SLATEC Routines --- DBOCLS ---

```*DECK DBOCLS
SUBROUTINE DBOCLS (W, MDW, MCON, MROWS, NCOLS, BL, BU, IND, IOPT,
+   X, RNORMC, RNORM, MODE, RW, IW)
C***BEGIN PROLOGUE  DBOCLS
C***PURPOSE  Solve the bounded and constrained least squares
C            problem consisting of solving the equation
C                      E*X = F  (in the least squares sense)
C             subject to the linear constraints
C                            C*X = Y.
C***LIBRARY   SLATEC
C***CATEGORY  K1A2A, G2E, G2H1, G2H2
C***TYPE      DOUBLE PRECISION (SBOCLS-S, DBOCLS-D)
C***KEYWORDS  BOUNDS, CONSTRAINTS, INEQUALITY, LEAST SQUARES, LINEAR
C***AUTHOR  Hanson, R. J., (SNLA)
C***DESCRIPTION
C
C   **** All INPUT and OUTPUT real variables are DOUBLE PRECISION ****
C
C     This subprogram solves the bounded and constrained least squares
C     problem. The problem statement is:
C
C     Solve E*X = F (least squares sense), subject to constraints
C     C*X=Y.
C
C     In this formulation both X and Y are unknowns, and both may
C     have bounds on any of their components.  This formulation
C     of the problem allows the user to have equality and inequality
C     constraints as well as simple bounds on the solution components.
C
C     This constrained linear least squares subprogram solves E*X=F
C     subject to C*X=Y, where E is MROWS by NCOLS, C is MCON by NCOLS.
C
C      The user must have dimension statements of the form
C
C      DIMENSION W(MDW,NCOLS+MCON+1), BL(NCOLS+MCON), BU(NCOLS+MCON),
C     * X(2*(NCOLS+MCON)+2+NX), RW(6*NCOLS+5*MCON)
C       INTEGER IND(NCOLS+MCON), IOPT(17+NI), IW(2*(NCOLS+MCON))
C
C     (here NX=number of extra locations required for the options; NX=0
C     if no options are in use. Also NI=number of extra locations
C     for options 1-9.)
C
C    INPUT
C    -----
C
C    -------------------------
C    W(MDW,*),MCON,MROWS,NCOLS
C    -------------------------
C     The array W contains the (possibly null) matrix [C:*] followed by
C     [E:F].  This must be placed in W as follows:
C          [C  :  *]
C     W  = [       ]
C          [E  :  F]
C     The (*) after C indicates that this data can be undefined. The
C     matrix [E:F] has MROWS rows and NCOLS+1 columns. The matrix C is
C     placed in the first MCON rows of W(*,*) while [E:F]
C     follows in rows MCON+1 through MCON+MROWS of W(*,*). The vector F
C     is placed in rows MCON+1 through MCON+MROWS, column NCOLS+1. The
C     values of MDW and NCOLS must be positive; the value of MCON must
C     be nonnegative. An exception to this occurs when using option 1
C     for accumulation of blocks of equations. In that case MROWS is an
C     OUTPUT variable only, and the matrix data for [E:F] is placed in
C     W(*,*), one block of rows at a time. See IOPT(*) contents, option
C     number 1, for further details. The row dimension, MDW, of the
C     array W(*,*) must satisfy the inequality:
C
C     If using option 1,
C                     MDW .ge. MCON + max(max. number of
C                     rows accumulated, NCOLS) + 1.
C     If using option 8,
C                     MDW .ge. MCON + MROWS.
C     Else
C                     MDW .ge. MCON + max(MROWS, NCOLS).
C
C     Other values are errors, but this is checked only when using
C     option=2.  The value of MROWS is an output parameter when
C     using option number 1 for accumulating large blocks of least
C     squares equations before solving the problem.
C     See IOPT(*) contents for details about option 1.
C
C    ------------------
C    BL(*),BU(*),IND(*)
C    ------------------
C     These arrays contain the information about the bounds that the
C     solution values are to satisfy. The value of IND(J) tells the
C     type of bound and BL(J) and BU(J) give the explicit values for
C     the respective upper and lower bounds on the unknowns X and Y.
C     The first NVARS entries of IND(*), BL(*) and BU(*) specify
C     bounds on X; the next MCON entries specify bounds on Y.
C
C    1.    For IND(J)=1, require X(J) .ge. BL(J);
C          IF J.gt.NCOLS,        Y(J-NCOLS) .ge. BL(J).
C          (the value of BU(J) is not used.)
C    2.    For IND(J)=2, require X(J) .le. BU(J);
C          IF J.gt.NCOLS,        Y(J-NCOLS) .le. BU(J).
C          (the value of BL(J) is not used.)
C    3.    For IND(J)=3, require X(J) .ge. BL(J) and
C                                X(J) .le. BU(J);
C          IF J.gt.NCOLS,        Y(J-NCOLS) .ge. BL(J) and
C                                Y(J-NCOLS) .le. BU(J).
C          (to impose equality constraints have BL(J)=BU(J)=
C          constraining value.)
C    4.    For IND(J)=4, no bounds on X(J) or Y(J-NCOLS) are required.
C          (the values of BL(J) and BU(J) are not used.)
C
C     Values other than 1,2,3 or 4 for IND(J) are errors. In the case
C     IND(J)=3 (upper and lower bounds) the condition BL(J) .gt. BU(J)
C     is  an  error.   The values BL(J), BU(J), J .gt. NCOLS, will be
C     changed.  Significant changes mean that the constraints are
C     infeasible.  (Users must make this decision themselves.)
C     The new values for BL(J), BU(J), J .gt. NCOLS, define a
C     region such that the perturbed problem is feasible.  If users
C     know that their problem is feasible, this step can be skipped
C     by using option number 8 described below.
C     See IOPT(*) description.
C
C
C    -------
C    IOPT(*)
C    -------
C     This is the array where the user can specify nonstandard options
C     for DBOCLS( ). Most of the time this feature can be ignored by
C     setting the input value IOPT(1)=99. Occasionally users may have
C     needs that require use of the following subprogram options. For
C     details about how to use the options see below: IOPT(*) CONTENTS.
C
C     Option Number   Brief Statement of Purpose
C     ------ ------   ----- --------- -- -------
C                     of least squares equations.  The values
C                     of IOPT(*) are changed with this option.
C                     The changes are updates to pointers for
C                     placing the rows of equations into position
C                     for processing.
C           2         Check lengths of all arrays used in the
C                     subprogram.
C           3         Column scaling of the data matrix, [C].
C                                                        [E]
C           4         User provides column scaling for matrix [C].
C                                                             [E]
C           5         Provide option array to the low-level
C                     subprogram SBOLS( ).
C           6         Provide option array to the low-level
C                     subprogram SBOLSM( ).
C           7         Move the IOPT(*) processing pointer.
C           8         Do not preprocess the constraints to
C                     resolve infeasibilities.
C           9         Do not pretriangularize the least squares matrix.
C          99         No more options to change.
C
C    ----
C    X(*)
C    ----
C     This array is used to pass data associated with options 4,5 and
C     6. Ignore this parameter (on input) if no options are used.
C     Otherwise see below: IOPT(*) CONTENTS.
C
C
C    OUTPUT
C    ------
C
C    -----------------
C    X(*),RNORMC,RNORM
C    -----------------
C     The array X(*) contains a solution (if MODE .ge.0 or .eq.-22) for
C     the constrained least squares problem. The value RNORMC is the
C     minimum residual vector length for the constraints C*X - Y = 0.
C     The value RNORM is the minimum residual vector length for the
C     least squares equations. Normally RNORMC=0, but in the case of
C     inconsistent constraints this value will be nonzero.
C     The values of X are returned in the first NVARS entries of X(*).
C     The values of Y are returned in the last MCON entries of X(*).
C
C    ----
C    MODE
C    ----
C     The sign of MODE determines whether the subprogram has completed
C     normally, or encountered an error condition or abnormal status. A
C     value of MODE .ge. 0 signifies that the subprogram has completed
C     normally. The value of mode (.ge. 0) is the number of variables
C     in an active status: not at a bound nor at the value zero, for
C     the case of free variables. A negative value of MODE will be one
C     of the cases (-57)-(-41), (-37)-(-22), (-19)-(-2). Values .lt. -1
C     correspond to an abnormal completion of the subprogram. These
C     error messages are in groups for the subprograms DBOCLS(),
C     SBOLSM(), and SBOLS().  An approximate solution will be returned
C     to the user only when max. iterations is reached, MODE=-22.
C
C    -----------
C    RW(*),IW(*)
C    -----------
C     These are working arrays.  (normally the user can ignore the
C     contents of these arrays.)
C
C    IOPT(*) CONTENTS
C    ------- --------
C     The option array allows a user to modify some internal variables
C     in the subprogram without recompiling the source code. A central
C     goal of the initial software design was to do a good job for most
C     people. Thus the use of options will be restricted to a select
C     group of users. The processing of the option array proceeds as
C     follows: a pointer, here called LP, is initially set to the value
C     1. At the pointer position the option number is extracted and
C     used for locating other information that allows for options to be
C     changed. The portion of the array IOPT(*) that is used for each
C     option is fixed; the user and the subprogram both know how many
C     locations are needed for each option. The value of LP is updated
C     for each option based on the amount of storage in IOPT(*) that is
C     required. A great deal of error checking is done by the
C     subprogram on the contents of the option array. Nevertheless it
C     is still possible to give the subprogram optional input that is
C     meaningless. For example option 4 uses the locations
C     X(NCOLS+IOFF),...,X(NCOLS+IOFF+NCOLS-1) for passing scaling data.
C     The user must manage the allocation of these locations.
C
C   1
C   -
C     This option allows the user to solve problems with a large number
C     of rows compared to the number of variables. The idea is that the
C     subprogram returns to the user (perhaps many times) and receives
C     new least squares equations from the calling program unit.
C     Eventually the user signals "that's all" and a solution is then
C     computed. The value of MROWS is an output variable when this
C     option is used. Its value is always in the range 0 .le. MROWS
C     .le. NCOLS+1. It is the number of rows after the
C     triangularization of the entire set of equations. If LP is the
C     processing pointer for IOPT(*), the usage for the sequential
C     processing of blocks of equations is
C
C
C        IOPT(LP)=1
C         Move block of equations to W(*,*) starting at
C         the first row of W(*,*).
C        IOPT(LP+3)=# of rows in the block; user defined
C
C     The user now calls DBOCLS( ) in a loop. The value of IOPT(LP+1)
C     directs the user's action. The value of IOPT(LP+2) points to
C     where the subsequent rows are to be placed in W(*,*). Both of
C     these values are first defined in the subprogram. The user
C     changes the value of IOPT(LP+1) (to 2) as a signal that all of
C     the rows have been processed.
C
C
C      .D1MACH, DASUM, DBOLS, DCOPY, DDOT, DNRM2, DSCAL,
C                    XERMSG
C***REVISION HISTORY  (YYMMDD)
C   821220  DATE WRITTEN
C   891006  Cosmetic changes to prologue.  (WRB)
C   891006  REVISION DATE from Version 3.2
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C   900510  Convert XERRWV calls to XERMSG calls.  (RWC)
C   910819  Added variable M for MOUT+MCON in reference to DBOLS.  (WRB)
C   920501  Reformatted the REFERENCES section.  (WRB)
C***END PROLOGUE  DBOCLS
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