Annotation of rpl/lapack/lapack/dlaqsb.f, revision 1.1
1.1 ! bertrand 1: SUBROUTINE DLAQSB( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, EQUED )
! 2: *
! 3: * -- LAPACK auxiliary routine (version 3.2) --
! 4: * -- LAPACK is a software package provided by Univ. of Tennessee, --
! 5: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
! 6: * November 2006
! 7: *
! 8: * .. Scalar Arguments ..
! 9: CHARACTER EQUED, UPLO
! 10: INTEGER KD, LDAB, N
! 11: DOUBLE PRECISION AMAX, SCOND
! 12: * ..
! 13: * .. Array Arguments ..
! 14: DOUBLE PRECISION AB( LDAB, * ), S( * )
! 15: * ..
! 16: *
! 17: * Purpose
! 18: * =======
! 19: *
! 20: * DLAQSB equilibrates a symmetric band matrix A using the scaling
! 21: * factors in the vector S.
! 22: *
! 23: * Arguments
! 24: * =========
! 25: *
! 26: * UPLO (input) CHARACTER*1
! 27: * Specifies whether the upper or lower triangular part of the
! 28: * symmetric matrix A is stored.
! 29: * = 'U': Upper triangular
! 30: * = 'L': Lower triangular
! 31: *
! 32: * N (input) INTEGER
! 33: * The order of the matrix A. N >= 0.
! 34: *
! 35: * KD (input) INTEGER
! 36: * The number of super-diagonals of the matrix A if UPLO = 'U',
! 37: * or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
! 38: *
! 39: * AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
! 40: * On entry, the upper or lower triangle of the symmetric band
! 41: * matrix A, stored in the first KD+1 rows of the array. The
! 42: * j-th column of A is stored in the j-th column of the array AB
! 43: * as follows:
! 44: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
! 45: * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
! 46: *
! 47: * On exit, if INFO = 0, the triangular factor U or L from the
! 48: * Cholesky factorization A = U'*U or A = L*L' of the band
! 49: * matrix A, in the same storage format as A.
! 50: *
! 51: * LDAB (input) INTEGER
! 52: * The leading dimension of the array AB. LDAB >= KD+1.
! 53: *
! 54: * S (input) DOUBLE PRECISION array, dimension (N)
! 55: * The scale factors for A.
! 56: *
! 57: * SCOND (input) DOUBLE PRECISION
! 58: * Ratio of the smallest S(i) to the largest S(i).
! 59: *
! 60: * AMAX (input) DOUBLE PRECISION
! 61: * Absolute value of largest matrix entry.
! 62: *
! 63: * EQUED (output) CHARACTER*1
! 64: * Specifies whether or not equilibration was done.
! 65: * = 'N': No equilibration.
! 66: * = 'Y': Equilibration was done, i.e., A has been replaced by
! 67: * diag(S) * A * diag(S).
! 68: *
! 69: * Internal Parameters
! 70: * ===================
! 71: *
! 72: * THRESH is a threshold value used to decide if scaling should be done
! 73: * based on the ratio of the scaling factors. If SCOND < THRESH,
! 74: * scaling is done.
! 75: *
! 76: * LARGE and SMALL are threshold values used to decide if scaling should
! 77: * be done based on the absolute size of the largest matrix element.
! 78: * If AMAX > LARGE or AMAX < SMALL, scaling is done.
! 79: *
! 80: * =====================================================================
! 81: *
! 82: * .. Parameters ..
! 83: DOUBLE PRECISION ONE, THRESH
! 84: PARAMETER ( ONE = 1.0D+0, THRESH = 0.1D+0 )
! 85: * ..
! 86: * .. Local Scalars ..
! 87: INTEGER I, J
! 88: DOUBLE PRECISION CJ, LARGE, SMALL
! 89: * ..
! 90: * .. External Functions ..
! 91: LOGICAL LSAME
! 92: DOUBLE PRECISION DLAMCH
! 93: EXTERNAL LSAME, DLAMCH
! 94: * ..
! 95: * .. Intrinsic Functions ..
! 96: INTRINSIC MAX, MIN
! 97: * ..
! 98: * .. Executable Statements ..
! 99: *
! 100: * Quick return if possible
! 101: *
! 102: IF( N.LE.0 ) THEN
! 103: EQUED = 'N'
! 104: RETURN
! 105: END IF
! 106: *
! 107: * Initialize LARGE and SMALL.
! 108: *
! 109: SMALL = DLAMCH( 'Safe minimum' ) / DLAMCH( 'Precision' )
! 110: LARGE = ONE / SMALL
! 111: *
! 112: IF( SCOND.GE.THRESH .AND. AMAX.GE.SMALL .AND. AMAX.LE.LARGE ) THEN
! 113: *
! 114: * No equilibration
! 115: *
! 116: EQUED = 'N'
! 117: ELSE
! 118: *
! 119: * Replace A by diag(S) * A * diag(S).
! 120: *
! 121: IF( LSAME( UPLO, 'U' ) ) THEN
! 122: *
! 123: * Upper triangle of A is stored in band format.
! 124: *
! 125: DO 20 J = 1, N
! 126: CJ = S( J )
! 127: DO 10 I = MAX( 1, J-KD ), J
! 128: AB( KD+1+I-J, J ) = CJ*S( I )*AB( KD+1+I-J, J )
! 129: 10 CONTINUE
! 130: 20 CONTINUE
! 131: ELSE
! 132: *
! 133: * Lower triangle of A is stored.
! 134: *
! 135: DO 40 J = 1, N
! 136: CJ = S( J )
! 137: DO 30 I = J, MIN( N, J+KD )
! 138: AB( 1+I-J, J ) = CJ*S( I )*AB( 1+I-J, J )
! 139: 30 CONTINUE
! 140: 40 CONTINUE
! 141: END IF
! 142: EQUED = 'Y'
! 143: END IF
! 144: *
! 145: RETURN
! 146: *
! 147: * End of DLAQSB
! 148: *
! 149: END
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