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<HTML>
<HEAD><TITLE>MB02UD - SLICOT Library Routine Documentation</TITLE>
</HEAD>
<BODY>
<H2><A Name="MB02UD">MB02UD</A></H2>
<H3>
Minimum norm least squares solution of op(R) X = alpha B, or X op(R) = alpha B, with R upper triangular, using singular value decomposition
</H3>
<A HREF ="#Specification"><B>[Specification]</B></A>
<A HREF ="#Arguments"><B>[Arguments]</B></A>
<A HREF ="#Method"><B>[Method]</B></A>
<A HREF ="#References"><B>[References]</B></A>
<A HREF ="#Comments"><B>[Comments]</B></A>
<A HREF ="#Example"><B>[Example]</B></A>
<P>
<B><FONT SIZE="+1">Purpose</FONT></B>
<PRE>
To compute the minimum norm least squares solution of one of the
following linear systems
op(R)*X = alpha*B, (1)
X*op(R) = alpha*B, (2)
where alpha is a real scalar, op(R) is either R or its transpose,
R', R is an L-by-L real upper triangular matrix, B is an M-by-N
real matrix, and L = M for (1), or L = N for (2). Singular value
decomposition, R = Q*S*P', is used, assuming that R is rank
deficient.
</PRE>
<A name="Specification"><B><FONT SIZE="+1">Specification</FONT></B></A>
<PRE>
SUBROUTINE MB02UD( FACT, SIDE, TRANS, JOBP, M, N, ALPHA, RCOND,
$ RANK, R, LDR, Q, LDQ, SV, B, LDB, RP, LDRP,
$ DWORK, LDWORK, INFO )
C .. Scalar Arguments ..
CHARACTER FACT, JOBP, SIDE, TRANS
INTEGER INFO, LDB, LDQ, LDR, LDRP, LDWORK, M, N, RANK
DOUBLE PRECISION ALPHA, RCOND
C .. Array Arguments ..
DOUBLE PRECISION B(LDB,*), DWORK(*), Q(LDQ,*), R(LDR,*),
$ RP(LDRP,*), SV(*)
</PRE>
<A name="Arguments"><B><FONT SIZE="+1">Arguments</FONT></B></A>
<P>
<B>Mode Parameters</B>
<PRE>
FACT CHARACTER*1
Specifies whether R has been previously factored or not,
as follows:
= 'F': R has been factored and its rank and singular
value decomposition, R = Q*S*P', are available;
= 'N': R has not been factored and its singular value
decomposition, R = Q*S*P', should be computed.
SIDE CHARACTER*1
Specifies whether op(R) appears on the left or right
of X as follows:
= 'L': Solve op(R)*X = alpha*B (op(R) is on the left);
= 'R': Solve X*op(R) = alpha*B (op(R) is on the right).
TRANS CHARACTER*1
Specifies the form of op(R) to be used as follows:
= 'N': op(R) = R;
= 'T': op(R) = R';
= 'C': op(R) = R'.
JOBP CHARACTER*1
Specifies whether or not the pseudoinverse of R is to be
computed or it is available as follows:
= 'P': Compute pinv(R), if FACT = 'N', or
use pinv(R), if FACT = 'F';
= 'N': Do not compute or use pinv(R).
</PRE>
<B>Input/Output Parameters</B>
<PRE>
M (input) INTEGER
The number of rows of the matrix B. M >= 0.
N (input) INTEGER
The number of columns of the matrix B. N >= 0.
ALPHA (input) DOUBLE PRECISION
The scalar alpha. When alpha is zero then B need not be
set before entry.
RCOND (input) DOUBLE PRECISION
RCOND is used to determine the effective rank of R.
Singular values of R satisfying Sv(i) <= RCOND*Sv(1) are
treated as zero. If RCOND <= 0, then EPS is used instead,
where EPS is the relative machine precision (see LAPACK
Library routine DLAMCH). RCOND <= 1.
RCOND is not used if FACT = 'F'.
RANK (input or output) INTEGER
The rank of matrix R.
RANK is an input parameter when FACT = 'F', and an output
parameter when FACT = 'N'. L >= RANK >= 0.
R (input/output) DOUBLE PRECISION array, dimension (LDR,L)
On entry, if FACT = 'F', the leading L-by-L part of this
array must contain the L-by-L orthogonal matrix P' from
singular value decomposition, R = Q*S*P', of the matrix R;
if JOBP = 'P', the first RANK rows of P' are assumed to be
scaled by inv(S(1:RANK,1:RANK)).
On entry, if FACT = 'N', the leading L-by-L upper
triangular part of this array must contain the upper
triangular matrix R.
On exit, if INFO = 0, the leading L-by-L part of this
array contains the L-by-L orthogonal matrix P', with its
first RANK rows scaled by inv(S(1:RANK,1:RANK)), when
JOBP = 'P'.
LDR INTEGER
The leading dimension of array R. LDR >= MAX(1,L).
Q (input or output) DOUBLE PRECISION array, dimension
(LDQ,L)
On entry, if FACT = 'F', the leading L-by-L part of this
array must contain the L-by-L orthogonal matrix Q from
singular value decomposition, R = Q*S*P', of the matrix R.
If FACT = 'N', this array need not be set on entry, and
on exit, if INFO = 0, the leading L-by-L part of this
array contains the orthogonal matrix Q.
LDQ INTEGER
The leading dimension of array Q. LDQ >= MAX(1,L).
SV (input or output) DOUBLE PRECISION array, dimension (L)
On entry, if FACT = 'F', the first RANK entries of this
array must contain the reciprocal of the largest RANK
singular values of the matrix R, and the last L-RANK
entries of this array must contain the remaining singular
values of R sorted in descending order.
If FACT = 'N', this array need not be set on input, and
on exit, if INFO = 0, the first RANK entries of this array
contain the reciprocal of the largest RANK singular values
of the matrix R, and the last L-RANK entries of this array
contain the remaining singular values of R sorted in
descending order.
B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
On entry, if ALPHA <> 0, the leading M-by-N part of this
array must contain the matrix B.
On exit, if INFO = 0 and RANK > 0, the leading M-by-N part
of this array contains the M-by-N solution matrix X.
LDB INTEGER
The leading dimension of array B. LDB >= MAX(1,M).
RP (input or output) DOUBLE PRECISION array, dimension
(LDRP,L)
On entry, if FACT = 'F', JOBP = 'P', and RANK > 0, the
leading L-by-L part of this array must contain the L-by-L
matrix pinv(R), the Moore-Penrose pseudoinverse of R.
On exit, if FACT = 'N', JOBP = 'P', and RANK > 0, the
leading L-by-L part of this array contains the L-by-L
matrix pinv(R), the Moore-Penrose pseudoinverse of R.
If JOBP = 'N', this array is not referenced.
LDRP INTEGER
The leading dimension of array RP.
LDRP >= MAX(1,L), if JOBP = 'P'.
LDRP >= 1, if JOBP = 'N'.
</PRE>
<B>Workspace</B>
<PRE>
DWORK DOUBLE PRECISION array, dimension (LDWORK)
On exit, if INFO = 0, DWORK(1) returns the optimal LDWORK;
if INFO = i, 1 <= i <= L, then DWORK(2:L) contain the
unconverged superdiagonal elements of an upper bidiagonal
matrix D whose diagonal is in SV (not necessarily sorted).
D satisfies R = Q*D*P', so it has the same singular
values as R, and singular vectors related by Q and P'.
LDWORK INTEGER
The length of the array DWORK.
LDWORK >= MAX(1,L), if FACT = 'F';
LDWORK >= MAX(1,5*L), if FACT = 'N'.
For optimum performance LDWORK should be larger than
MAX(1,L,M*N), if FACT = 'F';
MAX(1,5*L,M*N), if FACT = 'N'.
If LDWORK = -1, then a workspace query is assumed;
the routine only calculates the optimal size of the
DWORK array, returns this value as the first entry of
the DWORK array, and no error message related to LDWORK
is issued by XERBLA.
</PRE>
<B>Error Indicator</B>
<PRE>
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value;
> 0: if INFO = i, i = 1:L, the SVD algorithm has failed
to converge. In this case INFO specifies how many
superdiagonals did not converge (see the description
of DWORK); this failure is not likely to occur.
</PRE>
<A name="Method"><B><FONT SIZE="+1">Method</FONT></B></A>
<PRE>
The L-by-L upper triangular matrix R is factored as R = Q*S*P',
if FACT = 'N', using SLICOT Library routine MB03UD, where Q and P
are L-by-L orthogonal matrices and S is an L-by-L diagonal matrix
with non-negative diagonal elements, SV(1), SV(2), ..., SV(L),
ordered decreasingly. Then, the effective rank of R is estimated,
and matrix (or matrix-vector) products and scalings are used to
compute X. If FACT = 'F', only matrix (or matrix-vector) products
and scalings are performed.
</PRE>
<A name="Comments"><B><FONT SIZE="+1">Further Comments</FONT></B></A>
<PRE>
Option JOBP = 'P' should be used only if the pseudoinverse is
really needed. Usually, it is possible to avoid the use of
pseudoinverse, by computing least squares solutions.
The routine uses BLAS 3 calculations if LDWORK >= M*N, and BLAS 2
calculations, otherwise. No advantage of any additional workspace
larger than L is taken for matrix products, but the routine can
be called repeatedly for chunks of columns of B, if LDWORK < M*N.
</PRE>
<A name="Example"><B><FONT SIZE="+1">Example</FONT></B></A>
<P>
<B>Program Text</B>
<PRE>
None
</PRE>
<B>Program Data</B>
<PRE>
None
</PRE>
<B>Program Results</B>
<PRE>
None
</PRE>
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