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Sat Jun 17 10:54:00 2017 UTC (6 years, 11 months ago) by bertrand
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Mise à jour de lapack.

    1: *> \brief \b DPBEQU
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download DPBEQU + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpbequ.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpbequ.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpbequ.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
   22: *
   23: *       .. Scalar Arguments ..
   24: *       CHARACTER          UPLO
   25: *       INTEGER            INFO, KD, LDAB, N
   26: *       DOUBLE PRECISION   AMAX, SCOND
   27: *       ..
   28: *       .. Array Arguments ..
   29: *       DOUBLE PRECISION   AB( LDAB, * ), S( * )
   30: *       ..
   31: *
   32: *
   33: *> \par Purpose:
   34: *  =============
   35: *>
   36: *> \verbatim
   37: *>
   38: *> DPBEQU computes row and column scalings intended to equilibrate a
   39: *> symmetric positive definite band matrix A and reduce its condition
   40: *> number (with respect to the two-norm).  S contains the scale factors,
   41: *> S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
   42: *> elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal.  This
   43: *> choice of S puts the condition number of B within a factor N of the
   44: *> smallest possible condition number over all possible diagonal
   45: *> scalings.
   46: *> \endverbatim
   47: *
   48: *  Arguments:
   49: *  ==========
   50: *
   51: *> \param[in] UPLO
   52: *> \verbatim
   53: *>          UPLO is CHARACTER*1
   54: *>          = 'U':  Upper triangular of A is stored;
   55: *>          = 'L':  Lower triangular of A is stored.
   56: *> \endverbatim
   57: *>
   58: *> \param[in] N
   59: *> \verbatim
   60: *>          N is INTEGER
   61: *>          The order of the matrix A.  N >= 0.
   62: *> \endverbatim
   63: *>
   64: *> \param[in] KD
   65: *> \verbatim
   66: *>          KD is INTEGER
   67: *>          The number of superdiagonals of the matrix A if UPLO = 'U',
   68: *>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
   69: *> \endverbatim
   70: *>
   71: *> \param[in] AB
   72: *> \verbatim
   73: *>          AB is DOUBLE PRECISION array, dimension (LDAB,N)
   74: *>          The upper or lower triangle of the symmetric band matrix A,
   75: *>          stored in the first KD+1 rows of the array.  The j-th column
   76: *>          of A is stored in the j-th column of the array AB as follows:
   77: *>          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
   78: *>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
   79: *> \endverbatim
   80: *>
   81: *> \param[in] LDAB
   82: *> \verbatim
   83: *>          LDAB is INTEGER
   84: *>          The leading dimension of the array A.  LDAB >= KD+1.
   85: *> \endverbatim
   86: *>
   87: *> \param[out] S
   88: *> \verbatim
   89: *>          S is DOUBLE PRECISION array, dimension (N)
   90: *>          If INFO = 0, S contains the scale factors for A.
   91: *> \endverbatim
   92: *>
   93: *> \param[out] SCOND
   94: *> \verbatim
   95: *>          SCOND is DOUBLE PRECISION
   96: *>          If INFO = 0, S contains the ratio of the smallest S(i) to
   97: *>          the largest S(i).  If SCOND >= 0.1 and AMAX is neither too
   98: *>          large nor too small, it is not worth scaling by S.
   99: *> \endverbatim
  100: *>
  101: *> \param[out] AMAX
  102: *> \verbatim
  103: *>          AMAX is DOUBLE PRECISION
  104: *>          Absolute value of largest matrix element.  If AMAX is very
  105: *>          close to overflow or very close to underflow, the matrix
  106: *>          should be scaled.
  107: *> \endverbatim
  108: *>
  109: *> \param[out] INFO
  110: *> \verbatim
  111: *>          INFO is INTEGER
  112: *>          = 0:  successful exit
  113: *>          < 0:  if INFO = -i, the i-th argument had an illegal value.
  114: *>          > 0:  if INFO = i, the i-th diagonal element is nonpositive.
  115: *> \endverbatim
  116: *
  117: *  Authors:
  118: *  ========
  119: *
  120: *> \author Univ. of Tennessee
  121: *> \author Univ. of California Berkeley
  122: *> \author Univ. of Colorado Denver
  123: *> \author NAG Ltd.
  124: *
  125: *> \date December 2016
  126: *
  127: *> \ingroup doubleOTHERcomputational
  128: *
  129: *  =====================================================================
  130:       SUBROUTINE DPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
  131: *
  132: *  -- LAPACK computational routine (version 3.7.0) --
  133: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  134: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  135: *     December 2016
  136: *
  137: *     .. Scalar Arguments ..
  138:       CHARACTER          UPLO
  139:       INTEGER            INFO, KD, LDAB, N
  140:       DOUBLE PRECISION   AMAX, SCOND
  141: *     ..
  142: *     .. Array Arguments ..
  143:       DOUBLE PRECISION   AB( LDAB, * ), S( * )
  144: *     ..
  145: *
  146: *  =====================================================================
  147: *
  148: *     .. Parameters ..
  149:       DOUBLE PRECISION   ZERO, ONE
  150:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  151: *     ..
  152: *     .. Local Scalars ..
  153:       LOGICAL            UPPER
  154:       INTEGER            I, J
  155:       DOUBLE PRECISION   SMIN
  156: *     ..
  157: *     .. External Functions ..
  158:       LOGICAL            LSAME
  159:       EXTERNAL           LSAME
  160: *     ..
  161: *     .. External Subroutines ..
  162:       EXTERNAL           XERBLA
  163: *     ..
  164: *     .. Intrinsic Functions ..
  165:       INTRINSIC          MAX, MIN, SQRT
  166: *     ..
  167: *     .. Executable Statements ..
  168: *
  169: *     Test the input parameters.
  170: *
  171:       INFO = 0
  172:       UPPER = LSAME( UPLO, 'U' )
  173:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  174:          INFO = -1
  175:       ELSE IF( N.LT.0 ) THEN
  176:          INFO = -2
  177:       ELSE IF( KD.LT.0 ) THEN
  178:          INFO = -3
  179:       ELSE IF( LDAB.LT.KD+1 ) THEN
  180:          INFO = -5
  181:       END IF
  182:       IF( INFO.NE.0 ) THEN
  183:          CALL XERBLA( 'DPBEQU', -INFO )
  184:          RETURN
  185:       END IF
  186: *
  187: *     Quick return if possible
  188: *
  189:       IF( N.EQ.0 ) THEN
  190:          SCOND = ONE
  191:          AMAX = ZERO
  192:          RETURN
  193:       END IF
  194: *
  195:       IF( UPPER ) THEN
  196:          J = KD + 1
  197:       ELSE
  198:          J = 1
  199:       END IF
  200: *
  201: *     Initialize SMIN and AMAX.
  202: *
  203:       S( 1 ) = AB( J, 1 )
  204:       SMIN = S( 1 )
  205:       AMAX = S( 1 )
  206: *
  207: *     Find the minimum and maximum diagonal elements.
  208: *
  209:       DO 10 I = 2, N
  210:          S( I ) = AB( J, I )
  211:          SMIN = MIN( SMIN, S( I ) )
  212:          AMAX = MAX( AMAX, S( I ) )
  213:    10 CONTINUE
  214: *
  215:       IF( SMIN.LE.ZERO ) THEN
  216: *
  217: *        Find the first non-positive diagonal element and return.
  218: *
  219:          DO 20 I = 1, N
  220:             IF( S( I ).LE.ZERO ) THEN
  221:                INFO = I
  222:                RETURN
  223:             END IF
  224:    20    CONTINUE
  225:       ELSE
  226: *
  227: *        Set the scale factors to the reciprocals
  228: *        of the diagonal elements.
  229: *
  230:          DO 30 I = 1, N
  231:             S( I ) = ONE / SQRT( S( I ) )
  232:    30    CONTINUE
  233: *
  234: *        Compute SCOND = min(S(I)) / max(S(I))
  235: *
  236:          SCOND = SQRT( SMIN ) / SQRT( AMAX )
  237:       END IF
  238:       RETURN
  239: *
  240: *     End of DPBEQU
  241: *
  242:       END

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