Annotation of rpl/lapack/lapack/zheequb.f, revision 1.16
1.5 bertrand 1: *> \brief \b ZHEEQUB
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.12 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.5 bertrand 7: *
8: *> \htmlonly
1.12 bertrand 9: *> Download ZHEEQUB + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zheequb.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zheequb.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zheequb.f">
1.5 bertrand 15: *> [TXT]</a>
1.12 bertrand 16: *> \endhtmlonly
1.5 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHEEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO )
1.12 bertrand 22: *
1.5 bertrand 23: * .. Scalar Arguments ..
24: * INTEGER INFO, LDA, N
25: * DOUBLE PRECISION AMAX, SCOND
26: * CHARACTER UPLO
27: * ..
28: * .. Array Arguments ..
29: * COMPLEX*16 A( LDA, * ), WORK( * )
30: * DOUBLE PRECISION S( * )
31: * ..
1.12 bertrand 32: *
1.5 bertrand 33: *
34: *> \par Purpose:
35: * =============
36: *>
37: *> \verbatim
38: *>
1.7 bertrand 39: *> ZHEEQUB computes row and column scalings intended to equilibrate a
1.12 bertrand 40: *> Hermitian matrix A (with respect to the Euclidean norm) and reduce
41: *> its condition number. The scale factors S are computed by the BIN
42: *> algorithm (see references) so that the scaled matrix B with elements
43: *> B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a factor N of
44: *> the smallest possible condition number over all possible diagonal
1.5 bertrand 45: *> scalings.
46: *> \endverbatim
47: *
48: * Arguments:
49: * ==========
50: *
51: *> \param[in] UPLO
52: *> \verbatim
53: *> UPLO is CHARACTER*1
1.12 bertrand 54: *> = 'U': Upper triangle of A is stored;
55: *> = 'L': Lower triangle of A is stored.
1.5 bertrand 56: *> \endverbatim
57: *>
58: *> \param[in] N
59: *> \verbatim
60: *> N is INTEGER
1.12 bertrand 61: *> The order of the matrix A. N >= 0.
1.5 bertrand 62: *> \endverbatim
63: *>
64: *> \param[in] A
65: *> \verbatim
66: *> A is COMPLEX*16 array, dimension (LDA,N)
1.12 bertrand 67: *> The N-by-N Hermitian matrix whose scaling factors are to be
68: *> computed.
1.5 bertrand 69: *> \endverbatim
70: *>
71: *> \param[in] LDA
72: *> \verbatim
73: *> LDA is INTEGER
1.12 bertrand 74: *> The leading dimension of the array A. LDA >= max(1,N).
1.5 bertrand 75: *> \endverbatim
76: *>
77: *> \param[out] S
78: *> \verbatim
79: *> S is DOUBLE PRECISION array, dimension (N)
80: *> If INFO = 0, S contains the scale factors for A.
81: *> \endverbatim
82: *>
83: *> \param[out] SCOND
84: *> \verbatim
85: *> SCOND is DOUBLE PRECISION
86: *> If INFO = 0, S contains the ratio of the smallest S(i) to
1.12 bertrand 87: *> the largest S(i). If SCOND >= 0.1 and AMAX is neither too
1.5 bertrand 88: *> large nor too small, it is not worth scaling by S.
89: *> \endverbatim
90: *>
91: *> \param[out] AMAX
92: *> \verbatim
93: *> AMAX is DOUBLE PRECISION
1.12 bertrand 94: *> Largest absolute value of any matrix element. If AMAX is
95: *> very close to overflow or very close to underflow, the
96: *> matrix should be scaled.
1.5 bertrand 97: *> \endverbatim
98: *>
99: *> \param[out] WORK
100: *> \verbatim
1.12 bertrand 101: *> WORK is COMPLEX*16 array, dimension (2*N)
1.5 bertrand 102: *> \endverbatim
103: *>
104: *> \param[out] INFO
105: *> \verbatim
106: *> INFO is INTEGER
107: *> = 0: successful exit
108: *> < 0: if INFO = -i, the i-th argument had an illegal value
109: *> > 0: if INFO = i, the i-th diagonal element is nonpositive.
110: *> \endverbatim
111: *
112: * Authors:
113: * ========
114: *
1.12 bertrand 115: *> \author Univ. of Tennessee
116: *> \author Univ. of California Berkeley
117: *> \author Univ. of Colorado Denver
118: *> \author NAG Ltd.
1.5 bertrand 119: *
120: *> \ingroup complex16HEcomputational
121: *
1.12 bertrand 122: *> \par References:
123: * ================
124: *>
125: *> Livne, O.E. and Golub, G.H., "Scaling by Binormalization", \n
126: *> Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004. \n
127: *> DOI 10.1023/B:NUMA.0000016606.32820.69 \n
128: *> Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679
129: *>
1.5 bertrand 130: * =====================================================================
1.1 bertrand 131: SUBROUTINE ZHEEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO )
132: *
1.16 ! bertrand 133: * -- LAPACK computational routine --
1.5 bertrand 134: * -- LAPACK is a software package provided by Univ. of Tennessee, --
135: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.1 bertrand 136: *
137: * .. Scalar Arguments ..
138: INTEGER INFO, LDA, N
139: DOUBLE PRECISION AMAX, SCOND
140: CHARACTER UPLO
141: * ..
142: * .. Array Arguments ..
143: COMPLEX*16 A( LDA, * ), WORK( * )
144: DOUBLE PRECISION S( * )
145: * ..
146: *
147: * =====================================================================
148: *
149: * .. Parameters ..
150: DOUBLE PRECISION ONE, ZERO
1.12 bertrand 151: PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0 )
1.1 bertrand 152: INTEGER MAX_ITER
153: PARAMETER ( MAX_ITER = 100 )
154: * ..
155: * .. Local Scalars ..
156: INTEGER I, J, ITER
1.12 bertrand 157: DOUBLE PRECISION AVG, STD, TOL, C0, C1, C2, T, U, SI, D, BASE,
158: $ SMIN, SMAX, SMLNUM, BIGNUM, SCALE, SUMSQ
1.1 bertrand 159: LOGICAL UP
160: COMPLEX*16 ZDUM
161: * ..
162: * .. External Functions ..
163: DOUBLE PRECISION DLAMCH
164: LOGICAL LSAME
165: EXTERNAL DLAMCH, LSAME
166: * ..
167: * .. External Subroutines ..
1.14 bertrand 168: EXTERNAL ZLASSQ, XERBLA
1.1 bertrand 169: * ..
170: * .. Intrinsic Functions ..
171: INTRINSIC ABS, DBLE, DIMAG, INT, LOG, MAX, MIN, SQRT
172: * ..
173: * .. Statement Functions ..
174: DOUBLE PRECISION CABS1
175: * ..
176: * .. Statement Function Definitions ..
177: CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
1.12 bertrand 178: * ..
179: * .. Executable Statements ..
1.1 bertrand 180: *
1.12 bertrand 181: * Test the input parameters.
1.1 bertrand 182: *
183: INFO = 0
1.12 bertrand 184: IF ( .NOT. ( LSAME( UPLO, 'U' ) .OR. LSAME( UPLO, 'L' ) ) ) THEN
185: INFO = -1
1.1 bertrand 186: ELSE IF ( N .LT. 0 ) THEN
1.12 bertrand 187: INFO = -2
1.1 bertrand 188: ELSE IF ( LDA .LT. MAX( 1, N ) ) THEN
1.12 bertrand 189: INFO = -4
1.1 bertrand 190: END IF
191: IF ( INFO .NE. 0 ) THEN
1.12 bertrand 192: CALL XERBLA( 'ZHEEQUB', -INFO )
193: RETURN
1.1 bertrand 194: END IF
195:
196: UP = LSAME( UPLO, 'U' )
197: AMAX = ZERO
198: *
199: * Quick return if possible.
200: *
201: IF ( N .EQ. 0 ) THEN
1.12 bertrand 202: SCOND = ONE
203: RETURN
1.1 bertrand 204: END IF
205:
206: DO I = 1, N
1.12 bertrand 207: S( I ) = ZERO
1.1 bertrand 208: END DO
209:
210: AMAX = ZERO
211: IF ( UP ) THEN
212: DO J = 1, N
213: DO I = 1, J-1
214: S( I ) = MAX( S( I ), CABS1( A( I, J ) ) )
215: S( J ) = MAX( S( J ), CABS1( A( I, J ) ) )
216: AMAX = MAX( AMAX, CABS1( A( I, J ) ) )
217: END DO
218: S( J ) = MAX( S( J ), CABS1( A( J, J ) ) )
219: AMAX = MAX( AMAX, CABS1( A( J, J ) ) )
220: END DO
221: ELSE
222: DO J = 1, N
223: S( J ) = MAX( S( J ), CABS1( A( J, J ) ) )
224: AMAX = MAX( AMAX, CABS1( A( J, J ) ) )
225: DO I = J+1, N
226: S( I ) = MAX( S( I ), CABS1( A( I, J ) ) )
227: S( J ) = MAX( S( J ), CABS1( A( I, J ) ) )
1.12 bertrand 228: AMAX = MAX( AMAX, CABS1( A( I, J ) ) )
1.1 bertrand 229: END DO
230: END DO
231: END IF
232: DO J = 1, N
1.12 bertrand 233: S( J ) = 1.0D0 / S( J )
1.1 bertrand 234: END DO
235:
236: TOL = ONE / SQRT( 2.0D0 * N )
237:
238: DO ITER = 1, MAX_ITER
1.12 bertrand 239: SCALE = 0.0D0
240: SUMSQ = 0.0D0
241: * beta = |A|s
242: DO I = 1, N
243: WORK( I ) = ZERO
244: END DO
245: IF ( UP ) THEN
246: DO J = 1, N
247: DO I = 1, J-1
248: WORK( I ) = WORK( I ) + CABS1( A( I, J ) ) * S( J )
249: WORK( J ) = WORK( J ) + CABS1( A( I, J ) ) * S( I )
250: END DO
251: WORK( J ) = WORK( J ) + CABS1( A( J, J ) ) * S( J )
1.1 bertrand 252: END DO
1.12 bertrand 253: ELSE
254: DO J = 1, N
255: WORK( J ) = WORK( J ) + CABS1( A( J, J ) ) * S( J )
256: DO I = J+1, N
257: WORK( I ) = WORK( I ) + CABS1( A( I, J ) ) * S( J )
258: WORK( J ) = WORK( J ) + CABS1( A( I, J ) ) * S( I )
259: END DO
1.1 bertrand 260: END DO
1.12 bertrand 261: END IF
262:
263: * avg = s^T beta / n
264: AVG = 0.0D0
265: DO I = 1, N
1.16 ! bertrand 266: AVG = AVG + DBLE( S( I )*WORK( I ) )
1.12 bertrand 267: END DO
268: AVG = AVG / N
269:
270: STD = 0.0D0
1.16 ! bertrand 271: DO I = N+1, 2*N
1.12 bertrand 272: WORK( I ) = S( I-N ) * WORK( I-N ) - AVG
273: END DO
274: CALL ZLASSQ( N, WORK( N+1 ), 1, SCALE, SUMSQ )
275: STD = SCALE * SQRT( SUMSQ / N )
276:
277: IF ( STD .LT. TOL * AVG ) GOTO 999
278:
279: DO I = 1, N
280: T = CABS1( A( I, I ) )
281: SI = S( I )
282: C2 = ( N-1 ) * T
1.16 ! bertrand 283: C1 = ( N-2 ) * ( DBLE( WORK( I ) ) - T*SI )
! 284: C0 = -(T*SI)*SI + 2 * DBLE( WORK( I ) ) * SI - N*AVG
1.12 bertrand 285: D = C1*C1 - 4*C0*C2
286:
287: IF ( D .LE. 0 ) THEN
288: INFO = -1
289: RETURN
290: END IF
291: SI = -2*C0 / ( C1 + SQRT( D ) )
292:
293: D = SI - S( I )
294: U = ZERO
295: IF ( UP ) THEN
296: DO J = 1, I
297: T = CABS1( A( J, I ) )
298: U = U + S( J )*T
299: WORK( J ) = WORK( J ) + D*T
300: END DO
301: DO J = I+1,N
302: T = CABS1( A( I, J ) )
303: U = U + S( J )*T
304: WORK( J ) = WORK( J ) + D*T
305: END DO
306: ELSE
307: DO J = 1, I
308: T = CABS1( A( I, J ) )
309: U = U + S( J )*T
310: WORK( J ) = WORK( J ) + D*T
311: END DO
312: DO J = I+1,N
313: T = CABS1( A( J, I ) )
314: U = U + S( J )*T
315: WORK( J ) = WORK( J ) + D*T
316: END DO
317: END IF
1.1 bertrand 318:
1.16 ! bertrand 319: AVG = AVG + ( U + DBLE( WORK( I ) ) ) * D / N
1.12 bertrand 320: S( I ) = SI
321: END DO
1.1 bertrand 322: END DO
323:
324: 999 CONTINUE
325:
326: SMLNUM = DLAMCH( 'SAFEMIN' )
327: BIGNUM = ONE / SMLNUM
328: SMIN = BIGNUM
329: SMAX = ZERO
330: T = ONE / SQRT( AVG )
331: BASE = DLAMCH( 'B' )
332: U = ONE / LOG( BASE )
333: DO I = 1, N
1.12 bertrand 334: S( I ) = BASE ** INT( U * LOG( S( I ) * T ) )
335: SMIN = MIN( SMIN, S( I ) )
336: SMAX = MAX( SMAX, S( I ) )
1.1 bertrand 337: END DO
338: SCOND = MAX( SMIN, SMLNUM ) / MIN( SMAX, BIGNUM )
1.12 bertrand 339: *
1.1 bertrand 340: END
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