Skip to content

Undo the scaling of the least-squares solution in one step when A and B were scaled to the same end of the range #1391

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
rmlarsen wants to merge 1 commit into
base: master
Choose a base branch
from
Open

Undo the scaling of the least-squares solution in one step when A and B were scaled to the same end of the range #1391

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
37 changes: 23 additions & 14 deletions SRC/cgels.f
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -493,21 +493,30 @@ SUBROUTINE CGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK,
*
END IF
*
* Undo scaling
*
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB,
* Undo scaling. The solution carries the factor of B divided by
* the factor of A. When both were scaled to the same end of the
* range the constants cancel and BNRM/ANRM is applied in one step:
* applied in two, the first step could flush or overflow an entry
* that the second would have brought back into range.
*
IF( IASCL.EQ.IBSCL .AND. IASCL.NE.0 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
END IF
*
50 CONTINUE
Expand Down
38 changes: 25 additions & 13 deletions SRC/cgelsd.f
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -642,26 +642,38 @@ SUBROUTINE CGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
*
END IF
*
* Undo scaling.
*
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB,
* Undo scaling. The solution carries the factor of B divided by
* the factor of A. When both were scaled to the same end of the
* range the constants cancel and BNRM/ANRM is applied in one step:
* applied in two, the first step could flush or overflow an entry
* that the second would have brought back into range.
*
IF( IASCL.EQ.IBSCL .AND. IASCL.NE.0 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
END IF
END IF
IF( IASCL.EQ.1 ) THEN
CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( '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 CLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
END IF
*
10 CONTINUE
WORK( 1 ) = SROUNDUP_LWORK(MAXWRK)
Expand Down
38 changes: 25 additions & 13 deletions SRC/cgelss.f
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -764,26 +764,38 @@ SUBROUTINE CGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
END IF
END IF
*
* Undo scaling
*
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB,
* Undo scaling. The solution carries the factor of B divided by
* the factor of A. When both were scaled to the same end of the
* range the constants cancel and BNRM/ANRM is applied in one step:
* applied in two, the first step could flush or overflow an entry
* that the second would have brought back into range.
*
IF( IASCL.EQ.IBSCL .AND. IASCL.NE.0 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
END IF
END IF
IF( IASCL.EQ.1 ) THEN
CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( '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 CLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
END IF
70 CONTINUE
WORK( 1 ) = SROUNDUP_LWORK(MAXWRK)
RETURN
Expand Down
37 changes: 23 additions & 14 deletions SRC/cgelst.f
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -523,21 +523,30 @@ SUBROUTINE CGELST( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK,
*
END IF
*
* Undo scaling
*
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB,
* Undo scaling. The solution carries the factor of B divided by
* the factor of A. When both were scaled to the same end of the
* range the constants cancel and BNRM/ANRM is applied in one step:
* applied in two, the first step could flush or overflow an entry
* that the second would have brought back into range.
*
IF( IASCL.EQ.IBSCL .AND. IASCL.NE.0 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
END IF
*
WORK( 1 ) = SROUNDUP_LWORK( LWOPT )
Expand Down
38 changes: 25 additions & 13 deletions SRC/cgelsy.f
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -452,26 +452,38 @@ SUBROUTINE CGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND,
*
* complex workspace: N.
*
* Undo scaling
*
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB,
* Undo scaling. The solution carries the factor of B divided by
* the factor of A. When both were scaled to the same end of the
* range the constants cancel and BNRM/ANRM is applied in one step:
* applied in two, the first step could flush or overflow an entry
* that the second would have brought back into range.
*
IF( IASCL.EQ.IBSCL .AND. IASCL.NE.0 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
END IF
END IF
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB,
$ INFO )
CALL CLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB,
$ INFO )
END IF
*
70 CONTINUE
WORK( 1 ) = CMPLX( LWKOPT )
Expand Down
37 changes: 23 additions & 14 deletions SRC/cgetsls.f
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -480,21 +480,30 @@ SUBROUTINE CGETSLS( TRANS, M, N, NRHS, A, LDA, B, LDB,
*
END IF
*
* Undo scaling
*
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB,
* Undo scaling. The solution carries the factor of B divided by
* the factor of A. When both were scaled to the same end of the
* range the constants cancel and BNRM/ANRM is applied in one step:
* applied in two, the first step could flush or overflow an entry
* that the second would have brought back into range.
*
IF( IASCL.EQ.IBSCL .AND. IASCL.NE.0 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE
IF( IASCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL CLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL CLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
END IF
*
50 CONTINUE
Expand Down
37 changes: 23 additions & 14 deletions SRC/dgels.f
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -489,21 +489,30 @@ SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK,
*
END IF
*
* Undo scaling
*
IF( IASCL.EQ.1 ) THEN
CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB,
* Undo scaling. The solution carries the factor of B divided by
* the factor of A. When both were scaled to the same end of the
* range the constants cancel and BNRM/ANRM is applied in one step:
* applied in two, the first step could flush or overflow an entry
* that the second would have brought back into range.
*
IF( IASCL.EQ.IBSCL .AND. IASCL.NE.0 ) THEN
CALL DLASCL( 'G', 0, 0, ANRM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE
IF( IASCL.EQ.1 ) THEN
CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
IF( IBSCL.EQ.1 ) THEN
CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
ELSE IF( IBSCL.EQ.2 ) THEN
CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB,
$ INFO )
END IF
END IF
*
50 CONTINUE
Expand Down
38 changes: 25 additions & 13 deletions SRC/dgelsd.f
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -605,26 +605,38 @@ SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
*
END IF
*
* Undo scaling.
*
IF( IASCL.EQ.1 ) THEN
CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB,
* Undo scaling. The solution carries the factor of B divided by
* the factor of A. When both were scaled to the same end of the
* range the constants cancel and BNRM/ANRM is applied in one step:
* applied in two, the first step could flush or overflow an entry
* that the second would have brought back into range.
*
IF( IASCL.EQ.IBSCL .AND. IASCL.NE.0 ) THEN
CALL DLASCL( 'G', 0, 0, ANRM, BNRM, N, NRHS, B, LDB,
$ INFO )
ELSE
IF( IASCL.EQ.1 ) THEN
CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB,
$ INFO )
ELSE IF( IASCL.EQ.2 ) THEN
CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB,
$ 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
END IF
IF( IASCL.EQ.1 ) THEN
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
Expand Down
Loading
Loading