OpenLibm/slatec/dsuds.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras.
Replace amos with slatec
2012-12-31 16:37:05 -05:00

125 lines
5.8 KiB
Fortran

*DECK DSUDS
SUBROUTINE DSUDS (A, X, B, NEQ, NUK, NRDA, IFLAG, MLSO, WORK,
+ IWORK)
C***BEGIN PROLOGUE DSUDS
C***SUBSIDIARY
C***PURPOSE Subsidiary to DBVSUP
C***LIBRARY SLATEC
C***TYPE DOUBLE PRECISION (SUDS-S, DSUDS-D)
C***AUTHOR Watts, H. A., (SNLA)
C***DESCRIPTION
C
C DSUDS solves the underdetermined system of linear equations A Z =
C B where A is NEQ by NUK and NEQ .LE. NUK. in particular, if rank
C A equals IRA, a vector X and a matrix U are determined such that
C X is the UNIQUE solution of smallest length, satisfying A X = B,
C and the columns of U form an orthonormal basis for the null
C space of A, satisfying A U = 0 . Then all solutions Z are
C given by
C Z = X + C(1)*U(1) + ..... + C(NUK-IRA)*U(NUK-IRA)
C where U(J) represents the J-th column of U and the C(J) are
C arbitrary constants.
C If the system of equations are not compatible, only the least
C squares solution of minimal length is computed.
C DSUDS is an interfacing routine which calls subroutine DLSSUD
C for the solution. DLSSUD in turn calls subroutine DORTHR and
C possibly subroutine DOHTRL for the decomposition of A by
C orthogonal transformations. In the process, DORTHR calls upon
C subroutine DCSCAL for scaling.
C
C ********************************************************************
C INPUT
C ********************************************************************
C
C A -- Contains the matrix of NEQ equations in NUK unknowns and must
C be dimensioned NRDA by NUK. The original A is destroyed.
C X -- Solution array of length at least NUK.
C B -- Given constant vector of length NEQ, B is destroyed.
C NEQ -- Number of equations, NEQ greater or equal to 1.
C NUK -- Number of columns in the matrix (which is also the number
C of unknowns), NUK not smaller than NEQ.
C NRDA -- Row dimension of A, NRDA greater or equal to NEQ.
C IFLAG -- Status indicator
C =0 for the first call (and for each new problem defined by
C a new matrix A) when the matrix data is treated as exact
C =-K for the first call (and for each new problem defined by
C a new matrix A) when the matrix data is assumed to be
C accurate to about K digits.
C =1 for subsequent calls whenever the matrix A has already
C been decomposed (problems with new vectors B but
C same matrix A can be handled efficiently).
C MLSO -- =0 if only the minimal length solution is wanted.
C =1 if the complete solution is wanted, includes the
C linear space defined by the matrix U in the abstract.
C WORK(*),IWORK(*) -- Arrays for storage of internal information,
C WORK must be dimensioned at least
C NUK + 3*NEQ + MLSO*NUK*(NUK-RANK A)
C where it is possible for 0 .LE. RANK A .LE. NEQ
C IWORK must be dimensioned at least 3 + NEQ
C IWORK(2) -- Scaling indicator
C =-1 if the matrix is to be pre-scaled by
C columns when appropriate.
C If the scaling indicator is not equal to -1
C no scaling will be attempted.
C For most problems scaling will probably not be necessary
C
C *********************************************************************
C OUTPUT
C *********************************************************************
C
C IFLAG -- Status indicator
C =1 if solution was obtained.
C =2 if improper input is detected.
C =3 if rank of matrix is less than NEQ.
C to continue simply reset IFLAG=1 and call DSUDS again.
C =4 if the system of equations appears to be inconsistent.
C However, the least squares solution of minimal length
C was obtained.
C X -- Minimal length least squares solution of A X = B.
C A -- Contains the strictly upper triangular part of the reduced
C matrix and transformation information.
C WORK(*),IWORK(*) -- Contains information needed on subsequent
C calls (IFLAG=1 case on input) which must not
C be altered.
C The matrix U described in the abstract is
C stored in the NUK*(NUK-rank A) elements of
C the WORK array beginning at WORK(1+NUK+3*NEQ).
C However U is not defined when MLSO=0 or
C IFLAG=4.
C IWORK(1) contains the numerically determined
C rank of the matrix A
C
C *********************************************************************
C
C***SEE ALSO DBVSUP
C***REFERENCES H. A. Watts, Solving linear least squares problems
C using SODS/SUDS/CODS, Sandia Report SAND77-0683,
C Sandia Laboratories, 1977.
C***ROUTINES CALLED DLSSUD
C***REVISION HISTORY (YYMMDD)
C 750601 DATE WRITTEN
C 890831 Modified array declarations. (WRB)
C 891214 Prologue converted to Version 4.0 format. (BAB)
C 900328 Added TYPE section. (WRB)
C 910408 Updated the AUTHOR and REFERENCES sections. (WRB)
C 920501 Reformatted the REFERENCES section. (WRB)
C***END PROLOGUE DSUDS
INTEGER IFLAG, IL, IP, IS, IWORK(*), KS, KT, KU, KV, MLSO, NEQ,
1 NRDA, NUK
DOUBLE PRECISION A(NRDA,*), B(*), WORK(*), X(*)
C
C***FIRST EXECUTABLE STATEMENT DSUDS
IS = 2
IP = 3
IL = IP + NEQ
KV = 1 + NEQ
KT = KV + NEQ
KS = KT + NEQ
KU = KS + NUK
C
CALL DLSSUD(A,X,B,NEQ,NUK,NRDA,WORK(KU),NUK,IFLAG,MLSO,IWORK(1),
1 IWORK(IS),A,WORK(1),IWORK(IP),B,WORK(KV),WORK(KT),
2 IWORK(IL),WORK(KS))
C
RETURN
END