
377*
378   10 CONTINUE
379      IF( RANK.LT.MN ) THEN
380         I = RANK + 1
381         CALL DLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ),
382     $                A( I, I ), SMINPR, S1, C1 )
383         CALL DLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ),
384     $                A( I, I ), SMAXPR, S2, C2 )
385*
386         IF( SMAXPR*RCOND.LE.SMINPR ) THEN
387            DO 20 I = 1, RANK
388               WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 )
389               WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 )
390   20       CONTINUE
391            WORK( ISMIN+RANK ) = C1
392            WORK( ISMAX+RANK ) = C2
393            SMIN = SMINPR
394            SMAX = SMAXPR
395            RANK = RANK + 1
396            GO TO 10
397         END IF
398      END IF
399*
400*     workspace: 3*MN.
401*
402*     Logically partition R = [ R11 R12 ]
403*                             [  0  R22 ]
404*     where R11 = R(1:RANK,1:RANK)
405*
406*     [R11,R12] = [ T11, 0 ] * Y
407*
408      IF( RANK.LT.N )
409     $   CALL DTZRZF( RANK, N, A, LDA, WORK( MN+1 ), WORK( 2*MN+1 ),
410     $                LWORK-2*MN, INFO )
411*
412*     workspace: 2*MN.
413*     Details of Householder rotations stored in WORK(MN+1:2*MN)
414*
415*     B(1:M,1:NRHS) := Q**T * B(1:M,1:NRHS)
416*
417      CALL DORMQR( 'Left', 'Transpose', M, NRHS, MN, A, LDA, WORK( 1 ),
418     $             B, LDB, WORK( 2*MN+1 ), LWORK-2*MN, INFO )
419      WSIZE = MAX( WSIZE, 2*MN+WORK( 2*MN+1 ) )
420*
421*     workspace: 2*MN+NB*NRHS.
422*
423*     B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS)
424*
425      CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK,
426     $            NRHS, ONE, A, LDA, B, LDB )
427*
428      DO 40 J = 1, NRHS
429         DO 30 I = RANK + 1, N
430            B( I, J ) = ZERO
431   30    CONTINUE
432   40 CONTINUE
433*
434*     B(1:N,1:NRHS) := Y**T * B(1:N,1:NRHS)
435*
436      IF( RANK.LT.N ) THEN
437         CALL DORMRZ( 'Left', 'Transpose', N, NRHS, RANK, N-RANK, A,
438     $                LDA, WORK( MN+1 ), B, LDB, WORK( 2*MN+1 ),
439     $                LWORK-2*MN, INFO )
440      END IF
441*
442*     workspace: 2*MN+NRHS.
443*
444*     B(1:N,1:NRHS) := P * B(1:N,1:NRHS)
445*
446      DO 60 J = 1, NRHS
447         DO 50 I = 1, N
448            WORK( JPVT( I ) ) = B( I, J )
449   50    CONTINUE
450         CALL DCOPY( N, WORK( 1 ), 1, B( 1, J ), 1 )
451   60 CONTINUE
452*
453*     workspace: N.
454*
455*     Undo scaling
456*
457      IF( IASCL.EQ.1 ) THEN
458         CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
459         CALL DLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA,
460     $                INFO )
461      ELSE IF( IASCL.EQ.2 ) THEN
462         CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
463         CALL DLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA,
464     $                INFO )
465      END IF
466      IF( IBSCL.EQ.1 ) THEN
467         CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
468      ELSE IF( IBSCL.EQ.2 ) THEN
469         CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
470      END IF
471*
472   70 CONTINUE
473      WORK( 1 ) = LWKOPT
474*
475      RETURN
476*
477*     End of DGELSY
478*
479      END
480