summaryrefslogtreecommitdiff
path: root/SRC/sgelss.f
blob: 33e5977c5cf23b8721f3e95324b4f80a7b454049 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
      SUBROUTINE SGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
     $                   WORK, LWORK, INFO )
*
*  -- LAPACK driver routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      INTEGER            INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
      REAL               RCOND
*     ..
*     .. Array Arguments ..
      REAL               A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
*     ..
*
*  Purpose
*  =======
*
*  SGELSS computes the minimum norm solution to a real linear least
*  squares problem:
*
*  Minimize 2-norm(| b - A*x |).
*
*  using the singular value decomposition (SVD) 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 effective rank of A is determined by treating as zero those
*  singular values which are less than RCOND times the largest singular
*  value.
*
*  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 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, the first min(m,n) rows of A are overwritten with
*          its right singular vectors, stored rowwise.
*
*  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 M-by-NRHS right hand side matrix B.
*          On exit, B is overwritten by 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,max(M,N)).
*
*  S       (output) REAL array, dimension (min(M,N))
*          The singular values of A in decreasing order.
*          The condition number of A in the 2-norm = S(1)/S(min(m,n)).
*
*  RCOND   (input) REAL
*          RCOND is used to determine the effective rank of A.
*          Singular values S(i) <= RCOND*S(1) are treated as zero.
*          If RCOND < 0, machine precision is used instead.
*
*  RANK    (output) INTEGER
*          The effective rank of A, i.e., the number of singular values
*          which are greater than RCOND*S(1).
*
*  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 >= 1, and also:
*          LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
*          For good performance, LWORK should generally be larger.
*
*          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:  the algorithm for computing the SVD failed to converge;
*                if INFO = i, i off-diagonal elements of an intermediate
*                bidiagonal form did not converge to zero.
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            LQUERY
      INTEGER            BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
     $                   ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
     $                   MAXWRK, MINMN, MINWRK, MM, MNTHR
      REAL               ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
*     ..
*     .. Local Arrays ..
      REAL               VDUM( 1 )
*     ..
*     .. External Subroutines ..
      EXTERNAL           SBDSQR, SCOPY, SGEBRD, SGELQF, SGEMM, SGEMV,
     $                   SGEQRF, SLABAD, SLACPY, SLASCL, SLASET, SORGBR,
     $                   SORMBR, SORMLQ, SORMQR, SRSCL, XERBLA
*     ..
*     .. External Functions ..
      INTEGER            ILAENV
      REAL               SLAMCH, SLANGE
      EXTERNAL           ILAENV, SLAMCH, SLANGE
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
*     ..
*     .. Executable Statements ..
*
*     Test the input arguments
*
      INFO = 0
      MINMN = MIN( M, N )
      MAXMN = MAX( M, N )
      LQUERY = ( LWORK.EQ.-1 )
      IF( M.LT.0 ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( NRHS.LT.0 ) THEN
         INFO = -3
      ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
         INFO = -5
      ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
         INFO = -7
      END IF
*
*     Compute workspace
*      (Note: Comments in the code beginning "Workspace:" describe the
*       minimal amount of workspace needed at that point in the code,
*       as well as the preferred amount for good performance.
*       NB refers to the optimal block size for the immediately
*       following subroutine, as returned by ILAENV.)
*
      IF( INFO.EQ.0 ) THEN
         MINWRK = 1
         MAXWRK = 1
         IF( MINMN.GT.0 ) THEN
            MM = M
            MNTHR = ILAENV( 6, 'SGELSS', ' ', M, N, NRHS, -1 )
            IF( M.GE.N .AND. M.GE.MNTHR ) THEN
*
*              Path 1a - overdetermined, with many more rows than
*                        columns
*
               MM = N
               MAXWRK = MAX( MAXWRK, N + N*ILAENV( 1, 'SGEQRF', ' ', M,
     $                       N, -1, -1 ) )
               MAXWRK = MAX( MAXWRK, N + NRHS*ILAENV( 1, 'SORMQR', 'LT',
     $                       M, NRHS, N, -1 ) )
            END IF
            IF( M.GE.N ) THEN
*
*              Path 1 - overdetermined or exactly determined
*
*              Compute workspace needed for SBDSQR
*
               BDSPAC = MAX( 1, 5*N )
               MAXWRK = MAX( MAXWRK, 3*N + ( MM + N )*ILAENV( 1,
     $                       'SGEBRD', ' ', MM, N, -1, -1 ) )
               MAXWRK = MAX( MAXWRK, 3*N + NRHS*ILAENV( 1, 'SORMBR',
     $                       'QLT', MM, NRHS, N, -1 ) )
               MAXWRK = MAX( MAXWRK, 3*N + ( N - 1 )*ILAENV( 1,
     $                       'SORGBR', 'P', N, N, N, -1 ) )
               MAXWRK = MAX( MAXWRK, BDSPAC )
               MAXWRK = MAX( MAXWRK, N*NRHS )
               MINWRK = MAX( 3*N + MM, 3*N + NRHS, BDSPAC )
               MAXWRK = MAX( MINWRK, MAXWRK )
            END IF
            IF( N.GT.M ) THEN
*
*              Compute workspace needed for SBDSQR
*
               BDSPAC = MAX( 1, 5*M )
               MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC )
               IF( N.GE.MNTHR ) THEN
*
*                 Path 2a - underdetermined, with many more columns
*                 than rows
*
                  MAXWRK = M + M*ILAENV( 1, 'SGELQF', ' ', M, N, -1,
     $                                  -1 )
                  MAXWRK = MAX( MAXWRK, M*M + 4*M + 2*M*ILAENV( 1,
     $                          'SGEBRD', ' ', M, M, -1, -1 ) )
                  MAXWRK = MAX( MAXWRK, M*M + 4*M + NRHS*ILAENV( 1,
     $                          'SORMBR', 'QLT', M, NRHS, M, -1 ) )
                  MAXWRK = MAX( MAXWRK, M*M + 4*M +
     $                          ( M - 1 )*ILAENV( 1, 'SORGBR', 'P', M,
     $                          M, M, -1 ) )
                  MAXWRK = MAX( MAXWRK, M*M + M + BDSPAC )
                  IF( NRHS.GT.1 ) THEN
                     MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
                  ELSE
                     MAXWRK = MAX( MAXWRK, M*M + 2*M )
                  END IF
                  MAXWRK = MAX( MAXWRK, M + NRHS*ILAENV( 1, 'SORMLQ',
     $                          'LT', N, NRHS, M, -1 ) )
               ELSE
*
*                 Path 2 - underdetermined
*
                  MAXWRK = 3*M + ( N + M )*ILAENV( 1, 'SGEBRD', ' ', M,
     $                     N, -1, -1 )
                  MAXWRK = MAX( MAXWRK, 3*M + NRHS*ILAENV( 1, 'SORMBR',
     $                          'QLT', M, NRHS, M, -1 ) )
                  MAXWRK = MAX( MAXWRK, 3*M + M*ILAENV( 1, 'SORGBR',
     $                          'P', M, N, M, -1 ) )
                  MAXWRK = MAX( MAXWRK, BDSPAC )
                  MAXWRK = MAX( MAXWRK, N*NRHS )
               END IF
            END IF
            MAXWRK = MAX( MINWRK, MAXWRK )
         END IF
         WORK( 1 ) = MAXWRK
*
         IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
     $      INFO = -12
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'SGELSS', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( M.EQ.0 .OR. N.EQ.0 ) THEN
         RANK = 0
         RETURN
      END IF
*
*     Get machine parameters
*
      EPS = SLAMCH( 'P' )
      SFMIN = SLAMCH( 'S' )
      SMLNUM = SFMIN / EPS
      BIGNUM = ONE / SMLNUM
      CALL SLABAD( SMLNUM, BIGNUM )
*
*     Scale A if max element outside range [SMLNUM,BIGNUM]
*
      ANRM = SLANGE( 'M', M, N, A, LDA, WORK )
      IASCL = 0
      IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
*
*        Scale matrix norm up to SMLNUM
*
         CALL SLASCL( '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 SLASCL( '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 SLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
         CALL SLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
         RANK = 0
         GO TO 70
      END IF
*
*     Scale B if max element outside range [SMLNUM,BIGNUM]
*
      BNRM = SLANGE( 'M', M, NRHS, B, LDB, WORK )
      IBSCL = 0
      IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
*
*        Scale matrix norm up to SMLNUM
*
         CALL SLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
         IBSCL = 1
      ELSE IF( BNRM.GT.BIGNUM ) THEN
*
*        Scale matrix norm down to BIGNUM
*
         CALL SLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
         IBSCL = 2
      END IF
*
*     Overdetermined case
*
      IF( M.GE.N ) THEN
*
*        Path 1 - overdetermined or exactly determined
*
         MM = M
         IF( M.GE.MNTHR ) THEN
*
*           Path 1a - overdetermined, with many more rows than columns
*
            MM = N
            ITAU = 1
            IWORK = ITAU + N
*
*           Compute A=Q*R
*           (Workspace: need 2*N, prefer N+N*NB)
*
            CALL SGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
     $                   LWORK-IWORK+1, INFO )
*
*           Multiply B by transpose(Q)
*           (Workspace: need N+NRHS, prefer N+NRHS*NB)
*
            CALL SORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
     $                   LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
*
*           Zero out below R
*
            IF( N.GT.1 )
     $         CALL SLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
         END IF
*
         IE = 1
         ITAUQ = IE + N
         ITAUP = ITAUQ + N
         IWORK = ITAUP + N
*
*        Bidiagonalize R in A
*        (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
*
         CALL SGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
     $                WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
     $                INFO )
*
*        Multiply B by transpose of left bidiagonalizing vectors of R
*        (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
*
         CALL SORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
     $                B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
*
*        Generate right bidiagonalizing vectors of R in A
*        (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
*
         CALL SORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
     $                WORK( IWORK ), LWORK-IWORK+1, INFO )
         IWORK = IE + N
*
*        Perform bidiagonal QR iteration
*          multiply B by transpose of left singular vectors
*          compute right singular vectors in A
*        (Workspace: need BDSPAC)
*
         CALL SBDSQR( 'U', N, N, 0, NRHS, S, WORK( IE ), A, LDA, VDUM,
     $                1, B, LDB, WORK( IWORK ), INFO )
         IF( INFO.NE.0 )
     $      GO TO 70
*
*        Multiply B by reciprocals of singular values
*
         THR = MAX( RCOND*S( 1 ), SFMIN )
         IF( RCOND.LT.ZERO )
     $      THR = MAX( EPS*S( 1 ), SFMIN )
         RANK = 0
         DO 10 I = 1, N
            IF( S( I ).GT.THR ) THEN
               CALL SRSCL( NRHS, S( I ), B( I, 1 ), LDB )
               RANK = RANK + 1
            ELSE
               CALL SLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
            END IF
   10    CONTINUE
*
*        Multiply B by right singular vectors
*        (Workspace: need N, prefer N*NRHS)
*
         IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
            CALL SGEMM( 'T', 'N', N, NRHS, N, ONE, A, LDA, B, LDB, ZERO,
     $                  WORK, LDB )
            CALL SLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
         ELSE IF( NRHS.GT.1 ) THEN
            CHUNK = LWORK / N
            DO 20 I = 1, NRHS, CHUNK
               BL = MIN( NRHS-I+1, CHUNK )
               CALL SGEMM( 'T', 'N', N, BL, N, ONE, A, LDA, B( 1, I ),
     $                     LDB, ZERO, WORK, N )
               CALL SLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
   20       CONTINUE
         ELSE
            CALL SGEMV( 'T', N, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
            CALL SCOPY( N, WORK, 1, B, 1 )
         END IF
*
      ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
     $         MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
*
*        Path 2a - underdetermined, with many more columns than rows
*        and sufficient workspace for an efficient algorithm
*
         LDWORK = M
         IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
     $       M*LDA+M+M*NRHS ) )LDWORK = LDA
         ITAU = 1
         IWORK = M + 1
*
*        Compute A=L*Q
*        (Workspace: need 2*M, prefer M+M*NB)
*
         CALL SGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
     $                LWORK-IWORK+1, INFO )
         IL = IWORK
*
*        Copy L to WORK(IL), zeroing out above it
*
         CALL SLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
         CALL SLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
     $                LDWORK )
         IE = IL + LDWORK*M
         ITAUQ = IE + M
         ITAUP = ITAUQ + M
         IWORK = ITAUP + M
*
*        Bidiagonalize L in WORK(IL)
*        (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
*
         CALL SGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
     $                WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
     $                LWORK-IWORK+1, INFO )
*
*        Multiply B by transpose of left bidiagonalizing vectors of L
*        (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
*
         CALL SORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
     $                WORK( ITAUQ ), B, LDB, WORK( IWORK ),
     $                LWORK-IWORK+1, INFO )
*
*        Generate right bidiagonalizing vectors of R in WORK(IL)
*        (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB)
*
         CALL SORGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
     $                WORK( IWORK ), LWORK-IWORK+1, INFO )
         IWORK = IE + M
*
*        Perform bidiagonal QR iteration,
*           computing right singular vectors of L in WORK(IL) and
*           multiplying B by transpose of left singular vectors
*        (Workspace: need M*M+M+BDSPAC)
*
         CALL SBDSQR( 'U', M, M, 0, NRHS, S, WORK( IE ), WORK( IL ),
     $                LDWORK, A, LDA, B, LDB, WORK( IWORK ), INFO )
         IF( INFO.NE.0 )
     $      GO TO 70
*
*        Multiply B by reciprocals of singular values
*
         THR = MAX( RCOND*S( 1 ), SFMIN )
         IF( RCOND.LT.ZERO )
     $      THR = MAX( EPS*S( 1 ), SFMIN )
         RANK = 0
         DO 30 I = 1, M
            IF( S( I ).GT.THR ) THEN
               CALL SRSCL( NRHS, S( I ), B( I, 1 ), LDB )
               RANK = RANK + 1
            ELSE
               CALL SLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
            END IF
   30    CONTINUE
         IWORK = IE
*
*        Multiply B by right singular vectors of L in WORK(IL)
*        (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS)
*
         IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
            CALL SGEMM( 'T', 'N', M, NRHS, M, ONE, WORK( IL ), LDWORK,
     $                  B, LDB, ZERO, WORK( IWORK ), LDB )
            CALL SLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
         ELSE IF( NRHS.GT.1 ) THEN
            CHUNK = ( LWORK-IWORK+1 ) / M
            DO 40 I = 1, NRHS, CHUNK
               BL = MIN( NRHS-I+1, CHUNK )
               CALL SGEMM( 'T', 'N', M, BL, M, ONE, WORK( IL ), LDWORK,
     $                     B( 1, I ), LDB, ZERO, WORK( IWORK ), M )
               CALL SLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
     $                      LDB )
   40       CONTINUE
         ELSE
            CALL SGEMV( 'T', M, M, ONE, WORK( IL ), LDWORK, B( 1, 1 ),
     $                  1, ZERO, WORK( IWORK ), 1 )
            CALL SCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
         END IF
*
*        Zero out below first M rows of B
*
         CALL SLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
         IWORK = ITAU + M
*
*        Multiply transpose(Q) by B
*        (Workspace: need M+NRHS, prefer M+NRHS*NB)
*
         CALL SORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
     $                LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
*
      ELSE
*
*        Path 2 - remaining underdetermined cases
*
         IE = 1
         ITAUQ = IE + M
         ITAUP = ITAUQ + M
         IWORK = ITAUP + M
*
*        Bidiagonalize A
*        (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
*
         CALL SGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
     $                WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
     $                INFO )
*
*        Multiply B by transpose of left bidiagonalizing vectors
*        (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
*
         CALL SORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
     $                B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
*
*        Generate right bidiagonalizing vectors in A
*        (Workspace: need 4*M, prefer 3*M+M*NB)
*
         CALL SORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
     $                WORK( IWORK ), LWORK-IWORK+1, INFO )
         IWORK = IE + M
*
*        Perform bidiagonal QR iteration,
*           computing right singular vectors of A in A and
*           multiplying B by transpose of left singular vectors
*        (Workspace: need BDSPAC)
*
         CALL SBDSQR( 'L', M, N, 0, NRHS, S, WORK( IE ), A, LDA, VDUM,
     $                1, B, LDB, WORK( IWORK ), INFO )
         IF( INFO.NE.0 )
     $      GO TO 70
*
*        Multiply B by reciprocals of singular values
*
         THR = MAX( RCOND*S( 1 ), SFMIN )
         IF( RCOND.LT.ZERO )
     $      THR = MAX( EPS*S( 1 ), SFMIN )
         RANK = 0
         DO 50 I = 1, M
            IF( S( I ).GT.THR ) THEN
               CALL SRSCL( NRHS, S( I ), B( I, 1 ), LDB )
               RANK = RANK + 1
            ELSE
               CALL SLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
            END IF
   50    CONTINUE
*
*        Multiply B by right singular vectors of A
*        (Workspace: need N, prefer N*NRHS)
*
         IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
            CALL SGEMM( 'T', 'N', N, NRHS, M, ONE, A, LDA, B, LDB, ZERO,
     $                  WORK, LDB )
            CALL SLACPY( 'F', N, NRHS, WORK, LDB, B, LDB )
         ELSE IF( NRHS.GT.1 ) THEN
            CHUNK = LWORK / N
            DO 60 I = 1, NRHS, CHUNK
               BL = MIN( NRHS-I+1, CHUNK )
               CALL SGEMM( 'T', 'N', N, BL, M, ONE, A, LDA, B( 1, I ),
     $                     LDB, ZERO, WORK, N )
               CALL SLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
   60       CONTINUE
         ELSE
            CALL SGEMV( 'T', M, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
            CALL SCOPY( N, WORK, 1, B, 1 )
         END IF
      END IF
*
*     Undo scaling
*
      IF( IASCL.EQ.1 ) THEN
         CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
         CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
     $                INFO )
      ELSE IF( IASCL.EQ.2 ) THEN
         CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
         CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
     $                INFO )
      END IF
      IF( IBSCL.EQ.1 ) THEN
         CALL SLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
      ELSE IF( IBSCL.EQ.2 ) THEN
         CALL SLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
      END IF
*
   70 CONTINUE
      WORK( 1 ) = MAXWRK
      RETURN
*
*     End of SGELSS
*
      END