dgelsd.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief <b> DGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices</b>
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DGELSD + dependencies
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgelsd.f">
!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgelsd.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgelsd.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
!                          WORK, LWORK, IWORK, INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
!       DOUBLE PRECISION   RCOND
!       ..
!       .. Array Arguments ..
!       INTEGER            IWORK( * )
!       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DGELSD 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 problem is solved in three steps:
!> (1) Reduce the coefficient matrix A to bidiagonal form with
!>     Householder transformations, reducing the original problem
!>     into a "bidiagonal least squares problem" (BLS)
!> (2) Solve the BLS using a divide and conquer approach.
!> (3) Apply back all the Householder tranformations to solve
!>     the original least squares problem.
!>
!> The effective rank of A is determined by treating as zero those
!> singular values which are less than RCOND times the largest singular
!> value.
!>
!> The divide and conquer algorithm makes very mild assumptions about
!> floating point arithmetic. It will work on machines with a guard
!> digit in add/subtract, or on those binary machines without guard
!> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
!> Cray-2. It could conceivably fail on hexadecimal or decimal machines
!> without guard digits, but we know of none.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] M
!> \verbatim
!>          M is INTEGER
!>          The number of rows of A. M >= 0.
!> \endverbatim
!>
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>          The number of columns of A. N >= 0.
!> \endverbatim
!>
!> \param[in] NRHS
!> \verbatim
!>          NRHS is INTEGER
!>          The number of right hand sides, i.e., the number of columns
!>          of the matrices B and X. NRHS >= 0.
!> \endverbatim
!>
!> \param[in] A
!> \verbatim
!>          A is DOUBLE PRECISION array, dimension (LDA,N)
!>          On entry, the M-by-N matrix A.
!>          On exit, A has been destroyed.
!> \endverbatim
!>
!> \param[in] LDA
!> \verbatim
!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max(1,M).
!> \endverbatim
!>
!> \param[in,out] B
!> \verbatim
!>          B is DOUBLE PRECISION 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.
!> \endverbatim
!>
!> \param[in] LDB
!> \verbatim
!>          LDB is INTEGER
!>          The leading dimension of the array B. LDB >= max(1,max(M,N)).
!> \endverbatim
!>
!> \param[out] S
!> \verbatim
!>          S is DOUBLE PRECISION 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)).
!> \endverbatim
!>
!> \param[in] RCOND
!> \verbatim
!>          RCOND is DOUBLE PRECISION
!>          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.
!> \endverbatim
!>
!> \param[out] RANK
!> \verbatim
!>          RANK is INTEGER
!>          The effective rank of A, i.e., the number of singular values
!>          which are greater than RCOND*S(1).
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
!>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
!> \endverbatim
!>
!> \param[in] LWORK
!> \verbatim
!>          LWORK is INTEGER
!>          The dimension of the array WORK. LWORK must be at least 1.
!>          The exact minimum amount of workspace needed depends on M,
!>          N and NRHS. As long as LWORK is at least
!>              12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,
!>          if M is greater than or equal to N or
!>              12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,
!>          if M is less than N, the code will execute correctly.
!>          SMLSIZ is returned by ILAENV and is equal to the maximum
!>          size of the subproblems at the bottom of the computation
!>          tree (usually about 25), and
!>             NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
!>          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.
!> \endverbatim
!>
!> \param[out] IWORK
!> \verbatim
!>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
!>          LIWORK >= max(1, 3 * MINMN * NLVL + 11 * MINMN),
!>          where MINMN = MIN( M,N ).
!>          On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
!> \endverbatim
!>
!> \param[out] INFO
!> \verbatim
!>          INFO is 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.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date November 2011
!
!> \ingroup doubleGEsolve
!
!> \par Contributors:
!  ==================
!>
!>     Ming Gu and Ren-Cang Li, Computer Science Division, University of
!>       California at Berkeley, USA \n
!>     Osni Marques, LBNL/NERSC, USA \n
!
!  =====================================================================
      SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, &
     &                   WORK, LWORK, IWORK, INFO )
!
!  -- LAPACK driver routine (version 3.4.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     November 2011
!
!     .. Scalar Arguments ..
      INTEGER            INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
      DOUBLE PRECISION   RCOND
!     ..
!     .. Array Arguments ..
      INTEGER            IWORK( * )
      DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE, TWO
      PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
!     ..
!     .. Local Scalars ..
      LOGICAL            LQUERY
      INTEGER            IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ, &
     &                   LDWORK, LIWORK, MAXMN, MAXWRK, MINMN, MINWRK, &
     &                   MM, MNTHR, NLVL, NWORK, SMLSIZ, WLALSD
      DOUBLE PRECISION   ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM
!     ..
!     .. External Subroutines ..
      EXTERNAL           DGEBRD, DGELQF, DGEQRF, DLABAD, DLACPY, DLALSD, &
     &                   DLASCL, DLASET, DORMBR, DORMLQ, DORMQR, XERBLA
!     ..
!     .. External Functions ..
      INTEGER            ILAENV
      DOUBLE PRECISION   DLAMCH, DLANGE
      EXTERNAL           ILAENV, DLAMCH, DLANGE
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          DBLE, INT, LOG, MAX, MIN
!     ..
!     .. Executable Statements ..
!
!     Test the input arguments.
!
      INFO = 0
      MINMN = MIN( M, N )
      MAXMN = MAX( M, N )
      MNTHR = ILAENV( 6, 'DGELSD', ' ', M, N, NRHS, -1 )
      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
!
      SMLSIZ = ILAENV( 9, 'DGELSD', ' ', 0, 0, 0, 0 )
!
!     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.)
!
      MINWRK = 1
      LIWORK = 1
      MINMN = MAX( 1, MINMN )
      NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ+1 ) ) / &
     &       LOG( TWO ) ) + 1, 0 )
!
      IF( INFO.EQ.0 ) THEN
         MAXWRK = 0
         LIWORK = 3*MINMN*NLVL + 11*MINMN
         MM = M
         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, 'DGEQRF', ' ', M, N, &
     &               -1, -1 ) )
            MAXWRK = MAX( MAXWRK, N+NRHS* &
     &               ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N, -1 ) )
         END IF
         IF( M.GE.N ) THEN
!
!           Path 1 - overdetermined or exactly determined.
!
            MAXWRK = MAX( MAXWRK, 3*N+( MM+N )* &
     &               ILAENV( 1, 'DGEBRD', ' ', MM, N, -1, -1 ) )
            MAXWRK = MAX( MAXWRK, 3*N+NRHS* &
     &               ILAENV( 1, 'DORMBR', 'QLT', MM, NRHS, N, -1 ) )
            MAXWRK = MAX( MAXWRK, 3*N+( N-1 )* &
     &               ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, N, -1 ) )
            WLALSD = 9*N+2*N*SMLSIZ+8*N*NLVL+N*NRHS+(SMLSIZ+1)**2
            MAXWRK = MAX( MAXWRK, 3*N+WLALSD )
            MINWRK = MAX( 3*N+MM, 3*N+NRHS, 3*N+WLALSD )
         END IF
         IF( N.GT.M ) THEN
            WLALSD = 9*M+2*M*SMLSIZ+8*M*NLVL+M*NRHS+(SMLSIZ+1)**2
            IF( N.GE.MNTHR ) THEN
!
!              Path 2a - underdetermined, with many more columns
!              than rows.
!
               MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
               MAXWRK = MAX( MAXWRK, M*M+4*M+2*M* &
     &                  ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
               MAXWRK = MAX( MAXWRK, M*M+4*M+NRHS* &
     &                  ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, M, -1 ) )
               MAXWRK = MAX( MAXWRK, M*M+4*M+( M-1 )* &
     &                  ILAENV( 1, 'DORMBR', 'PLN', M, NRHS, M, -1 ) )
               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, 'DORMLQ', 'LT', N, NRHS, M, -1 ) )
               MAXWRK = MAX( MAXWRK, M*M+4*M+WLALSD )
!     XXX: Ensure the Path 2a case below is triggered.  The workspace
!     calculation should use queries for all routines eventually.
               MAXWRK = MAX( MAXWRK, &
     &              4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) )
            ELSE
!
!              Path 2 - remaining underdetermined cases.
!
               MAXWRK = 3*M + ( N+M )*ILAENV( 1, 'DGEBRD', ' ', M, N, &
     &                  -1, -1 )
               MAXWRK = MAX( MAXWRK, 3*M+NRHS* &
     &                  ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, N, -1 ) )
               MAXWRK = MAX( MAXWRK, 3*M+M* &
     &                  ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, M, -1 ) )
               MAXWRK = MAX( MAXWRK, 3*M+WLALSD )
            END IF
            MINWRK = MAX( 3*M+NRHS, 3*M+M, 3*M+WLALSD )
         END IF
         MINWRK = MIN( MINWRK, MAXWRK )
         WORK( 1 ) = MAXWRK
         IWORK( 1 ) = LIWORK

         IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
            INFO = -12
         END IF
      END IF
!
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGELSD', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         GO TO 10
      END IF
!
!     Quick return if possible.
!
      IF( M.EQ.0 .OR. N.EQ.0 ) THEN
         RANK = 0
         RETURN
      END IF
!
!     Get machine parameters.
!
      EPS = DLAMCH( 'P' )
      SFMIN = DLAMCH( 'S' )
      SMLNUM = SFMIN / EPS
      BIGNUM = ONE / SMLNUM
      CALL DLABAD( SMLNUM, BIGNUM )
!
!     Scale A if max entry outside range [SMLNUM,BIGNUM].
!
      ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
      IASCL = 0
      IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
!
!        Scale matrix norm up to SMLNUM.
!
         CALL DLASCL( '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 DLASCL( '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 DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
         CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 )
         RANK = 0
         GO TO 10
      END IF
!
!     Scale B if max entry outside range [SMLNUM,BIGNUM].
!
      BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
      IBSCL = 0
      IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
!
!        Scale matrix norm up to SMLNUM.
!
         CALL DLASCL( '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 DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
         IBSCL = 2
      END IF
!
!     If M < N make sure certain entries of B are zero.
!
      IF( M.LT.N ) &
     &   CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
!
!     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
            NWORK = ITAU + N
!
!           Compute A=Q*R.
!           (Workspace: need 2*N, prefer N+N*NB)
!
            CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), &
     &                   LWORK-NWORK+1, INFO )
!
!           Multiply B by transpose(Q).
!           (Workspace: need N+NRHS, prefer N+NRHS*NB)
!
            CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B, &
     &                   LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
!
!           Zero out below R.
!
            IF( N.GT.1 ) THEN
               CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
            END IF
         END IF
!
         IE = 1
         ITAUQ = IE + N
         ITAUP = ITAUQ + N
         NWORK = ITAUP + N
!
!        Bidiagonalize R in A.
!        (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
!
         CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), &
     &                WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, &
     &                INFO )
!
!        Multiply B by transpose of left bidiagonalizing vectors of R.
!        (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
!
         CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ), &
     &                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
!
!        Solve the bidiagonal least squares problem.
!
         CALL DLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB, &
     &                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
         IF( INFO.NE.0 ) THEN
            GO TO 10
         END IF
!
!        Multiply B by right bidiagonalizing vectors of R.
!
         CALL DORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ), &
     &                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
!
      ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+ &
     &         MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) 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, 4*M+M*LDA+WLALSD ) )LDWORK = LDA
         ITAU = 1
         NWORK = M + 1
!
!        Compute A=L*Q.
!        (Workspace: need 2*M, prefer M+M*NB)
!
         CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), &
     &                LWORK-NWORK+1, INFO )
         IL = NWORK
!
!        Copy L to WORK(IL), zeroing out above its diagonal.
!
         CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
         CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ), &
     &                LDWORK )
         IE = IL + LDWORK*M
         ITAUQ = IE + M
         ITAUP = ITAUQ + M
         NWORK = ITAUP + M
!
!        Bidiagonalize L in WORK(IL).
!        (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
!
         CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ), &
     &                WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), &
     &                LWORK-NWORK+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 DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK, &
     &                WORK( ITAUQ ), B, LDB, WORK( NWORK ), &
     &                LWORK-NWORK+1, INFO )
!
!        Solve the bidiagonal least squares problem.
!
         CALL DLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB, &
     &                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
         IF( INFO.NE.0 ) THEN
            GO TO 10
         END IF
!
!        Multiply B by right bidiagonalizing vectors of L.
!
         CALL DORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK, &
     &                WORK( ITAUP ), B, LDB, WORK( NWORK ), &
     &                LWORK-NWORK+1, INFO )
!
!        Zero out below first M rows of B.
!
         CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
         NWORK = ITAU + M
!
!        Multiply transpose(Q) by B.
!        (Workspace: need M+NRHS, prefer M+NRHS*NB)
!
         CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B, &
     &                LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
!
      ELSE
!
!        Path 2 - remaining underdetermined cases.
!
         IE = 1
         ITAUQ = IE + M
         ITAUP = ITAUQ + M
         NWORK = ITAUP + M
!
!        Bidiagonalize A.
!        (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
!
         CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), &
     &                WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, &
     &                INFO )
!
!        Multiply B by transpose of left bidiagonalizing vectors.
!        (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
!
         CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ), &
     &                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
!
!        Solve the bidiagonal least squares problem.
!
         CALL DLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB, &
     &                RCOND, RANK, WORK( NWORK ), IWORK, INFO )
         IF( INFO.NE.0 ) THEN
            GO TO 10
         END IF
!
!        Multiply B by right bidiagonalizing vectors of A.
!
         CALL DORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ), &
     &                B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO )
!
      END IF
!
!     Undo scaling.
!
      IF( IASCL.EQ.1 ) THEN
         CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
         CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN, &
     &                INFO )
      ELSE IF( IASCL.EQ.2 ) THEN
         CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
         CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN, &
     &                INFO )
      END IF
      IF( IBSCL.EQ.1 ) THEN
         CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
      ELSE IF( IBSCL.EQ.2 ) THEN
         CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
      END IF
!
   10 CONTINUE
      WORK( 1 ) = MAXWRK
      IWORK( 1 ) = LIWORK
      RETURN
!
!     End of DGELSD
!
      END