cgelsx.c

Go to the documentation of this file.

/* cgelsx.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 "f2c.h"
#include "blaswrap.h"

/* Table of constant values */

static complex c_b1 = {0.f,0.f};
static complex c_b2 = {1.f,0.f};
static integer c__0 = 0;
static integer c__2 = 2;
static integer c__1 = 1;

/* Subroutine */ int cgelsx_(integer *m, integer *n, integer *nrhs, complex *
        a, integer *lda, complex *b, integer *ldb, integer *jpvt, real *rcond, 
         integer *rank, complex *work, real *rwork, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3;
    complex q__1;

    /* Builtin functions */
    double c_abs(complex *);
    void r_cnjg(complex *, complex *);

    /* Local variables */
    integer i__, j, k;
    complex c1, c2, s1, s2, t1, t2;
    integer mn;
    real anrm, bnrm, smin, smax;
    integer iascl, ibscl, ismin, ismax;
    extern /* Subroutine */ int ctrsm_(char *, char *, char *, char *, 
            integer *, integer *, complex *, complex *, integer *, complex *, 
            integer *), claic1_(integer *, 
            integer *, complex *, real *, complex *, complex *, real *, 
            complex *, complex *), cunm2r_(char *, char *, integer *, integer 
            *, integer *, complex *, integer *, complex *, complex *, integer 
            *, complex *, integer *), slabad_(real *, real *);
    extern doublereal clange_(char *, integer *, integer *, complex *, 
            integer *, real *);
    extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *, 
            real *, integer *, integer *, complex *, integer *, integer *), cgeqpf_(integer *, integer *, complex *, integer *, 
            integer *, complex *, complex *, real *, integer *);
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int claset_(char *, integer *, integer *, complex 
            *, complex *, complex *, integer *), xerbla_(char *, 
            integer *);
    real bignum;
    extern /* Subroutine */ int clatzm_(char *, integer *, integer *, complex 
            *, integer *, complex *, complex *, complex *, integer *, complex 
            *);
    real sminpr;
    extern /* Subroutine */ int ctzrqf_(integer *, integer *, complex *, 
            integer *, complex *, integer *);
    real smaxpr, smlnum;


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  This routine is deprecated and has been replaced by routine CGELSY. */

/*  CGELSX computes the minimum-norm solution to a complex linear least */
/*  squares problem: */
/*      minimize || A * X - B || */
/*  using a complete orthogonal factorization of A.  A is an M-by-N */
/*  matrix which may be rank-deficient. */

/*  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. */

/*  The routine first computes a QR factorization with column pivoting: */
/*      A * P = Q * [ R11 R12 ] */
/*                  [  0  R22 ] */
/*  with R11 defined as the largest leading submatrix whose estimated */
/*  condition number is less than 1/RCOND.  The order of R11, RANK, */
/*  is the effective rank of A. */

/*  Then, R22 is considered to be negligible, and R12 is annihilated */
/*  by unitary transformations from the right, arriving at the */
/*  complete orthogonal factorization: */
/*     A * P = Q * [ T11 0 ] * Z */
/*                 [  0  0 ] */
/*  The minimum-norm solution is then */
/*     X = P * Z' [ inv(T11)*Q1'*B ] */
/*                [        0       ] */
/*  where Q1 consists of the first RANK columns of Q. */

/*  Arguments */
/*  ========= */

/*  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 matrices B and X. NRHS >= 0. */

/*  A       (input/output) COMPLEX array, dimension (LDA,N) */
/*          On entry, the M-by-N matrix A. */
/*          On exit, A has been overwritten by details of its */
/*          complete orthogonal factorization. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  B       (input/output) COMPLEX array, dimension (LDB,NRHS) */
/*          On entry, the M-by-NRHS right hand side matrix B. */
/*          On exit, the N-by-NRHS solution matrix X. */
/*          If m >= n and RANK = n, the residual sum-of-squares for */
/*          the solution in the i-th column is given by the sum of */
/*          squares of elements N+1:M in that column. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B. LDB >= max(1,M,N). */

/*  JPVT    (input/output) INTEGER array, dimension (N) */
/*          On entry, if JPVT(i) .ne. 0, the i-th column of A is an */
/*          initial column, otherwise it is a free column.  Before */
/*          the QR factorization of A, all initial columns are */
/*          permuted to the leading positions; only the remaining */
/*          free columns are moved as a result of column pivoting */
/*          during the factorization. */
/*          On exit, if JPVT(i) = k, then the i-th column of A*P */
/*          was the k-th column of A. */

/*  RCOND   (input) REAL */
/*          RCOND is used to determine the effective rank of A, which */
/*          is defined as the order of the largest leading triangular */
/*          submatrix R11 in the QR factorization with pivoting of A, */
/*          whose estimated condition number < 1/RCOND. */

/*  RANK    (output) INTEGER */
/*          The effective rank of A, i.e., the order of the submatrix */
/*          R11.  This is the same as the order of the submatrix T11 */
/*          in the complete orthogonal factorization of A. */

/*  WORK    (workspace) COMPLEX array, dimension */
/*                      (min(M,N) + max( N, 2*min(M,N)+NRHS )), */

/*  RWORK   (workspace) REAL array, dimension (2*N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --jpvt;
    --work;
    --rwork;

    /* Function Body */
    mn = min(*m,*n);
    ismin = mn + 1;
    ismax = (mn << 1) + 1;

/*     Test the input arguments. */

    *info = 0;
    if (*m < 0) {
        *info = -1;
    } else if (*n < 0) {
        *info = -2;
    } else if (*nrhs < 0) {
        *info = -3;
    } else if (*lda < max(1,*m)) {
        *info = -5;
    } else /* if(complicated condition) */ {
/* Computing MAX */
        i__1 = max(1,*m);
        if (*ldb < max(i__1,*n)) {
            *info = -7;
        }
    }

    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("CGELSX", &i__1);
        return 0;
    }

/*     Quick return if possible */

/* Computing MIN */
    i__1 = min(*m,*n);
    if (min(i__1,*nrhs) == 0) {
        *rank = 0;
        return 0;
    }

/*     Get machine parameters */

    smlnum = slamch_("S") / slamch_("P");
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);

/*     Scale A, B if max elements outside range [SMLNUM,BIGNUM] */

    anrm = clange_("M", m, n, &a[a_offset], lda, &rwork[1]);
    iascl = 0;
    if (anrm > 0.f && anrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

        clascl_("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 */

        clascl_("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);
        claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
        *rank = 0;
        goto L100;
    }

    bnrm = clange_("M", m, nrhs, &b[b_offset], ldb, &rwork[1]);
    ibscl = 0;
    if (bnrm > 0.f && bnrm < smlnum) {

/*        Scale matrix norm up to SMLNUM */

        clascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb, 
                 info);
        ibscl = 1;
    } else if (bnrm > bignum) {

/*        Scale matrix norm down to BIGNUM */

        clascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb, 
                 info);
        ibscl = 2;
    }

/*     Compute QR factorization with column pivoting of A: */
/*        A * P = Q * R */

    cgeqpf_(m, n, &a[a_offset], lda, &jpvt[1], &work[1], &work[mn + 1], &
            rwork[1], info);

/*     complex workspace MN+N. Real workspace 2*N. Details of Householder */
/*     rotations stored in WORK(1:MN). */

/*     Determine RANK using incremental condition estimation */

    i__1 = ismin;
    work[i__1].r = 1.f, work[i__1].i = 0.f;
    i__1 = ismax;
    work[i__1].r = 1.f, work[i__1].i = 0.f;
    smax = c_abs(&a[a_dim1 + 1]);
    smin = smax;
    if (c_abs(&a[a_dim1 + 1]) == 0.f) {
        *rank = 0;
        i__1 = max(*m,*n);
        claset_("F", &i__1, nrhs, &c_b1, &c_b1, &b[b_offset], ldb);
        goto L100;
    } else {
        *rank = 1;
    }

L10:
    if (*rank < mn) {
        i__ = *rank + 1;
        claic1_(&c__2, rank, &work[ismin], &smin, &a[i__ * a_dim1 + 1], &a[
                i__ + i__ * a_dim1], &sminpr, &s1, &c1);
        claic1_(&c__1, rank, &work[ismax], &smax, &a[i__ * a_dim1 + 1], &a[
                i__ + i__ * a_dim1], &smaxpr, &s2, &c2);

        if (smaxpr * *rcond <= sminpr) {
            i__1 = *rank;
            for (i__ = 1; i__ <= i__1; ++i__) {
                i__2 = ismin + i__ - 1;
                i__3 = ismin + i__ - 1;
                q__1.r = s1.r * work[i__3].r - s1.i * work[i__3].i, q__1.i = 
                        s1.r * work[i__3].i + s1.i * work[i__3].r;
                work[i__2].r = q__1.r, work[i__2].i = q__1.i;
                i__2 = ismax + i__ - 1;
                i__3 = ismax + i__ - 1;
                q__1.r = s2.r * work[i__3].r - s2.i * work[i__3].i, q__1.i = 
                        s2.r * work[i__3].i + s2.i * work[i__3].r;
                work[i__2].r = q__1.r, work[i__2].i = q__1.i;
/* L20: */
            }
            i__1 = ismin + *rank;
            work[i__1].r = c1.r, work[i__1].i = c1.i;
            i__1 = ismax + *rank;
            work[i__1].r = c2.r, work[i__1].i = c2.i;
            smin = sminpr;
            smax = smaxpr;
            ++(*rank);
            goto L10;
        }
    }

/*     Logically partition R = [ R11 R12 ] */
/*                             [  0  R22 ] */
/*     where R11 = R(1:RANK,1:RANK) */

/*     [R11,R12] = [ T11, 0 ] * Y */

    if (*rank < *n) {
        ctzrqf_(rank, n, &a[a_offset], lda, &work[mn + 1], info);
    }

/*     Details of Householder rotations stored in WORK(MN+1:2*MN) */

/*     B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */

    cunm2r_("Left", "Conjugate transpose", m, nrhs, &mn, &a[a_offset], lda, &
            work[1], &b[b_offset], ldb, &work[(mn << 1) + 1], info);

/*     workspace NRHS */

/*      B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) */

    ctrsm_("Left", "Upper", "No transpose", "Non-unit", rank, nrhs, &c_b2, &a[
            a_offset], lda, &b[b_offset], ldb);

    i__1 = *n;
    for (i__ = *rank + 1; i__ <= i__1; ++i__) {
        i__2 = *nrhs;
        for (j = 1; j <= i__2; ++j) {
            i__3 = i__ + j * b_dim1;
            b[i__3].r = 0.f, b[i__3].i = 0.f;
/* L30: */
        }
/* L40: */
    }

/*     B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS) */

    if (*rank < *n) {
        i__1 = *rank;
        for (i__ = 1; i__ <= i__1; ++i__) {
            i__2 = *n - *rank + 1;
            r_cnjg(&q__1, &work[mn + i__]);
            clatzm_("Left", &i__2, nrhs, &a[i__ + (*rank + 1) * a_dim1], lda, 
                    &q__1, &b[i__ + b_dim1], &b[*rank + 1 + b_dim1], ldb, &
                    work[(mn << 1) + 1]);
/* L50: */
        }
    }

/*     workspace NRHS */

/*     B(1:N,1:NRHS) := P * B(1:N,1:NRHS) */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
        i__2 = *n;
        for (i__ = 1; i__ <= i__2; ++i__) {
            i__3 = (mn << 1) + i__;
            work[i__3].r = 1.f, work[i__3].i = 0.f;
/* L60: */
        }
        i__2 = *n;
        for (i__ = 1; i__ <= i__2; ++i__) {
            i__3 = (mn << 1) + i__;
            if (work[i__3].r == 1.f && work[i__3].i == 0.f) {
                if (jpvt[i__] != i__) {
                    k = i__;
                    i__3 = k + j * b_dim1;
                    t1.r = b[i__3].r, t1.i = b[i__3].i;
                    i__3 = jpvt[k] + j * b_dim1;
                    t2.r = b[i__3].r, t2.i = b[i__3].i;
L70:
                    i__3 = jpvt[k] + j * b_dim1;
                    b[i__3].r = t1.r, b[i__3].i = t1.i;
                    i__3 = (mn << 1) + k;
                    work[i__3].r = 0.f, work[i__3].i = 0.f;
                    t1.r = t2.r, t1.i = t2.i;
                    k = jpvt[k];
                    i__3 = jpvt[k] + j * b_dim1;
                    t2.r = b[i__3].r, t2.i = b[i__3].i;
                    if (jpvt[k] != i__) {
                        goto L70;
                    }
                    i__3 = i__ + j * b_dim1;
                    b[i__3].r = t1.r, b[i__3].i = t1.i;
                    i__3 = (mn << 1) + k;
                    work[i__3].r = 0.f, work[i__3].i = 0.f;
                }
            }
/* L80: */
        }
/* L90: */
    }

/*     Undo scaling */

    if (iascl == 1) {
        clascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb, 
                 info);
        clascl_("U", &c__0, &c__0, &smlnum, &anrm, rank, rank, &a[a_offset], 
                lda, info);
    } else if (iascl == 2) {
        clascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb, 
                 info);
        clascl_("U", &c__0, &c__0, &bignum, &anrm, rank, rank, &a[a_offset], 
                lda, info);
    }
    if (ibscl == 1) {
        clascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb, 
                 info);
    } else if (ibscl == 2) {
        clascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb, 
                 info);
    }

L100:

    return 0;

/*     End of CGELSX */

} /* cgelsx_ */