The R Project SVN R

c
c     dqrsl applies the output of dqrdc to compute coordinate
c     transformations, projections, and least squares solutions.
c     for k .le. min(n,p), let xk be the matrix
c
c            xk = (x(jpvt(1)),x(jpvt(2)), ... ,x(jpvt(k)))
c
c     formed from columnns jpvt(1), ... ,jpvt(k) of the original
c     n x p matrix x that was input to dqrdc (if no pivoting was
c     done, xk consists of the first k columns of x in their
c     original order).  dqrdc produces a factored orthogonal matrix q
c     and an upper triangular matrix r such that
c
c              xk = q * (r)
c                       (0)
c
c     this information is contained in coded form in the arrays
c     x and qraux.
c
c     on entry
c
c        x      double precision(ldx,p).
c               x contains the output of dqrdc.
c
c        ldx    integer.
c               ldx is the leading dimension of the array x.
c
c        n      integer.
c               n is the number of rows of the matrix xk.  it must
c               have the same value as n in dqrdc.
c
c        k      integer.
c               k is the number of columns of the matrix xk.  k
c               must nnot be greater than min(n,p), where p is the
c               same as in the calling sequence to dqrdc.
c
c        qraux  double precision(p).
c               qraux contains the auxiliary output from dqrdc.
c
c        y      double precision(n)
c               y contains an n-vector that is to be manipulated
c               by dqrsl.
c
c        job    integer.
c               job specifies what is to be computed.  job has
c               the decimal expansion abcde, with the following
c               meaning.
c
c                    if a.ne.0, compute qy.
c                    if b,c,d, or e .ne. 0, compute qty.
c                    if c.ne.0, compute b.
c                    if d.ne.0, compute rsd.
c                    if e.ne.0, compute xb.
c
c               note that a request to compute b, rsd, or xb
c               automatically triggers the computation of qty, for
c               which an array must be provided in the calling
c               sequence.
c
c     on return
c
c        qy     double precision(n).
c               qy conntains q*y, if its computation has been
c               requested.
c
c        qty    double precision(n).
c               qty contains trans(q)*y, if its computation has
c               been requested.  here trans(q) is the
c               transpose of the matrix q.
c
c        b      double precision(k)
c               b contains the solution of the least squares problem
c
c                    minimize norm2(y - xk*b),
c
c               if its computation has been requested.  (note that
c               if pivoting was requested in dqrdc, the j-th
c               component of b will be associated with column jpvt(j)
c               of the original matrix x that was input into dqrdc.)
c
c        rsd    double precision(n).
c               rsd contains the least squares residual y - xk*b,
c               if its computation has been requested.  rsd is
c               also the orthogonal projection of y onto the
c               orthogonal complement of the column space of xk.
c
c        xb     double precision(n).
c               xb contains the least squares approximation xk*b,
c               if its computation has been requested.  xb is also
c               the orthogonal projection of y onto the column space
c               of x.
c
c        info   integer.
c               info is zero unless the computation of b has
c               been requested and r is exactly singular.  in
c               this case, info is the index of the first zero
c               diagonal element of r and b is left unaltered.
c
c     the parameters qy, qty, b, rsd, and xb are not referenced
c     if their computation is not requested and in this case
c     can be replaced by dummy variables in the calling program.
c     to save storage, the user may in some cases use the same
c     array for different parameters in the calling sequence.  a
c     frequently occuring example is when one wishes to compute
c     any of b, rsd, or xb and does not need y or qty.  in this
c     case one may identify y, qty, and one of b, rsd, or xb, while
c     providing separate arrays for anything else that is to be
c     computed.  thus the calling sequence
c
c          call dqrsl(x,ldx,n,k,qraux,y,dum,y,b,y,dum,110,info)
c
c     will result in the computation of b and rsd, with rsd
c     overwriting y.  more generally, each item in the following
c     list contains groups of permissible identifications for
c     a single callinng sequence.
c
c          1. (y,qty,b) (rsd) (xb) (qy)
c
c          2. (y,qty,rsd) (b) (xb) (qy)
c
c          3. (y,qty,xb) (b) (rsd) (qy)
c
c          4. (y,qy) (qty,b) (rsd) (xb)
c
c          5. (y,qy) (qty,rsd) (b) (xb)
c
c          6. (y,qy) (qty,xb) (b) (rsd)
c
c     in any group the value returned in the array allocated to
c     the group corresponds to the last member of the group.
c
c     linpack. this version dated 08/14/78 .
c     g.w. stewart, university of maryland, argonne national lab.
c
c     dqrsl uses the following functions and subprograms.
c
c     BLAS      daxpy,dcopy,ddot
c     Fortran   dabs,min0,mod
c
      subroutine dqrsl(x,ldx,n,k,qraux,y,qy,qty,b,rsd,xb,job,info)
      integer ldx,n,k,job,info
      double precision x(ldx,*),qraux(*),y(*),qy(*),qty(*),b(*),rsd(*),
     *                 xb(*)
c
c     internal variables
c
      integer i,j,jj,ju,kp1
      double precision ddot,t,temp
      logical cb,cqy,cqty,cr,cxb
c
c
c     set info flag.
c
      info = 0
c
c     determine what is to be computed.
c
      cqy = job/10000 .ne. 0
      cqty = mod(job,10000) .ne. 0
      cb = mod(job,1000)/100 .ne. 0
      cr = mod(job,100)/10 .ne. 0
      cxb = mod(job,10) .ne. 0
      ju = min0(k,n-1)
c
c     special action when n=1.
c
      if (ju .ne. 0) go to 40
         if (cqy) qy(1) = y(1)
         if (cqty) qty(1) = y(1)
         if (cxb) xb(1) = y(1)
         if (.not.cb) go to 30
            if (x(1,1) .ne. 0.0d0) go to 10
               info = 1
            go to 20
   10       continue
               b(1) = y(1)/x(1,1)
   20       continue
   30    continue
         if (cr) rsd(1) = 0.0d0
      go to 250
   40 continue
c
c        set up to compute qy or qty.
c
         if (cqy) call dcopy(n,y,1,qy,1)
         if (cqty) call dcopy(n,y,1,qty,1)
         if (.not.cqy) go to 70
c
c           compute qy.
c
            do 60 jj = 1, ju
               j = ju - jj + 1
               if (qraux(j) .eq. 0.0d0) go to 50
                  temp = x(j,j)
                  x(j,j) = qraux(j)
                  t = -ddot(n-j+1,x(j,j),1,qy(j),1)/x(j,j)
                  call daxpy(n-j+1,t,x(j,j),1,qy(j),1)
                  x(j,j) = temp
   50          continue
   60       continue
   70    continue
         if (.not.cqty) go to 100
c
c           compute trans(q)*y.
c
            do 90 j = 1, ju
               if (qraux(j) .eq. 0.0d0) go to 80
                  temp = x(j,j)
                  x(j,j) = qraux(j)
                  t = -ddot(n-j+1,x(j,j),1,qty(j),1)/x(j,j)
                  call daxpy(n-j+1,t,x(j,j),1,qty(j),1)
                  x(j,j) = temp
   80          continue
   90       continue
  100    continue
c
c        set up to compute b, rsd, or xb.
c
         if (cb) call dcopy(k,qty,1,b,1)
         kp1 = k + 1
         if (cxb) call dcopy(k,qty,1,xb,1)
         if (cr .and. k .lt. n) call dcopy(n-k,qty(kp1),1,rsd(kp1),1)
         if (.not.cxb .or. kp1 .gt. n) go to 120
            do 110 i = kp1, n
               xb(i) = 0.0d0
  110       continue
  120    continue
         if (.not.cr) go to 140
            do 130 i = 1, k
               rsd(i) = 0.0d0
  130       continue
  140    continue
         if (.not.cb) go to 190
c
c           compute b.
c
            do 170 jj = 1, k
               j = k - jj + 1
               if (x(j,j) .ne. 0.0d0) go to 150
                  info = j
c           ......exit
                  go to 180
  150          continue
               b(j) = b(j)/x(j,j)
               if (j .eq. 1) go to 160
                  t = -b(j)
                  call daxpy(j-1,t,x(1,j),1,b,1)
  160          continue
  170       continue
  180       continue
  190    continue
         if (.not.cr .and. .not.cxb) go to 240
c
c           compute rsd or xb as required.
c
            do 230 jj = 1, ju
               j = ju - jj + 1
               if (qraux(j) .eq. 0.0d0) go to 220
                  temp = x(j,j)
                  x(j,j) = qraux(j)
                  if (.not.cr) go to 200
                     t = -ddot(n-j+1,x(j,j),1,rsd(j),1)/x(j,j)
                     call daxpy(n-j+1,t,x(j,j),1,rsd(j),1)
  200             continue
                  if (.not.cxb) go to 210
                     t = -ddot(n-j+1,x(j,j),1,xb(j),1)/x(j,j)
                     call daxpy(n-j+1,t,x(j,j),1,xb(j),1)
  210             continue
                  x(j,j) = temp
  220          continue
  230       continue
  240    continue
  250 continue
      return
      end