File:  [local] / rpl / lapack / lapack / zgbequb.f
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Fri Dec 14 14:22:44 2012 UTC (11 years, 5 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_16, rpl-4_1_15, rpl-4_1_14, rpl-4_1_13, rpl-4_1_12, rpl-4_1_11, HEAD
Mise à jour de lapack.

    1: *> \brief \b ZGBEQUB
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    9: *> Download ZGBEQUB + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgbequb.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgbequb.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgbequb.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
   22: *                           AMAX, INFO )
   23:    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: *       ..
   32: *  
   33: *
   34: *> \par Purpose:
   35: *  =============
   36: *>
   37: *> \verbatim
   38: *>
   39: *> ZGBEQUB computes row and column scalings intended to equilibrate an
   40: *> M-by-N matrix A and reduce its condition number.  R returns the row
   41: *> scale factors and C the column scale factors, chosen to try to make
   42: *> 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 an absolute value of at most
   44: *> the radix.
   45: *>
   46: *> R(i) and C(j) are restricted to be a power of the radix between
   47: *> SMLNUM = smallest safe number and BIGNUM = largest safe number.  Use
   48: *> of these scaling factors is not guaranteed to reduce the condition
   49: *> number of A but works well in practice.
   50: *>
   51: *> This routine differs from ZGEEQU by restricting the scaling factors
   52: *> to a power of the radix.  Baring over- and underflow, scaling by
   53: *> these factors introduces no additional rounding errors.  However, the
   54: *> scaled entries' magnitured are no longer approximately 1 but lie
   55: *> between sqrt(radix) and 1/sqrt(radix).
   56: *> \endverbatim
   57: *
   58: *  Arguments:
   59: *  ==========
   60: *
   61: *> \param[in] M
   62: *> \verbatim
   63: *>          M is INTEGER
   64: *>          The number of rows of the matrix A.  M >= 0.
   65: *> \endverbatim
   66: *>
   67: *> \param[in] N
   68: *> \verbatim
   69: *>          N is INTEGER
   70: *>          The number of columns of the matrix A.  N >= 0.
   71: *> \endverbatim
   72: *>
   73: *> \param[in] KL
   74: *> \verbatim
   75: *>          KL is INTEGER
   76: *>          The number of subdiagonals within the band of A.  KL >= 0.
   77: *> \endverbatim
   78: *>
   79: *> \param[in] KU
   80: *> \verbatim
   81: *>          KU is INTEGER
   82: *>          The number of superdiagonals within the band of A.  KU >= 0.
   83: *> \endverbatim
   84: *>
   85: *> \param[in] AB
   86: *> \verbatim
   87: *>          AB is DOUBLE PRECISION array, dimension (LDAB,N)
   88: *>          On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
   89: *>          The j-th column of A is stored in the j-th column of the
   90: *>          array AB as follows:
   91: *>          AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
   92: *> \endverbatim
   93: *>
   94: *> \param[in] LDAB
   95: *> \verbatim
   96: *>          LDAB is INTEGER
   97: *>          The leading dimension of the array A.  LDAB >= max(1,M).
   98: *> \endverbatim
   99: *>
  100: *> \param[out] R
  101: *> \verbatim
  102: *>          R is DOUBLE PRECISION array, dimension (M)
  103: *>          If INFO = 0 or INFO > M, R contains the row scale factors
  104: *>          for A.
  105: *> \endverbatim
  106: *>
  107: *> \param[out] C
  108: *> \verbatim
  109: *>          C is DOUBLE PRECISION array, dimension (N)
  110: *>          If INFO = 0,  C contains the column scale factors for A.
  111: *> \endverbatim
  112: *>
  113: *> \param[out] ROWCND
  114: *> \verbatim
  115: *>          ROWCND is DOUBLE PRECISION
  116: *>          If INFO = 0 or INFO > M, ROWCND contains the ratio of the
  117: *>          smallest R(i) to the largest R(i).  If ROWCND >= 0.1 and
  118: *>          AMAX is neither too large nor too small, it is not worth
  119: *>          scaling by R.
  120: *> \endverbatim
  121: *>
  122: *> \param[out] COLCND
  123: *> \verbatim
  124: *>          COLCND is DOUBLE PRECISION
  125: *>          If INFO = 0, COLCND contains the ratio of the smallest
  126: *>          C(i) to the largest C(i).  If COLCND >= 0.1, it is not
  127: *>          worth scaling by C.
  128: *> \endverbatim
  129: *>
  130: *> \param[out] AMAX
  131: *> \verbatim
  132: *>          AMAX is DOUBLE PRECISION
  133: *>          Absolute value of largest matrix element.  If AMAX is very
  134: *>          close to overflow or very close to underflow, the matrix
  135: *>          should be scaled.
  136: *> \endverbatim
  137: *>
  138: *> \param[out] INFO
  139: *> \verbatim
  140: *>          INFO is INTEGER
  141: *>          = 0:  successful exit
  142: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  143: *>          > 0:  if INFO = i,  and i is
  144: *>                <= M:  the i-th row of A is exactly zero
  145: *>                >  M:  the (i-M)-th column of A is exactly zero
  146: *> \endverbatim
  147: *
  148: *  Authors:
  149: *  ========
  150: *
  151: *> \author Univ. of Tennessee 
  152: *> \author Univ. of California Berkeley 
  153: *> \author Univ. of Colorado Denver 
  154: *> \author NAG Ltd. 
  155: *
  156: *> \date November 2011
  157: *
  158: *> \ingroup complex16GBcomputational
  159: *
  160: *  =====================================================================
  161:       SUBROUTINE ZGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
  162:      $                    AMAX, INFO )
  163: *
  164: *  -- LAPACK computational routine (version 3.4.0) --
  165: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  166: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  167: *     November 2011
  168: *
  169: *     .. Scalar Arguments ..
  170:       INTEGER            INFO, KL, KU, LDAB, M, N
  171:       DOUBLE PRECISION   AMAX, COLCND, ROWCND
  172: *     ..
  173: *     .. Array Arguments ..
  174:       DOUBLE PRECISION   C( * ), R( * )
  175:       COMPLEX*16         AB( LDAB, * )
  176: *     ..
  177: *
  178: *  =====================================================================
  179: *
  180: *     .. Parameters ..
  181:       DOUBLE PRECISION   ONE, ZERO
  182:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  183: *     ..
  184: *     .. Local Scalars ..
  185:       INTEGER            I, J, KD
  186:       DOUBLE PRECISION   BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX,
  187:      $                   LOGRDX
  188:       COMPLEX*16         ZDUM
  189: *     ..
  190: *     .. External Functions ..
  191:       DOUBLE PRECISION   DLAMCH
  192:       EXTERNAL           DLAMCH
  193: *     ..
  194: *     .. External Subroutines ..
  195:       EXTERNAL           XERBLA
  196: *     ..
  197: *     .. Intrinsic Functions ..
  198:       INTRINSIC          ABS, MAX, MIN, LOG, REAL, DIMAG
  199: *     ..
  200: *     .. Statement Functions ..
  201:       DOUBLE PRECISION   CABS1
  202: *     ..
  203: *     .. Statement Function definitions ..
  204:       CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  205: *     ..
  206: *     .. Executable Statements ..
  207: *
  208: *     Test the input parameters.
  209: *
  210:       INFO = 0
  211:       IF( M.LT.0 ) THEN
  212:          INFO = -1
  213:       ELSE IF( N.LT.0 ) THEN
  214:          INFO = -2
  215:       ELSE IF( KL.LT.0 ) THEN
  216:          INFO = -3
  217:       ELSE IF( KU.LT.0 ) THEN
  218:          INFO = -4
  219:       ELSE IF( LDAB.LT.KL+KU+1 ) THEN
  220:          INFO = -6
  221:       END IF
  222:       IF( INFO.NE.0 ) THEN
  223:          CALL XERBLA( 'ZGBEQUB', -INFO )
  224:          RETURN
  225:       END IF
  226: *
  227: *     Quick return if possible.
  228: *
  229:       IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  230:          ROWCND = ONE
  231:          COLCND = ONE
  232:          AMAX = ZERO
  233:          RETURN
  234:       END IF
  235: *
  236: *     Get machine constants.  Assume SMLNUM is a power of the radix.
  237: *
  238:       SMLNUM = DLAMCH( 'S' )
  239:       BIGNUM = ONE / SMLNUM
  240:       RADIX = DLAMCH( 'B' )
  241:       LOGRDX = LOG(RADIX)
  242: *
  243: *     Compute row scale factors.
  244: *
  245:       DO 10 I = 1, M
  246:          R( I ) = ZERO
  247:    10 CONTINUE
  248: *
  249: *     Find the maximum element in each row.
  250: *
  251:       KD = KU + 1
  252:       DO 30 J = 1, N
  253:          DO 20 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  254:             R( I ) = MAX( R( I ), CABS1( AB( KD+I-J, J ) ) )
  255:    20    CONTINUE
  256:    30 CONTINUE
  257:       DO I = 1, M
  258:          IF( R( I ).GT.ZERO ) THEN
  259:             R( I ) = RADIX**INT( LOG( R( I ) ) / LOGRDX )
  260:          END IF
  261:       END DO
  262: *
  263: *     Find the maximum and minimum scale factors.
  264: *
  265:       RCMIN = BIGNUM
  266:       RCMAX = ZERO
  267:       DO 40 I = 1, M
  268:          RCMAX = MAX( RCMAX, R( I ) )
  269:          RCMIN = MIN( RCMIN, R( I ) )
  270:    40 CONTINUE
  271:       AMAX = RCMAX
  272: *
  273:       IF( RCMIN.EQ.ZERO ) THEN
  274: *
  275: *        Find the first zero scale factor and return an error code.
  276: *
  277:          DO 50 I = 1, M
  278:             IF( R( I ).EQ.ZERO ) THEN
  279:                INFO = I
  280:                RETURN
  281:             END IF
  282:    50    CONTINUE
  283:       ELSE
  284: *
  285: *        Invert the scale factors.
  286: *
  287:          DO 60 I = 1, M
  288:             R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  289:    60    CONTINUE
  290: *
  291: *        Compute ROWCND = min(R(I)) / max(R(I)).
  292: *
  293:          ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  294:       END IF
  295: *
  296: *     Compute column scale factors.
  297: *
  298:       DO 70 J = 1, N
  299:          C( J ) = ZERO
  300:    70 CONTINUE
  301: *
  302: *     Find the maximum element in each column,
  303: *     assuming the row scaling computed above.
  304: *
  305:       DO 90 J = 1, N
  306:          DO 80 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  307:             C( J ) = MAX( C( J ), CABS1( AB( KD+I-J, J ) )*R( I ) )
  308:    80    CONTINUE
  309:          IF( C( J ).GT.ZERO ) THEN
  310:             C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX )
  311:          END IF
  312:    90 CONTINUE
  313: *
  314: *     Find the maximum and minimum scale factors.
  315: *
  316:       RCMIN = BIGNUM
  317:       RCMAX = ZERO
  318:       DO 100 J = 1, N
  319:          RCMIN = MIN( RCMIN, C( J ) )
  320:          RCMAX = MAX( RCMAX, C( J ) )
  321:   100 CONTINUE
  322: *
  323:       IF( RCMIN.EQ.ZERO ) THEN
  324: *
  325: *        Find the first zero scale factor and return an error code.
  326: *
  327:          DO 110 J = 1, N
  328:             IF( C( J ).EQ.ZERO ) THEN
  329:                INFO = M + J
  330:                RETURN
  331:             END IF
  332:   110    CONTINUE
  333:       ELSE
  334: *
  335: *        Invert the scale factors.
  336: *
  337:          DO 120 J = 1, N
  338:             C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  339:   120    CONTINUE
  340: *
  341: *        Compute COLCND = min(C(J)) / max(C(J)).
  342: *
  343:          COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  344:       END IF
  345: *
  346:       RETURN
  347: *
  348: *     End of ZGBEQUB
  349: *
  350:       END

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