// Copyright ©2015 The gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package native import ( "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/lapack" ) // Dgels finds a minimum-norm solution based on the matrices A and B using the // QR or LQ factorization. Dgels returns false if the matrix // A is singular, and true if this solution was successfully found. // // The minimization problem solved depends on the input parameters. // // 1. If m >= n and trans == blas.NoTrans, Dgels finds X such that || A*X - B||_2 // is minimized. // 2. If m < n and trans == blas.NoTrans, Dgels finds the minimum norm solution of // A * X = B. // 3. If m >= n and trans == blas.Trans, Dgels finds the minimum norm solution of // A^T * X = B. // 4. If m < n and trans == blas.Trans, Dgels finds X such that || A*X - B||_2 // is minimized. // Note that the least-squares solutions (cases 1 and 3) perform the minimization // per column of B. This is not the same as finding the minimum-norm matrix. // // The matrix A is a general matrix of size m×n and is modified during this call. // The input matrix B is of size max(m,n)×nrhs, and serves two purposes. On entry, // the elements of b specify the input matrix B. B has size m×nrhs if // trans == blas.NoTrans, and n×nrhs if trans == blas.Trans. On exit, the // leading submatrix of b contains the solution vectors X. If trans == blas.NoTrans, // this submatrix is of size n×nrhs, and of size m×nrhs otherwise. // // work is temporary storage, and lwork specifies the usable memory length. // At minimum, lwork >= max(m,n) + max(m,n,nrhs), and this function will panic // otherwise. A longer work will enable blocked algorithms to be called. // In the special case that lwork == -1, work[0] will be set to the optimal working // length. func (impl Implementation) Dgels(trans blas.Transpose, m, n, nrhs int, a []float64, lda int, b []float64, ldb int, work []float64, lwork int) bool { notran := trans == blas.NoTrans checkMatrix(m, n, a, lda) mn := min(m, n) checkMatrix(max(m, n), nrhs, b, ldb) // Find optimal block size. tpsd := true if notran { tpsd = false } var nb int if m >= n { nb = impl.Ilaenv(1, "DGEQRF", " ", m, n, -1, -1) if tpsd { nb = max(nb, impl.Ilaenv(1, "DORMQR", "LN", m, nrhs, n, -1)) } else { nb = max(nb, impl.Ilaenv(1, "DORMQR", "LT", m, nrhs, n, -1)) } } else { nb = impl.Ilaenv(1, "DGELQF", " ", m, n, -1, -1) if tpsd { nb = max(nb, impl.Ilaenv(1, "DORMLQ", "LT", n, nrhs, m, -1)) } else { nb = max(nb, impl.Ilaenv(1, "DORMLQ", "LN", n, nrhs, m, -1)) } } if lwork == -1 { work[0] = float64(max(1, mn+max(mn, nrhs)*nb)) return true } if len(work) < lwork { panic(shortWork) } if lwork < mn+max(mn, nrhs) { panic(badWork) } if m == 0 || n == 0 || nrhs == 0 { impl.Dlaset(blas.All, max(m, n), nrhs, 0, 0, b, ldb) return true } // Scale the input matrices if they contain extreme values. smlnum := dlamchS / dlamchP bignum := 1 / smlnum anrm := impl.Dlange(lapack.MaxAbs, m, n, a, lda, nil) var iascl int if anrm > 0 && anrm < smlnum { impl.Dlascl(lapack.General, 0, 0, anrm, smlnum, m, n, a, lda) iascl = 1 } else if anrm > bignum { impl.Dlascl(lapack.General, 0, 0, anrm, bignum, m, n, a, lda) } else if anrm == 0 { // Matrix is all zeros. impl.Dlaset(blas.All, max(m, n), nrhs, 0, 0, b, ldb) return true } brow := m if tpsd { brow = n } bnrm := impl.Dlange(lapack.MaxAbs, brow, nrhs, b, ldb, nil) ibscl := 0 if bnrm > 0 && bnrm < smlnum { impl.Dlascl(lapack.General, 0, 0, bnrm, smlnum, brow, nrhs, b, ldb) ibscl = 1 } else if bnrm > bignum { impl.Dlascl(lapack.General, 0, 0, bnrm, bignum, brow, nrhs, b, ldb) ibscl = 2 } // Solve the minimization problem using a QR or an LQ decomposition. var scllen int if m >= n { impl.Dgeqrf(m, n, a, lda, work, work[mn:], lwork-mn) if !tpsd { impl.Dormqr(blas.Left, blas.Trans, m, nrhs, n, a, lda, work[:n], b, ldb, work[mn:], lwork-mn) ok := impl.Dtrtrs(blas.Upper, blas.NoTrans, blas.NonUnit, n, nrhs, a, lda, b, ldb) if !ok { return false } scllen = n } else { ok := impl.Dtrtrs(blas.Upper, blas.Trans, blas.NonUnit, n, nrhs, a, lda, b, ldb) if !ok { return false } for i := n; i < m; i++ { for j := 0; j < nrhs; j++ { b[i*ldb+j] = 0 } } impl.Dormqr(blas.Left, blas.NoTrans, m, nrhs, n, a, lda, work[:n], b, ldb, work[mn:], lwork-mn) scllen = m } } else { impl.Dgelqf(m, n, a, lda, work, work[mn:], lwork-mn) if !tpsd { ok := impl.Dtrtrs(blas.Lower, blas.NoTrans, blas.NonUnit, m, nrhs, a, lda, b, ldb) if !ok { return false } for i := m; i < n; i++ { for j := 0; j < nrhs; j++ { b[i*ldb+j] = 0 } } impl.Dormlq(blas.Left, blas.Trans, n, nrhs, m, a, lda, work, b, ldb, work[mn:], lwork-mn) scllen = n } else { impl.Dormlq(blas.Left, blas.NoTrans, n, nrhs, m, a, lda, work, b, ldb, work[mn:], lwork-mn) ok := impl.Dtrtrs(blas.Lower, blas.Trans, blas.NonUnit, m, nrhs, a, lda, b, ldb) if !ok { return false } } } // Adjust answer vector based on scaling. if iascl == 1 { impl.Dlascl(lapack.General, 0, 0, anrm, smlnum, scllen, nrhs, b, ldb) } if iascl == 2 { impl.Dlascl(lapack.General, 0, 0, anrm, bignum, scllen, nrhs, b, ldb) } if ibscl == 1 { impl.Dlascl(lapack.General, 0, 0, smlnum, bnrm, scllen, nrhs, b, ldb) } if ibscl == 2 { impl.Dlascl(lapack.General, 0, 0, bignum, bnrm, scllen, nrhs, b, ldb) } return true }