Annotation of rpl/lapack/lapack/zpbequ.f, revision 1.17
1.8 bertrand 1: *> \brief \b ZPBEQU
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 ZPBEQU + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpbequ.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpbequ.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpbequ.f">
1.8 bertrand 15: *> [TXT]</a>
1.14 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
1.14 bertrand 22: *
1.8 bertrand 23: * .. Scalar Arguments ..
24: * CHARACTER UPLO
25: * INTEGER INFO, KD, LDAB, N
26: * DOUBLE PRECISION AMAX, SCOND
27: * ..
28: * .. Array Arguments ..
29: * DOUBLE PRECISION S( * )
30: * COMPLEX*16 AB( LDAB, * )
31: * ..
1.14 bertrand 32: *
1.8 bertrand 33: *
34: *> \par Purpose:
35: * =============
36: *>
37: *> \verbatim
38: *>
39: *> ZPBEQU computes row and column scalings intended to equilibrate a
40: *> Hermitian positive definite band matrix A and reduce its condition
41: *> number (with respect to the two-norm). S contains the scale factors,
42: *> S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
43: *> elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
44: *> choice of S puts the condition number of B within a factor N of the
45: *> smallest possible condition number over all possible diagonal
46: *> scalings.
47: *> \endverbatim
48: *
49: * Arguments:
50: * ==========
51: *
52: *> \param[in] UPLO
53: *> \verbatim
54: *> UPLO is CHARACTER*1
55: *> = 'U': Upper triangular of A is stored;
56: *> = 'L': Lower triangular of A is stored.
57: *> \endverbatim
58: *>
59: *> \param[in] N
60: *> \verbatim
61: *> N is INTEGER
62: *> The order of the matrix A. N >= 0.
63: *> \endverbatim
64: *>
65: *> \param[in] KD
66: *> \verbatim
67: *> KD is INTEGER
68: *> The number of superdiagonals of the matrix A if UPLO = 'U',
69: *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
70: *> \endverbatim
71: *>
72: *> \param[in] AB
73: *> \verbatim
74: *> AB is COMPLEX*16 array, dimension (LDAB,N)
75: *> The upper or lower triangle of the Hermitian band matrix A,
76: *> stored in the first KD+1 rows of the array. The j-th column
77: *> of A is stored in the j-th column of the array AB as follows:
78: *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
79: *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
80: *> \endverbatim
81: *>
82: *> \param[in] LDAB
83: *> \verbatim
84: *> LDAB is INTEGER
85: *> The leading dimension of the array A. LDAB >= KD+1.
86: *> \endverbatim
87: *>
88: *> \param[out] S
89: *> \verbatim
90: *> S is DOUBLE PRECISION array, dimension (N)
91: *> If INFO = 0, S contains the scale factors for A.
92: *> \endverbatim
93: *>
94: *> \param[out] SCOND
95: *> \verbatim
96: *> SCOND is DOUBLE PRECISION
97: *> If INFO = 0, S contains the ratio of the smallest S(i) to
98: *> the largest S(i). If SCOND >= 0.1 and AMAX is neither too
99: *> large nor too small, it is not worth scaling by S.
100: *> \endverbatim
101: *>
102: *> \param[out] AMAX
103: *> \verbatim
104: *> AMAX is DOUBLE PRECISION
105: *> Absolute value of largest matrix element. If AMAX is very
106: *> close to overflow or very close to underflow, the matrix
107: *> should be scaled.
108: *> \endverbatim
109: *>
110: *> \param[out] INFO
111: *> \verbatim
112: *> INFO is INTEGER
113: *> = 0: successful exit
114: *> < 0: if INFO = -i, the i-th argument had an illegal value.
115: *> > 0: if INFO = i, the i-th diagonal element is nonpositive.
116: *> \endverbatim
117: *
118: * Authors:
119: * ========
120: *
1.14 bertrand 121: *> \author Univ. of Tennessee
122: *> \author Univ. of California Berkeley
123: *> \author Univ. of Colorado Denver
124: *> \author NAG Ltd.
1.8 bertrand 125: *
126: *> \ingroup complex16OTHERcomputational
127: *
128: * =====================================================================
1.1 bertrand 129: SUBROUTINE ZPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
130: *
1.17 ! bertrand 131: * -- LAPACK computational routine --
1.1 bertrand 132: * -- LAPACK is a software package provided by Univ. of Tennessee, --
133: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
134: *
135: * .. Scalar Arguments ..
136: CHARACTER UPLO
137: INTEGER INFO, KD, LDAB, N
138: DOUBLE PRECISION AMAX, SCOND
139: * ..
140: * .. Array Arguments ..
141: DOUBLE PRECISION S( * )
142: COMPLEX*16 AB( LDAB, * )
143: * ..
144: *
145: * =====================================================================
146: *
147: * .. Parameters ..
148: DOUBLE PRECISION ZERO, ONE
149: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
150: * ..
151: * .. Local Scalars ..
152: LOGICAL UPPER
153: INTEGER I, J
154: DOUBLE PRECISION SMIN
155: * ..
156: * .. External Functions ..
157: LOGICAL LSAME
158: EXTERNAL LSAME
159: * ..
160: * .. External Subroutines ..
161: EXTERNAL XERBLA
162: * ..
163: * .. Intrinsic Functions ..
164: INTRINSIC DBLE, MAX, MIN, SQRT
165: * ..
166: * .. Executable Statements ..
167: *
168: * Test the input parameters.
169: *
170: INFO = 0
171: UPPER = LSAME( UPLO, 'U' )
172: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
173: INFO = -1
174: ELSE IF( N.LT.0 ) THEN
175: INFO = -2
176: ELSE IF( KD.LT.0 ) THEN
177: INFO = -3
178: ELSE IF( LDAB.LT.KD+1 ) THEN
179: INFO = -5
180: END IF
181: IF( INFO.NE.0 ) THEN
182: CALL XERBLA( 'ZPBEQU', -INFO )
183: RETURN
184: END IF
185: *
186: * Quick return if possible
187: *
188: IF( N.EQ.0 ) THEN
189: SCOND = ONE
190: AMAX = ZERO
191: RETURN
192: END IF
193: *
194: IF( UPPER ) THEN
195: J = KD + 1
196: ELSE
197: J = 1
198: END IF
199: *
200: * Initialize SMIN and AMAX.
201: *
202: S( 1 ) = DBLE( AB( J, 1 ) )
203: SMIN = S( 1 )
204: AMAX = S( 1 )
205: *
206: * Find the minimum and maximum diagonal elements.
207: *
208: DO 10 I = 2, N
209: S( I ) = DBLE( AB( J, I ) )
210: SMIN = MIN( SMIN, S( I ) )
211: AMAX = MAX( AMAX, S( I ) )
212: 10 CONTINUE
213: *
214: IF( SMIN.LE.ZERO ) THEN
215: *
216: * Find the first non-positive diagonal element and return.
217: *
218: DO 20 I = 1, N
219: IF( S( I ).LE.ZERO ) THEN
220: INFO = I
221: RETURN
222: END IF
223: 20 CONTINUE
224: ELSE
225: *
226: * Set the scale factors to the reciprocals
227: * of the diagonal elements.
228: *
229: DO 30 I = 1, N
230: S( I ) = ONE / SQRT( S( I ) )
231: 30 CONTINUE
232: *
233: * Compute SCOND = min(S(I)) / max(S(I))
234: *
235: SCOND = SQRT( SMIN ) / SQRT( AMAX )
236: END IF
237: RETURN
238: *
239: * End of ZPBEQU
240: *
241: END
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