File:  [local] / rpl / lapack / lapack / zgeequ.f
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Fri Aug 6 15:28:51 2010 UTC (13 years, 9 months ago) by bertrand
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Cohérence

    1:       SUBROUTINE ZGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
    2:      $                   INFO )
    3: *
    4: *  -- LAPACK routine (version 3.2) --
    5: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    6: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    7: *     November 2006
    8: *
    9: *     .. Scalar Arguments ..
   10:       INTEGER            INFO, LDA, M, N
   11:       DOUBLE PRECISION   AMAX, COLCND, ROWCND
   12: *     ..
   13: *     .. Array Arguments ..
   14:       DOUBLE PRECISION   C( * ), R( * )
   15:       COMPLEX*16         A( LDA, * )
   16: *     ..
   17: *
   18: *  Purpose
   19: *  =======
   20: *
   21: *  ZGEEQU computes row and column scalings intended to equilibrate an
   22: *  M-by-N matrix A and reduce its condition number.  R returns the row
   23: *  scale factors and C the column scale factors, chosen to try to make
   24: *  the largest element in each row and column of the matrix B with
   25: *  elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
   26: *
   27: *  R(i) and C(j) are restricted to be between SMLNUM = smallest safe
   28: *  number and BIGNUM = largest safe number.  Use of these scaling
   29: *  factors is not guaranteed to reduce the condition number of A but
   30: *  works well in practice.
   31: *
   32: *  Arguments
   33: *  =========
   34: *
   35: *  M       (input) INTEGER
   36: *          The number of rows of the matrix A.  M >= 0.
   37: *
   38: *  N       (input) INTEGER
   39: *          The number of columns of the matrix A.  N >= 0.
   40: *
   41: *  A       (input) COMPLEX*16 array, dimension (LDA,N)
   42: *          The M-by-N matrix whose equilibration factors are
   43: *          to be computed.
   44: *
   45: *  LDA     (input) INTEGER
   46: *          The leading dimension of the array A.  LDA >= max(1,M).
   47: *
   48: *  R       (output) DOUBLE PRECISION array, dimension (M)
   49: *          If INFO = 0 or INFO > M, R contains the row scale factors
   50: *          for A.
   51: *
   52: *  C       (output) DOUBLE PRECISION array, dimension (N)
   53: *          If INFO = 0,  C contains the column scale factors for A.
   54: *
   55: *  ROWCND  (output) DOUBLE PRECISION
   56: *          If INFO = 0 or INFO > M, ROWCND contains the ratio of the
   57: *          smallest R(i) to the largest R(i).  If ROWCND >= 0.1 and
   58: *          AMAX is neither too large nor too small, it is not worth
   59: *          scaling by R.
   60: *
   61: *  COLCND  (output) DOUBLE PRECISION
   62: *          If INFO = 0, COLCND contains the ratio of the smallest
   63: *          C(i) to the largest C(i).  If COLCND >= 0.1, it is not
   64: *          worth scaling by C.
   65: *
   66: *  AMAX    (output) DOUBLE PRECISION
   67: *          Absolute value of largest matrix element.  If AMAX is very
   68: *          close to overflow or very close to underflow, the matrix
   69: *          should be scaled.
   70: *
   71: *  INFO    (output) INTEGER
   72: *          = 0:  successful exit
   73: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   74: *          > 0:  if INFO = i,  and i is
   75: *                <= M:  the i-th row of A is exactly zero
   76: *                >  M:  the (i-M)-th column of A is exactly zero
   77: *
   78: *  =====================================================================
   79: *
   80: *     .. Parameters ..
   81:       DOUBLE PRECISION   ONE, ZERO
   82:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
   83: *     ..
   84: *     .. Local Scalars ..
   85:       INTEGER            I, J
   86:       DOUBLE PRECISION   BIGNUM, RCMAX, RCMIN, SMLNUM
   87:       COMPLEX*16         ZDUM
   88: *     ..
   89: *     .. External Functions ..
   90:       DOUBLE PRECISION   DLAMCH
   91:       EXTERNAL           DLAMCH
   92: *     ..
   93: *     .. External Subroutines ..
   94:       EXTERNAL           XERBLA
   95: *     ..
   96: *     .. Intrinsic Functions ..
   97:       INTRINSIC          ABS, DBLE, DIMAG, MAX, MIN
   98: *     ..
   99: *     .. Statement Functions ..
  100:       DOUBLE PRECISION   CABS1
  101: *     ..
  102: *     .. Statement Function definitions ..
  103:       CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  104: *     ..
  105: *     .. Executable Statements ..
  106: *
  107: *     Test the input parameters.
  108: *
  109:       INFO = 0
  110:       IF( M.LT.0 ) THEN
  111:          INFO = -1
  112:       ELSE IF( N.LT.0 ) THEN
  113:          INFO = -2
  114:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  115:          INFO = -4
  116:       END IF
  117:       IF( INFO.NE.0 ) THEN
  118:          CALL XERBLA( 'ZGEEQU', -INFO )
  119:          RETURN
  120:       END IF
  121: *
  122: *     Quick return if possible
  123: *
  124:       IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  125:          ROWCND = ONE
  126:          COLCND = ONE
  127:          AMAX = ZERO
  128:          RETURN
  129:       END IF
  130: *
  131: *     Get machine constants.
  132: *
  133:       SMLNUM = DLAMCH( 'S' )
  134:       BIGNUM = ONE / SMLNUM
  135: *
  136: *     Compute row scale factors.
  137: *
  138:       DO 10 I = 1, M
  139:          R( I ) = ZERO
  140:    10 CONTINUE
  141: *
  142: *     Find the maximum element in each row.
  143: *
  144:       DO 30 J = 1, N
  145:          DO 20 I = 1, M
  146:             R( I ) = MAX( R( I ), CABS1( A( I, J ) ) )
  147:    20    CONTINUE
  148:    30 CONTINUE
  149: *
  150: *     Find the maximum and minimum scale factors.
  151: *
  152:       RCMIN = BIGNUM
  153:       RCMAX = ZERO
  154:       DO 40 I = 1, M
  155:          RCMAX = MAX( RCMAX, R( I ) )
  156:          RCMIN = MIN( RCMIN, R( I ) )
  157:    40 CONTINUE
  158:       AMAX = RCMAX
  159: *
  160:       IF( RCMIN.EQ.ZERO ) THEN
  161: *
  162: *        Find the first zero scale factor and return an error code.
  163: *
  164:          DO 50 I = 1, M
  165:             IF( R( I ).EQ.ZERO ) THEN
  166:                INFO = I
  167:                RETURN
  168:             END IF
  169:    50    CONTINUE
  170:       ELSE
  171: *
  172: *        Invert the scale factors.
  173: *
  174:          DO 60 I = 1, M
  175:             R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  176:    60    CONTINUE
  177: *
  178: *        Compute ROWCND = min(R(I)) / max(R(I))
  179: *
  180:          ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  181:       END IF
  182: *
  183: *     Compute column scale factors
  184: *
  185:       DO 70 J = 1, N
  186:          C( J ) = ZERO
  187:    70 CONTINUE
  188: *
  189: *     Find the maximum element in each column,
  190: *     assuming the row scaling computed above.
  191: *
  192:       DO 90 J = 1, N
  193:          DO 80 I = 1, M
  194:             C( J ) = MAX( C( J ), CABS1( A( I, J ) )*R( I ) )
  195:    80    CONTINUE
  196:    90 CONTINUE
  197: *
  198: *     Find the maximum and minimum scale factors.
  199: *
  200:       RCMIN = BIGNUM
  201:       RCMAX = ZERO
  202:       DO 100 J = 1, N
  203:          RCMIN = MIN( RCMIN, C( J ) )
  204:          RCMAX = MAX( RCMAX, C( J ) )
  205:   100 CONTINUE
  206: *
  207:       IF( RCMIN.EQ.ZERO ) THEN
  208: *
  209: *        Find the first zero scale factor and return an error code.
  210: *
  211:          DO 110 J = 1, N
  212:             IF( C( J ).EQ.ZERO ) THEN
  213:                INFO = M + J
  214:                RETURN
  215:             END IF
  216:   110    CONTINUE
  217:       ELSE
  218: *
  219: *        Invert the scale factors.
  220: *
  221:          DO 120 J = 1, N
  222:             C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  223:   120    CONTINUE
  224: *
  225: *        Compute COLCND = min(C(J)) / max(C(J))
  226: *
  227:          COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  228:       END IF
  229: *
  230:       RETURN
  231: *
  232: *     End of ZGEEQU
  233: *
  234:       END

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