1       SUBROUTINE DGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK,
  2      $                   WORK, INFO )
  3 *
  4 *  -- LAPACK driver routine (version 3.3.1) --
  5 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  6 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  7 *  -- April 2011                                                      --
  8 *
  9 *     .. Scalar Arguments ..
 10       INTEGER            INFO, LDA, LDB, M, N, NRHS, RANK
 11       DOUBLE PRECISION   RCOND
 12 *     ..
 13 *     .. Array Arguments ..
 14       INTEGER            JPVT( * )
 15       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), WORK( * )
 16 *     ..
 17 *
 18 *  Purpose
 19 *  =======
 20 *
 21 *  This routine is deprecated and has been replaced by routine DGELSY.
 22 *
 23 *  DGELSX computes the minimum-norm solution to a real linear least
 24 *  squares problem:
 25 *      minimize || A * X - B ||
 26 *  using a complete orthogonal factorization of A.  A is an M-by-N
 27 *  matrix which may be rank-deficient.
 28 *
 29 *  Several right hand side vectors b and solution vectors x can be
 30 *  handled in a single call; they are stored as the columns of the
 31 *  M-by-NRHS right hand side matrix B and the N-by-NRHS solution
 32 *  matrix X.
 33 *
 34 *  The routine first computes a QR factorization with column pivoting:
 35 *      A * P = Q * [ R11 R12 ]
 36 *                  [  0  R22 ]
 37 *  with R11 defined as the largest leading submatrix whose estimated
 38 *  condition number is less than 1/RCOND.  The order of R11, RANK,
 39 *  is the effective rank of A.
 40 *
 41 *  Then, R22 is considered to be negligible, and R12 is annihilated
 42 *  by orthogonal transformations from the right, arriving at the
 43 *  complete orthogonal factorization:
 44 *     A * P = Q * [ T11 0 ] * Z
 45 *                 [  0  0 ]
 46 *  The minimum-norm solution is then
 47 *     X = P * Z**T [ inv(T11)*Q1**T*B ]
 48 *                  [        0         ]
 49 *  where Q1 consists of the first RANK columns of Q.
 50 *
 51 *  Arguments
 52 *  =========
 53 *
 54 *  M       (input) INTEGER
 55 *          The number of rows of the matrix A.  M >= 0.
 56 *
 57 *  N       (input) INTEGER
 58 *          The number of columns of the matrix A.  N >= 0.
 59 *
 60 *  NRHS    (input) INTEGER
 61 *          The number of right hand sides, i.e., the number of
 62 *          columns of matrices B and X. NRHS >= 0.
 63 *
 64 *  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
 65 *          On entry, the M-by-N matrix A.
 66 *          On exit, A has been overwritten by details of its
 67 *          complete orthogonal factorization.
 68 *
 69 *  LDA     (input) INTEGER
 70 *          The leading dimension of the array A.  LDA >= max(1,M).
 71 *
 72 *  B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
 73 *          On entry, the M-by-NRHS right hand side matrix B.
 74 *          On exit, the N-by-NRHS solution matrix X.
 75 *          If m >= n and RANK = n, the residual sum-of-squares for
 76 *          the solution in the i-th column is given by the sum of
 77 *          squares of elements N+1:M in that column.
 78 *
 79 *  LDB     (input) INTEGER
 80 *          The leading dimension of the array B. LDB >= max(1,M,N).
 81 *
 82 *  JPVT    (input/output) INTEGER array, dimension (N)
 83 *          On entry, if JPVT(i) .ne. 0, the i-th column of A is an
 84 *          initial column, otherwise it is a free column.  Before
 85 *          the QR factorization of A, all initial columns are
 86 *          permuted to the leading positions; only the remaining
 87 *          free columns are moved as a result of column pivoting
 88 *          during the factorization.
 89 *          On exit, if JPVT(i) = k, then the i-th column of A*P
 90 *          was the k-th column of A.
 91 *
 92 *  RCOND   (input) DOUBLE PRECISION
 93 *          RCOND is used to determine the effective rank of A, which
 94 *          is defined as the order of the largest leading triangular
 95 *          submatrix R11 in the QR factorization with pivoting of A,
 96 *          whose estimated condition number < 1/RCOND.
 97 *
 98 *  RANK    (output) INTEGER
 99 *          The effective rank of A, i.e., the order of the submatrix
100 *          R11.  This is the same as the order of the submatrix T11
101 *          in the complete orthogonal factorization of A.
102 *
103 *  WORK    (workspace) DOUBLE PRECISION array, dimension
104 *                      (max( min(M,N)+3*N, 2*min(M,N)+NRHS )),
105 *
106 *  INFO    (output) INTEGER
107 *          = 0:  successful exit
108 *          < 0:  if INFO = -i, the i-th argument had an illegal value
109 *
110 *  =====================================================================
111 *
112 *     .. Parameters ..
113       INTEGER            IMAX, IMIN
114       PARAMETER          ( IMAX = 1, IMIN = 2 )
115       DOUBLE PRECISION   ZERO, ONE, DONE, NTDONE
116       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0, DONE = ZERO,
117      $                   NTDONE = ONE )
118 *     ..
119 *     .. Local Scalars ..
120       INTEGER            I, IASCL, IBSCL, ISMAX, ISMIN, J, K, MN
121       DOUBLE PRECISION   ANRM, BIGNUM, BNRM, C1, C2, S1, S2, SMAX,
122      $                   SMAXPR, SMIN, SMINPR, SMLNUM, T1, T2
123 *     ..
124 *     .. External Functions ..
125       DOUBLE PRECISION   DLAMCH, DLANGE
126       EXTERNAL           DLAMCH, DLANGE
127 *     ..
128 *     .. External Subroutines ..
129       EXTERNAL           DGEQPF, DLAIC1, DLASCL, DLASET, DLATZM, DORM2R,
130      $                   DTRSM, DTZRQF, XERBLA
131 *     ..
132 *     .. Intrinsic Functions ..
133       INTRINSIC          ABSMAXMIN
134 *     ..
135 *     .. Executable Statements ..
136 *
137       MN = MIN( M, N )
138       ISMIN = MN + 1
139       ISMAX = 2*MN + 1
140 *
141 *     Test the input arguments.
142 *
143       INFO = 0
144       IF( M.LT.0 ) THEN
145          INFO = -1
146       ELSE IF( N.LT.0 ) THEN
147          INFO = -2
148       ELSE IF( NRHS.LT.0 ) THEN
149          INFO = -3
150       ELSE IF( LDA.LT.MAX1, M ) ) THEN
151          INFO = -5
152       ELSE IF( LDB.LT.MAX1, M, N ) ) THEN
153          INFO = -7
154       END IF
155 *
156       IF( INFO.NE.0 ) THEN
157          CALL XERBLA( 'DGELSX'-INFO )
158          RETURN
159       END IF
160 *
161 *     Quick return if possible
162 *
163       IFMIN( M, N, NRHS ).EQ.0 ) THEN
164          RANK = 0
165          RETURN
166       END IF
167 *
168 *     Get machine parameters
169 *
170       SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
171       BIGNUM = ONE / SMLNUM
172       CALL DLABAD( SMLNUM, BIGNUM )
173 *
174 *     Scale A, B if max elements outside range [SMLNUM,BIGNUM]
175 *
176       ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
177       IASCL = 0
178       IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
179 *
180 *        Scale matrix norm up to SMLNUM
181 *
182          CALL DLASCL( 'G'00, ANRM, SMLNUM, M, N, A, LDA, INFO )
183          IASCL = 1
184       ELSE IF( ANRM.GT.BIGNUM ) THEN
185 *
186 *        Scale matrix norm down to BIGNUM
187 *
188          CALL DLASCL( 'G'00, ANRM, BIGNUM, M, N, A, LDA, INFO )
189          IASCL = 2
190       ELSE IF( ANRM.EQ.ZERO ) THEN
191 *
192 *        Matrix all zero. Return zero solution.
193 *
194          CALL DLASET( 'F'MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
195          RANK = 0
196          GO TO 100
197       END IF
198 *
199       BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
200       IBSCL = 0
201       IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
202 *
203 *        Scale matrix norm up to SMLNUM
204 *
205          CALL DLASCL( 'G'00, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
206          IBSCL = 1
207       ELSE IF( BNRM.GT.BIGNUM ) THEN
208 *
209 *        Scale matrix norm down to BIGNUM
210 *
211          CALL DLASCL( 'G'00, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
212          IBSCL = 2
213       END IF
214 *
215 *     Compute QR factorization with column pivoting of A:
216 *        A * P = Q * R
217 *
218       CALL DGEQPF( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ), INFO )
219 *
220 *     workspace 3*N. Details of Householder rotations stored
221 *     in WORK(1:MN).
222 *
223 *     Determine RANK using incremental condition estimation
224 *
225       WORK( ISMIN ) = ONE
226       WORK( ISMAX ) = ONE
227       SMAX = ABS( A( 11 ) )
228       SMIN = SMAX
229       IFABS( A( 11 ) ).EQ.ZERO ) THEN
230          RANK = 0
231          CALL DLASET( 'F'MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
232          GO TO 100
233       ELSE
234          RANK = 1
235       END IF
236 *
237    10 CONTINUE
238       IF( RANK.LT.MN ) THEN
239          I = RANK + 1
240          CALL DLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ),
241      $                A( I, I ), SMINPR, S1, C1 )
242          CALL DLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ),
243      $                A( I, I ), SMAXPR, S2, C2 )
244 *
245          IF( SMAXPR*RCOND.LE.SMINPR ) THEN
246             DO 20 I = 1, RANK
247                WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 )
248                WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 )
249    20       CONTINUE
250             WORK( ISMIN+RANK ) = C1
251             WORK( ISMAX+RANK ) = C2
252             SMIN = SMINPR
253             SMAX = SMAXPR
254             RANK = RANK + 1
255             GO TO 10
256          END IF
257       END IF
258 *
259 *     Logically partition R = [ R11 R12 ]
260 *                             [  0  R22 ]
261 *     where R11 = R(1:RANK,1:RANK)
262 *
263 *     [R11,R12] = [ T11, 0 ] * Y
264 *
265       IF( RANK.LT.N )
266      $   CALL DTZRQF( RANK, N, A, LDA, WORK( MN+1 ), INFO )
267 *
268 *     Details of Householder rotations stored in WORK(MN+1:2*MN)
269 *
270 *     B(1:M,1:NRHS) := Q**T * B(1:M,1:NRHS)
271 *
272       CALL DORM2R( 'Left''Transpose', M, NRHS, MN, A, LDA, WORK( 1 ),
273      $             B, LDB, WORK( 2*MN+1 ), INFO )
274 *
275 *     workspace NRHS
276 *
277 *     B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS)
278 *
279       CALL DTRSM( 'Left''Upper''No transpose''Non-unit', RANK,
280      $            NRHS, ONE, A, LDA, B, LDB )
281 *
282       DO 40 I = RANK + 1, N
283          DO 30 J = 1, NRHS
284             B( I, J ) = ZERO
285    30    CONTINUE
286    40 CONTINUE
287 *
288 *     B(1:N,1:NRHS) := Y**T * B(1:N,1:NRHS)
289 *
290       IF( RANK.LT.N ) THEN
291          DO 50 I = 1, RANK
292             CALL DLATZM( 'Left', N-RANK+1, NRHS, A( I, RANK+1 ), LDA,
293      $                   WORK( MN+I ), B( I, 1 ), B( RANK+11 ), LDB,
294      $                   WORK( 2*MN+1 ) )
295    50    CONTINUE
296       END IF
297 *
298 *     workspace NRHS
299 *
300 *     B(1:N,1:NRHS) := P * B(1:N,1:NRHS)
301 *
302       DO 90 J = 1, NRHS
303          DO 60 I = 1, N
304             WORK( 2*MN+I ) = NTDONE
305    60    CONTINUE
306          DO 80 I = 1, N
307             IF( WORK( 2*MN+I ).EQ.NTDONE ) THEN
308                IF( JPVT( I ).NE.I ) THEN
309                   K = I
310                   T1 = B( K, J )
311                   T2 = B( JPVT( K ), J )
312    70             CONTINUE
313                   B( JPVT( K ), J ) = T1
314                   WORK( 2*MN+K ) = DONE
315                   T1 = T2
316                   K = JPVT( K )
317                   T2 = B( JPVT( K ), J )
318                   IF( JPVT( K ).NE.I )
319      $               GO TO 70
320                   B( I, J ) = T1
321                   WORK( 2*MN+K ) = DONE
322                END IF
323             END IF
324    80    CONTINUE
325    90 CONTINUE
326 *
327 *     Undo scaling
328 *
329       IF( IASCL.EQ.1 ) THEN
330          CALL DLASCL( 'G'00, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
331          CALL DLASCL( 'U'00, SMLNUM, ANRM, RANK, RANK, A, LDA,
332      $                INFO )
333       ELSE IF( IASCL.EQ.2 ) THEN
334          CALL DLASCL( 'G'00, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
335          CALL DLASCL( 'U'00, BIGNUM, ANRM, RANK, RANK, A, LDA,
336      $                INFO )
337       END IF
338       IF( IBSCL.EQ.1 ) THEN
339          CALL DLASCL( 'G'00, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
340       ELSE IF( IBSCL.EQ.2 ) THEN
341          CALL DLASCL( 'G'00, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
342       END IF
343 *
344   100 CONTINUE
345 *
346       RETURN
347 *
348 *     End of DGELSX
349 *
350       END