--- rpl/lapack/lapack/dggbal.f 2010/12/21 13:53:26 1.8 +++ rpl/lapack/lapack/dggbal.f 2011/11/21 20:42:52 1.9 @@ -1,10 +1,186 @@ +*> \brief \b DGGBAL +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DGGBAL + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DGGBAL( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, +* RSCALE, WORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER JOB +* INTEGER IHI, ILO, INFO, LDA, LDB, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), LSCALE( * ), +* $ RSCALE( * ), WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DGGBAL balances a pair of general real matrices (A,B). This +*> involves, first, permuting A and B by similarity transformations to +*> isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N +*> elements on the diagonal; and second, applying a diagonal similarity +*> transformation to rows and columns ILO to IHI to make the rows +*> and columns as close in norm as possible. Both steps are optional. +*> +*> Balancing may reduce the 1-norm of the matrices, and improve the +*> accuracy of the computed eigenvalues and/or eigenvectors in the +*> generalized eigenvalue problem A*x = lambda*B*x. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOB +*> \verbatim +*> JOB is CHARACTER*1 +*> Specifies the operations to be performed on A and B: +*> = 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0 +*> and RSCALE(I) = 1.0 for i = 1,...,N. +*> = 'P': permute only; +*> = 'S': scale only; +*> = 'B': both permute and scale. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrices A and B. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> On entry, the input matrix A. +*> On exit, A is overwritten by the balanced matrix. +*> If JOB = 'N', A is not referenced. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[in,out] B +*> \verbatim +*> B is DOUBLE PRECISION array, dimension (LDB,N) +*> On entry, the input matrix B. +*> On exit, B is overwritten by the balanced matrix. +*> If JOB = 'N', B is not referenced. +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of the array B. LDB >= max(1,N). +*> \endverbatim +*> +*> \param[out] ILO +*> \verbatim +*> ILO is INTEGER +*> \endverbatim +*> +*> \param[out] IHI +*> \verbatim +*> IHI is INTEGER +*> ILO and IHI are set to integers such that on exit +*> A(i,j) = 0 and B(i,j) = 0 if i > j and +*> j = 1,...,ILO-1 or i = IHI+1,...,N. +*> If JOB = 'N' or 'S', ILO = 1 and IHI = N. +*> \endverbatim +*> +*> \param[out] LSCALE +*> \verbatim +*> LSCALE is DOUBLE PRECISION array, dimension (N) +*> Details of the permutations and scaling factors applied +*> to the left side of A and B. If P(j) is the index of the +*> row interchanged with row j, and D(j) +*> is the scaling factor applied to row j, then +*> LSCALE(j) = P(j) for J = 1,...,ILO-1 +*> = D(j) for J = ILO,...,IHI +*> = P(j) for J = IHI+1,...,N. +*> The order in which the interchanges are made is N to IHI+1, +*> then 1 to ILO-1. +*> \endverbatim +*> +*> \param[out] RSCALE +*> \verbatim +*> RSCALE is DOUBLE PRECISION array, dimension (N) +*> Details of the permutations and scaling factors applied +*> to the right side of A and B. If P(j) is the index of the +*> column interchanged with column j, and D(j) +*> is the scaling factor applied to column j, then +*> LSCALE(j) = P(j) for J = 1,...,ILO-1 +*> = D(j) for J = ILO,...,IHI +*> = P(j) for J = IHI+1,...,N. +*> The order in which the interchanges are made is N to IHI+1, +*> then 1 to ILO-1. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension (lwork) +*> lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and +*> at least 1 when JOB = 'N' or 'P'. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup doubleGBcomputational +* +*> \par Further Details: +* ===================== +*> +*> \verbatim +*> +*> See R.C. WARD, Balancing the generalized eigenvalue problem, +*> SIAM J. Sci. Stat. Comp. 2 (1981), 141-152. +*> \endverbatim +*> +* ===================================================================== SUBROUTINE DGGBAL( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, $ RSCALE, WORK, INFO ) * -* -- LAPACK routine (version 3.2.2) -- +* -- LAPACK computational routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* June 2010 +* November 2011 * * .. Scalar Arguments .. CHARACTER JOB @@ -15,93 +191,6 @@ $ RSCALE( * ), WORK( * ) * .. * -* Purpose -* ======= -* -* DGGBAL balances a pair of general real matrices (A,B). This -* involves, first, permuting A and B by similarity transformations to -* isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N -* elements on the diagonal; and second, applying a diagonal similarity -* transformation to rows and columns ILO to IHI to make the rows -* and columns as close in norm as possible. Both steps are optional. -* -* Balancing may reduce the 1-norm of the matrices, and improve the -* accuracy of the computed eigenvalues and/or eigenvectors in the -* generalized eigenvalue problem A*x = lambda*B*x. -* -* Arguments -* ========= -* -* JOB (input) CHARACTER*1 -* Specifies the operations to be performed on A and B: -* = 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0 -* and RSCALE(I) = 1.0 for i = 1,...,N. -* = 'P': permute only; -* = 'S': scale only; -* = 'B': both permute and scale. -* -* N (input) INTEGER -* The order of the matrices A and B. N >= 0. -* -* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) -* On entry, the input matrix A. -* On exit, A is overwritten by the balanced matrix. -* If JOB = 'N', A is not referenced. -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* B (input/output) DOUBLE PRECISION array, dimension (LDB,N) -* On entry, the input matrix B. -* On exit, B is overwritten by the balanced matrix. -* If JOB = 'N', B is not referenced. -* -* LDB (input) INTEGER -* The leading dimension of the array B. LDB >= max(1,N). -* -* ILO (output) INTEGER -* IHI (output) INTEGER -* ILO and IHI are set to integers such that on exit -* A(i,j) = 0 and B(i,j) = 0 if i > j and -* j = 1,...,ILO-1 or i = IHI+1,...,N. -* If JOB = 'N' or 'S', ILO = 1 and IHI = N. -* -* LSCALE (output) DOUBLE PRECISION array, dimension (N) -* Details of the permutations and scaling factors applied -* to the left side of A and B. If P(j) is the index of the -* row interchanged with row j, and D(j) -* is the scaling factor applied to row j, then -* LSCALE(j) = P(j) for J = 1,...,ILO-1 -* = D(j) for J = ILO,...,IHI -* = P(j) for J = IHI+1,...,N. -* The order in which the interchanges are made is N to IHI+1, -* then 1 to ILO-1. -* -* RSCALE (output) DOUBLE PRECISION array, dimension (N) -* Details of the permutations and scaling factors applied -* to the right side of A and B. If P(j) is the index of the -* column interchanged with column j, and D(j) -* is the scaling factor applied to column j, then -* LSCALE(j) = P(j) for J = 1,...,ILO-1 -* = D(j) for J = ILO,...,IHI -* = P(j) for J = IHI+1,...,N. -* The order in which the interchanges are made is N to IHI+1, -* then 1 to ILO-1. -* -* WORK (workspace) DOUBLE PRECISION array, dimension (lwork) -* lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and -* at least 1 when JOB = 'N' or 'P'. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value. -* -* Further Details -* =============== -* -* See R.C. WARD, Balancing the generalized eigenvalue problem, -* SIAM J. Sci. Stat. Comp. 2 (1981), 141-152. -* * ===================================================================== * * .. Parameters ..