File:  [local] / rpl / lapack / lapack / zpbequ.f
Revision 1.11: download - view: text, annotated - select for diffs - revision graph
Fri Dec 14 14:22:53 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 ZPBEQU
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    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"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
   22:    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: *       ..
   32: *  
   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: *
  121: *> \author Univ. of Tennessee 
  122: *> \author Univ. of California Berkeley 
  123: *> \author Univ. of Colorado Denver 
  124: *> \author NAG Ltd. 
  125: *
  126: *> \date November 2011
  127: *
  128: *> \ingroup complex16OTHERcomputational
  129: *
  130: *  =====================================================================
  131:       SUBROUTINE ZPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
  132: *
  133: *  -- LAPACK computational routine (version 3.4.0) --
  134: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  135: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  136: *     November 2011
  137: *
  138: *     .. Scalar Arguments ..
  139:       CHARACTER          UPLO
  140:       INTEGER            INFO, KD, LDAB, N
  141:       DOUBLE PRECISION   AMAX, SCOND
  142: *     ..
  143: *     .. Array Arguments ..
  144:       DOUBLE PRECISION   S( * )
  145:       COMPLEX*16         AB( LDAB, * )
  146: *     ..
  147: *
  148: *  =====================================================================
  149: *
  150: *     .. Parameters ..
  151:       DOUBLE PRECISION   ZERO, ONE
  152:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  153: *     ..
  154: *     .. Local Scalars ..
  155:       LOGICAL            UPPER
  156:       INTEGER            I, J
  157:       DOUBLE PRECISION   SMIN
  158: *     ..
  159: *     .. External Functions ..
  160:       LOGICAL            LSAME
  161:       EXTERNAL           LSAME
  162: *     ..
  163: *     .. External Subroutines ..
  164:       EXTERNAL           XERBLA
  165: *     ..
  166: *     .. Intrinsic Functions ..
  167:       INTRINSIC          DBLE, MAX, MIN, SQRT
  168: *     ..
  169: *     .. Executable Statements ..
  170: *
  171: *     Test the input parameters.
  172: *
  173:       INFO = 0
  174:       UPPER = LSAME( UPLO, 'U' )
  175:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  176:          INFO = -1
  177:       ELSE IF( N.LT.0 ) THEN
  178:          INFO = -2
  179:       ELSE IF( KD.LT.0 ) THEN
  180:          INFO = -3
  181:       ELSE IF( LDAB.LT.KD+1 ) THEN
  182:          INFO = -5
  183:       END IF
  184:       IF( INFO.NE.0 ) THEN
  185:          CALL XERBLA( 'ZPBEQU', -INFO )
  186:          RETURN
  187:       END IF
  188: *
  189: *     Quick return if possible
  190: *
  191:       IF( N.EQ.0 ) THEN
  192:          SCOND = ONE
  193:          AMAX = ZERO
  194:          RETURN
  195:       END IF
  196: *
  197:       IF( UPPER ) THEN
  198:          J = KD + 1
  199:       ELSE
  200:          J = 1
  201:       END IF
  202: *
  203: *     Initialize SMIN and AMAX.
  204: *
  205:       S( 1 ) = DBLE( AB( J, 1 ) )
  206:       SMIN = S( 1 )
  207:       AMAX = S( 1 )
  208: *
  209: *     Find the minimum and maximum diagonal elements.
  210: *
  211:       DO 10 I = 2, N
  212:          S( I ) = DBLE( AB( J, I ) )
  213:          SMIN = MIN( SMIN, S( I ) )
  214:          AMAX = MAX( AMAX, S( I ) )
  215:    10 CONTINUE
  216: *
  217:       IF( SMIN.LE.ZERO ) THEN
  218: *
  219: *        Find the first non-positive diagonal element and return.
  220: *
  221:          DO 20 I = 1, N
  222:             IF( S( I ).LE.ZERO ) THEN
  223:                INFO = I
  224:                RETURN
  225:             END IF
  226:    20    CONTINUE
  227:       ELSE
  228: *
  229: *        Set the scale factors to the reciprocals
  230: *        of the diagonal elements.
  231: *
  232:          DO 30 I = 1, N
  233:             S( I ) = ONE / SQRT( S( I ) )
  234:    30    CONTINUE
  235: *
  236: *        Compute SCOND = min(S(I)) / max(S(I))
  237: *
  238:          SCOND = SQRT( SMIN ) / SQRT( AMAX )
  239:       END IF
  240:       RETURN
  241: *
  242: *     End of ZPBEQU
  243: *
  244:       END

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