File:  [local] / rpl / lapack / lapack / zgeequb.f
Revision 1.2: download - view: text, annotated - select for diffs - revision graph
Sat Aug 7 13:22:30 2010 UTC (13 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: HEAD
Mise à jour globale de Lapack 3.2.2.

    1:       SUBROUTINE ZGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
    2:      $                    INFO )
    3: *
    4: *     -- LAPACK routine (version 3.2)                                 --
    5: *     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and --
    6: *     -- Jason Riedy of Univ. of California Berkeley.                 --
    7: *     -- November 2008                                                --
    8: *
    9: *     -- LAPACK is a software package provided by Univ. of Tennessee, --
   10: *     -- Univ. of California Berkeley and NAG Ltd.                    --
   11: *
   12:       IMPLICIT NONE
   13: *     ..
   14: *     .. Scalar Arguments ..
   15:       INTEGER            INFO, LDA, M, N
   16:       DOUBLE PRECISION   AMAX, COLCND, ROWCND
   17: *     ..
   18: *     .. Array Arguments ..
   19:       DOUBLE PRECISION   C( * ), R( * )
   20:       COMPLEX*16         A( LDA, * )
   21: *     ..
   22: *
   23: *  Purpose
   24: *  =======
   25: *
   26: *  ZGEEQUB computes row and column scalings intended to equilibrate an
   27: *  M-by-N matrix A and reduce its condition number.  R returns the row
   28: *  scale factors and C the column scale factors, chosen to try to make
   29: *  the largest element in each row and column of the matrix B with
   30: *  elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
   31: *  the radix.
   32: *
   33: *  R(i) and C(j) are restricted to be a power of the radix between
   34: *  SMLNUM = smallest safe number and BIGNUM = largest safe number.  Use
   35: *  of these scaling factors is not guaranteed to reduce the condition
   36: *  number of A but works well in practice.
   37: *
   38: *  This routine differs from ZGEEQU by restricting the scaling factors
   39: *  to a power of the radix.  Baring over- and underflow, scaling by
   40: *  these factors introduces no additional rounding errors.  However, the
   41: *  scaled entries' magnitured are no longer approximately 1 but lie
   42: *  between sqrt(radix) and 1/sqrt(radix).
   43: *
   44: *  Arguments
   45: *  =========
   46: *
   47: *  M       (input) INTEGER
   48: *          The number of rows of the matrix A.  M >= 0.
   49: *
   50: *  N       (input) INTEGER
   51: *          The number of columns of the matrix A.  N >= 0.
   52: *
   53: *  A       (input) COMPLEX*16 array, dimension (LDA,N)
   54: *          The M-by-N matrix whose equilibration factors are
   55: *          to be computed.
   56: *
   57: *  LDA     (input) INTEGER
   58: *          The leading dimension of the array A.  LDA >= max(1,M).
   59: *
   60: *  R       (output) DOUBLE PRECISION array, dimension (M)
   61: *          If INFO = 0 or INFO > M, R contains the row scale factors
   62: *          for A.
   63: *
   64: *  C       (output) DOUBLE PRECISION array, dimension (N)
   65: *          If INFO = 0,  C contains the column scale factors for A.
   66: *
   67: *  ROWCND  (output) DOUBLE PRECISION
   68: *          If INFO = 0 or INFO > M, ROWCND contains the ratio of the
   69: *          smallest R(i) to the largest R(i).  If ROWCND >= 0.1 and
   70: *          AMAX is neither too large nor too small, it is not worth
   71: *          scaling by R.
   72: *
   73: *  COLCND  (output) DOUBLE PRECISION
   74: *          If INFO = 0, COLCND contains the ratio of the smallest
   75: *          C(i) to the largest C(i).  If COLCND >= 0.1, it is not
   76: *          worth scaling by C.
   77: *
   78: *  AMAX    (output) DOUBLE PRECISION
   79: *          Absolute value of largest matrix element.  If AMAX is very
   80: *          close to overflow or very close to underflow, the matrix
   81: *          should be scaled.
   82: *
   83: *  INFO    (output) INTEGER
   84: *          = 0:  successful exit
   85: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   86: *          > 0:  if INFO = i,  and i is
   87: *                <= M:  the i-th row of A is exactly zero
   88: *                >  M:  the (i-M)-th column of A is exactly zero
   89: *
   90: *  =====================================================================
   91: *
   92: *     .. Parameters ..
   93:       DOUBLE PRECISION   ONE, ZERO
   94:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
   95: *     ..
   96: *     .. Local Scalars ..
   97:       INTEGER            I, J
   98:       DOUBLE PRECISION   BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX, LOGRDX
   99:       COMPLEX*16         ZDUM
  100: *     ..
  101: *     .. External Functions ..
  102:       DOUBLE PRECISION   DLAMCH
  103:       EXTERNAL           DLAMCH
  104: *     ..
  105: *     .. External Subroutines ..
  106:       EXTERNAL           XERBLA
  107: *     ..
  108: *     .. Intrinsic Functions ..
  109:       INTRINSIC          ABS, MAX, MIN, LOG, REAL, DIMAG
  110: *     ..
  111: *     .. Statement Functions ..
  112:       DOUBLE PRECISION   CABS1
  113: *     ..
  114: *     .. Statement Function definitions ..
  115:       CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  116: *     ..
  117: *     .. Executable Statements ..
  118: *
  119: *     Test the input parameters.
  120: *
  121:       INFO = 0
  122:       IF( M.LT.0 ) THEN
  123:          INFO = -1
  124:       ELSE IF( N.LT.0 ) THEN
  125:          INFO = -2
  126:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  127:          INFO = -4
  128:       END IF
  129:       IF( INFO.NE.0 ) THEN
  130:          CALL XERBLA( 'ZGEEQUB', -INFO )
  131:          RETURN
  132:       END IF
  133: *
  134: *     Quick return if possible.
  135: *
  136:       IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  137:          ROWCND = ONE
  138:          COLCND = ONE
  139:          AMAX = ZERO
  140:          RETURN
  141:       END IF
  142: *
  143: *     Get machine constants.  Assume SMLNUM is a power of the radix.
  144: *
  145:       SMLNUM = DLAMCH( 'S' )
  146:       BIGNUM = ONE / SMLNUM
  147:       RADIX = DLAMCH( 'B' )
  148:       LOGRDX = LOG( RADIX )
  149: *
  150: *     Compute row scale factors.
  151: *
  152:       DO 10 I = 1, M
  153:          R( I ) = ZERO
  154:    10 CONTINUE
  155: *
  156: *     Find the maximum element in each row.
  157: *
  158:       DO 30 J = 1, N
  159:          DO 20 I = 1, M
  160:             R( I ) = MAX( R( I ), CABS1( A( I, J ) ) )
  161:    20    CONTINUE
  162:    30 CONTINUE
  163:       DO I = 1, M
  164:          IF( R( I ).GT.ZERO ) THEN
  165:             R( I ) = RADIX**INT( LOG(R( I ) ) / LOGRDX )
  166:          END IF
  167:       END DO
  168: *
  169: *     Find the maximum and minimum scale factors.
  170: *
  171:       RCMIN = BIGNUM
  172:       RCMAX = ZERO
  173:       DO 40 I = 1, M
  174:          RCMAX = MAX( RCMAX, R( I ) )
  175:          RCMIN = MIN( RCMIN, R( I ) )
  176:    40 CONTINUE
  177:       AMAX = RCMAX
  178: *
  179:       IF( RCMIN.EQ.ZERO ) THEN
  180: *
  181: *        Find the first zero scale factor and return an error code.
  182: *
  183:          DO 50 I = 1, M
  184:             IF( R( I ).EQ.ZERO ) THEN
  185:                INFO = I
  186:                RETURN
  187:             END IF
  188:    50    CONTINUE
  189:       ELSE
  190: *
  191: *        Invert the scale factors.
  192: *
  193:          DO 60 I = 1, M
  194:             R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  195:    60    CONTINUE
  196: *
  197: *        Compute ROWCND = min(R(I)) / max(R(I)).
  198: *
  199:          ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  200:       END IF
  201: *
  202: *     Compute column scale factors.
  203: *
  204:       DO 70 J = 1, N
  205:          C( J ) = ZERO
  206:    70 CONTINUE
  207: *
  208: *     Find the maximum element in each column,
  209: *     assuming the row scaling computed above.
  210: *
  211:       DO 90 J = 1, N
  212:          DO 80 I = 1, M
  213:             C( J ) = MAX( C( J ), CABS1( A( I, J ) )*R( I ) )
  214:    80    CONTINUE
  215:          IF( C( J ).GT.ZERO ) THEN
  216:             C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX )
  217:          END IF
  218:    90 CONTINUE
  219: *
  220: *     Find the maximum and minimum scale factors.
  221: *
  222:       RCMIN = BIGNUM
  223:       RCMAX = ZERO
  224:       DO 100 J = 1, N
  225:          RCMIN = MIN( RCMIN, C( J ) )
  226:          RCMAX = MAX( RCMAX, C( J ) )
  227:   100 CONTINUE
  228: *
  229:       IF( RCMIN.EQ.ZERO ) THEN
  230: *
  231: *        Find the first zero scale factor and return an error code.
  232: *
  233:          DO 110 J = 1, N
  234:             IF( C( J ).EQ.ZERO ) THEN
  235:                INFO = M + J
  236:                RETURN
  237:             END IF
  238:   110    CONTINUE
  239:       ELSE
  240: *
  241: *        Invert the scale factors.
  242: *
  243:          DO 120 J = 1, N
  244:             C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  245:   120    CONTINUE
  246: *
  247: *        Compute COLCND = min(C(J)) / max(C(J)).
  248: *
  249:          COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  250:       END IF
  251: *
  252:       RETURN
  253: *
  254: *     End of ZGEEQUB
  255: *
  256:       END

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