Annotation of rpl/lapack/lapack/zgbequ.f, revision 1.17

1.8       bertrand    1: *> \brief \b ZGBEQU
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.14      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.8       bertrand    7: *
                      8: *> \htmlonly
1.14      bertrand    9: *> Download ZGBEQU + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgbequ.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgbequ.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgbequ.f">
1.8       bertrand   15: *> [TXT]</a>
1.14      bertrand   16: *> \endhtmlonly
1.8       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
                     22: *                          AMAX, INFO )
1.14      bertrand   23: *
1.8       bertrand   24: *       .. Scalar Arguments ..
                     25: *       INTEGER            INFO, KL, KU, LDAB, M, N
                     26: *       DOUBLE PRECISION   AMAX, COLCND, ROWCND
                     27: *       ..
                     28: *       .. Array Arguments ..
                     29: *       DOUBLE PRECISION   C( * ), R( * )
                     30: *       COMPLEX*16         AB( LDAB, * )
                     31: *       ..
1.14      bertrand   32: *
1.8       bertrand   33: *
                     34: *> \par Purpose:
                     35: *  =============
                     36: *>
                     37: *> \verbatim
                     38: *>
                     39: *> ZGBEQU computes row and column scalings intended to equilibrate an
                     40: *> M-by-N band matrix A and reduce its condition number.  R returns the
                     41: *> row scale factors and C the column scale factors, chosen to try to
                     42: *> make the largest element in each row and column of the matrix B with
                     43: *> elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
                     44: *>
                     45: *> R(i) and C(j) are restricted to be between SMLNUM = smallest safe
                     46: *> number and BIGNUM = largest safe number.  Use of these scaling
                     47: *> factors is not guaranteed to reduce the condition number of A but
                     48: *> works well in practice.
                     49: *> \endverbatim
                     50: *
                     51: *  Arguments:
                     52: *  ==========
                     53: *
                     54: *> \param[in] M
                     55: *> \verbatim
                     56: *>          M is INTEGER
                     57: *>          The number of rows of the matrix A.  M >= 0.
                     58: *> \endverbatim
                     59: *>
                     60: *> \param[in] N
                     61: *> \verbatim
                     62: *>          N is INTEGER
                     63: *>          The number of columns of the matrix A.  N >= 0.
                     64: *> \endverbatim
                     65: *>
                     66: *> \param[in] KL
                     67: *> \verbatim
                     68: *>          KL is INTEGER
                     69: *>          The number of subdiagonals within the band of A.  KL >= 0.
                     70: *> \endverbatim
                     71: *>
                     72: *> \param[in] KU
                     73: *> \verbatim
                     74: *>          KU is INTEGER
                     75: *>          The number of superdiagonals within the band of A.  KU >= 0.
                     76: *> \endverbatim
                     77: *>
                     78: *> \param[in] AB
                     79: *> \verbatim
                     80: *>          AB is COMPLEX*16 array, dimension (LDAB,N)
                     81: *>          The band matrix A, stored in rows 1 to KL+KU+1.  The j-th
                     82: *>          column of A is stored in the j-th column of the array AB as
                     83: *>          follows:
                     84: *>          AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
                     85: *> \endverbatim
                     86: *>
                     87: *> \param[in] LDAB
                     88: *> \verbatim
                     89: *>          LDAB is INTEGER
                     90: *>          The leading dimension of the array AB.  LDAB >= KL+KU+1.
                     91: *> \endverbatim
                     92: *>
                     93: *> \param[out] R
                     94: *> \verbatim
                     95: *>          R is DOUBLE PRECISION array, dimension (M)
                     96: *>          If INFO = 0, or INFO > M, R contains the row scale factors
                     97: *>          for A.
                     98: *> \endverbatim
                     99: *>
                    100: *> \param[out] C
                    101: *> \verbatim
                    102: *>          C is DOUBLE PRECISION array, dimension (N)
                    103: *>          If INFO = 0, C contains the column scale factors for A.
                    104: *> \endverbatim
                    105: *>
                    106: *> \param[out] ROWCND
                    107: *> \verbatim
                    108: *>          ROWCND is DOUBLE PRECISION
                    109: *>          If INFO = 0 or INFO > M, ROWCND contains the ratio of the
                    110: *>          smallest R(i) to the largest R(i).  If ROWCND >= 0.1 and
                    111: *>          AMAX is neither too large nor too small, it is not worth
                    112: *>          scaling by R.
                    113: *> \endverbatim
                    114: *>
                    115: *> \param[out] COLCND
                    116: *> \verbatim
                    117: *>          COLCND is DOUBLE PRECISION
                    118: *>          If INFO = 0, COLCND contains the ratio of the smallest
                    119: *>          C(i) to the largest C(i).  If COLCND >= 0.1, it is not
                    120: *>          worth scaling by C.
                    121: *> \endverbatim
                    122: *>
                    123: *> \param[out] AMAX
                    124: *> \verbatim
                    125: *>          AMAX is DOUBLE PRECISION
                    126: *>          Absolute value of largest matrix element.  If AMAX is very
                    127: *>          close to overflow or very close to underflow, the matrix
                    128: *>          should be scaled.
                    129: *> \endverbatim
                    130: *>
                    131: *> \param[out] INFO
                    132: *> \verbatim
                    133: *>          INFO is INTEGER
                    134: *>          = 0:  successful exit
                    135: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    136: *>          > 0:  if INFO = i, and i is
                    137: *>                <= M:  the i-th row of A is exactly zero
                    138: *>                >  M:  the (i-M)-th column of A is exactly zero
                    139: *> \endverbatim
                    140: *
                    141: *  Authors:
                    142: *  ========
                    143: *
1.14      bertrand  144: *> \author Univ. of Tennessee
                    145: *> \author Univ. of California Berkeley
                    146: *> \author Univ. of Colorado Denver
                    147: *> \author NAG Ltd.
1.8       bertrand  148: *
                    149: *> \ingroup complex16GBcomputational
                    150: *
                    151: *  =====================================================================
1.1       bertrand  152:       SUBROUTINE ZGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
                    153:      $                   AMAX, INFO )
                    154: *
1.17    ! bertrand  155: *  -- LAPACK computational routine --
1.1       bertrand  156: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    157: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    158: *
                    159: *     .. Scalar Arguments ..
                    160:       INTEGER            INFO, KL, KU, LDAB, M, N
                    161:       DOUBLE PRECISION   AMAX, COLCND, ROWCND
                    162: *     ..
                    163: *     .. Array Arguments ..
                    164:       DOUBLE PRECISION   C( * ), R( * )
                    165:       COMPLEX*16         AB( LDAB, * )
                    166: *     ..
                    167: *
                    168: *  =====================================================================
                    169: *
                    170: *     .. Parameters ..
                    171:       DOUBLE PRECISION   ONE, ZERO
                    172:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
                    173: *     ..
                    174: *     .. Local Scalars ..
                    175:       INTEGER            I, J, KD
                    176:       DOUBLE PRECISION   BIGNUM, RCMAX, RCMIN, SMLNUM
                    177:       COMPLEX*16         ZDUM
                    178: *     ..
                    179: *     .. External Functions ..
                    180:       DOUBLE PRECISION   DLAMCH
                    181:       EXTERNAL           DLAMCH
                    182: *     ..
                    183: *     .. External Subroutines ..
                    184:       EXTERNAL           XERBLA
                    185: *     ..
                    186: *     .. Intrinsic Functions ..
                    187:       INTRINSIC          ABS, DBLE, DIMAG, MAX, MIN
                    188: *     ..
                    189: *     .. Statement Functions ..
                    190:       DOUBLE PRECISION   CABS1
                    191: *     ..
                    192: *     .. Statement Function definitions ..
                    193:       CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
                    194: *     ..
                    195: *     .. Executable Statements ..
                    196: *
                    197: *     Test the input parameters
                    198: *
                    199:       INFO = 0
                    200:       IF( M.LT.0 ) THEN
                    201:          INFO = -1
                    202:       ELSE IF( N.LT.0 ) THEN
                    203:          INFO = -2
                    204:       ELSE IF( KL.LT.0 ) THEN
                    205:          INFO = -3
                    206:       ELSE IF( KU.LT.0 ) THEN
                    207:          INFO = -4
                    208:       ELSE IF( LDAB.LT.KL+KU+1 ) THEN
                    209:          INFO = -6
                    210:       END IF
                    211:       IF( INFO.NE.0 ) THEN
                    212:          CALL XERBLA( 'ZGBEQU', -INFO )
                    213:          RETURN
                    214:       END IF
                    215: *
                    216: *     Quick return if possible
                    217: *
                    218:       IF( M.EQ.0 .OR. N.EQ.0 ) THEN
                    219:          ROWCND = ONE
                    220:          COLCND = ONE
                    221:          AMAX = ZERO
                    222:          RETURN
                    223:       END IF
                    224: *
                    225: *     Get machine constants.
                    226: *
                    227:       SMLNUM = DLAMCH( 'S' )
                    228:       BIGNUM = ONE / SMLNUM
                    229: *
                    230: *     Compute row scale factors.
                    231: *
                    232:       DO 10 I = 1, M
                    233:          R( I ) = ZERO
                    234:    10 CONTINUE
                    235: *
                    236: *     Find the maximum element in each row.
                    237: *
                    238:       KD = KU + 1
                    239:       DO 30 J = 1, N
                    240:          DO 20 I = MAX( J-KU, 1 ), MIN( J+KL, M )
                    241:             R( I ) = MAX( R( I ), CABS1( AB( KD+I-J, J ) ) )
                    242:    20    CONTINUE
                    243:    30 CONTINUE
                    244: *
                    245: *     Find the maximum and minimum scale factors.
                    246: *
                    247:       RCMIN = BIGNUM
                    248:       RCMAX = ZERO
                    249:       DO 40 I = 1, M
                    250:          RCMAX = MAX( RCMAX, R( I ) )
                    251:          RCMIN = MIN( RCMIN, R( I ) )
                    252:    40 CONTINUE
                    253:       AMAX = RCMAX
                    254: *
                    255:       IF( RCMIN.EQ.ZERO ) THEN
                    256: *
                    257: *        Find the first zero scale factor and return an error code.
                    258: *
                    259:          DO 50 I = 1, M
                    260:             IF( R( I ).EQ.ZERO ) THEN
                    261:                INFO = I
                    262:                RETURN
                    263:             END IF
                    264:    50    CONTINUE
                    265:       ELSE
                    266: *
                    267: *        Invert the scale factors.
                    268: *
                    269:          DO 60 I = 1, M
                    270:             R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
                    271:    60    CONTINUE
                    272: *
                    273: *        Compute ROWCND = min(R(I)) / max(R(I))
                    274: *
                    275:          ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
                    276:       END IF
                    277: *
                    278: *     Compute column scale factors
                    279: *
                    280:       DO 70 J = 1, N
                    281:          C( J ) = ZERO
                    282:    70 CONTINUE
                    283: *
                    284: *     Find the maximum element in each column,
                    285: *     assuming the row scaling computed above.
                    286: *
                    287:       KD = KU + 1
                    288:       DO 90 J = 1, N
                    289:          DO 80 I = MAX( J-KU, 1 ), MIN( J+KL, M )
                    290:             C( J ) = MAX( C( J ), CABS1( AB( KD+I-J, J ) )*R( I ) )
                    291:    80    CONTINUE
                    292:    90 CONTINUE
                    293: *
                    294: *     Find the maximum and minimum scale factors.
                    295: *
                    296:       RCMIN = BIGNUM
                    297:       RCMAX = ZERO
                    298:       DO 100 J = 1, N
                    299:          RCMIN = MIN( RCMIN, C( J ) )
                    300:          RCMAX = MAX( RCMAX, C( J ) )
                    301:   100 CONTINUE
                    302: *
                    303:       IF( RCMIN.EQ.ZERO ) THEN
                    304: *
                    305: *        Find the first zero scale factor and return an error code.
                    306: *
                    307:          DO 110 J = 1, N
                    308:             IF( C( J ).EQ.ZERO ) THEN
                    309:                INFO = M + J
                    310:                RETURN
                    311:             END IF
                    312:   110    CONTINUE
                    313:       ELSE
                    314: *
                    315: *        Invert the scale factors.
                    316: *
                    317:          DO 120 J = 1, N
                    318:             C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
                    319:   120    CONTINUE
                    320: *
                    321: *        Compute COLCND = min(C(J)) / max(C(J))
                    322: *
                    323:          COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
                    324:       END IF
                    325: *
                    326:       RETURN
                    327: *
                    328: *     End of ZGBEQU
                    329: *
                    330:       END

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