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zgeequb.f 9.0 kB

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  1. *> \brief \b ZGEEQUB
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEEQUB + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeequb.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeequb.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeequb.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, M, N
  26. * DOUBLE PRECISION AMAX, COLCND, ROWCND
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION C( * ), R( * )
  30. * COMPLEX*16 A( LDA, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZGEEQUB computes row and column scalings intended to equilibrate an
  40. *> M-by-N matrix A and reduce its condition number. R returns the row
  41. *> scale factors and C the column scale factors, chosen to try to make
  42. *> the largest element in each row and column of the matrix B with
  43. *> elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
  44. *> the radix.
  45. *>
  46. *> R(i) and C(j) are restricted to be a power of the radix between
  47. *> SMLNUM = smallest safe number and BIGNUM = largest safe number. Use
  48. *> of these scaling factors is not guaranteed to reduce the condition
  49. *> number of A but works well in practice.
  50. *>
  51. *> This routine differs from ZGEEQU by restricting the scaling factors
  52. *> to a power of the radix. Barring over- and underflow, scaling by
  53. *> these factors introduces no additional rounding errors. However, the
  54. *> scaled entries' magnitudes are no longer approximately 1 but lie
  55. *> between sqrt(radix) and 1/sqrt(radix).
  56. *> \endverbatim
  57. *
  58. * Arguments:
  59. * ==========
  60. *
  61. *> \param[in] M
  62. *> \verbatim
  63. *> M is INTEGER
  64. *> The number of rows of the matrix A. M >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] N
  68. *> \verbatim
  69. *> N is INTEGER
  70. *> The number of columns of the matrix A. N >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] A
  74. *> \verbatim
  75. *> A is COMPLEX*16 array, dimension (LDA,N)
  76. *> The M-by-N matrix whose equilibration factors are
  77. *> to be computed.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDA
  81. *> \verbatim
  82. *> LDA is INTEGER
  83. *> The leading dimension of the array A. LDA >= max(1,M).
  84. *> \endverbatim
  85. *>
  86. *> \param[out] R
  87. *> \verbatim
  88. *> R is DOUBLE PRECISION array, dimension (M)
  89. *> If INFO = 0 or INFO > M, R contains the row scale factors
  90. *> for A.
  91. *> \endverbatim
  92. *>
  93. *> \param[out] C
  94. *> \verbatim
  95. *> C is DOUBLE PRECISION array, dimension (N)
  96. *> If INFO = 0, C contains the column scale factors for A.
  97. *> \endverbatim
  98. *>
  99. *> \param[out] ROWCND
  100. *> \verbatim
  101. *> ROWCND is DOUBLE PRECISION
  102. *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the
  103. *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
  104. *> AMAX is neither too large nor too small, it is not worth
  105. *> scaling by R.
  106. *> \endverbatim
  107. *>
  108. *> \param[out] COLCND
  109. *> \verbatim
  110. *> COLCND is DOUBLE PRECISION
  111. *> If INFO = 0, COLCND contains the ratio of the smallest
  112. *> C(i) to the largest C(i). If COLCND >= 0.1, it is not
  113. *> worth scaling by C.
  114. *> \endverbatim
  115. *>
  116. *> \param[out] AMAX
  117. *> \verbatim
  118. *> AMAX is DOUBLE PRECISION
  119. *> Absolute value of largest matrix element. If AMAX is very
  120. *> close to overflow or very close to underflow, the matrix
  121. *> should be scaled.
  122. *> \endverbatim
  123. *>
  124. *> \param[out] INFO
  125. *> \verbatim
  126. *> INFO is INTEGER
  127. *> = 0: successful exit
  128. *> < 0: if INFO = -i, the i-th argument had an illegal value
  129. *> > 0: if INFO = i, and i is
  130. *> <= M: the i-th row of A is exactly zero
  131. *> > M: the (i-M)-th column of A is exactly zero
  132. *> \endverbatim
  133. *
  134. * Authors:
  135. * ========
  136. *
  137. *> \author Univ. of Tennessee
  138. *> \author Univ. of California Berkeley
  139. *> \author Univ. of Colorado Denver
  140. *> \author NAG Ltd.
  141. *
  142. *> \date December 2016
  143. *
  144. *> \ingroup complex16GEcomputational
  145. *
  146. * =====================================================================
  147. SUBROUTINE ZGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
  148. $ INFO )
  149. *
  150. * -- LAPACK computational routine (version 3.7.0) --
  151. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  152. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  153. * December 2016
  154. *
  155. * .. Scalar Arguments ..
  156. INTEGER INFO, LDA, M, N
  157. DOUBLE PRECISION AMAX, COLCND, ROWCND
  158. * ..
  159. * .. Array Arguments ..
  160. DOUBLE PRECISION C( * ), R( * )
  161. COMPLEX*16 A( LDA, * )
  162. * ..
  163. *
  164. * =====================================================================
  165. *
  166. * .. Parameters ..
  167. DOUBLE PRECISION ONE, ZERO
  168. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  169. * ..
  170. * .. Local Scalars ..
  171. INTEGER I, J
  172. DOUBLE PRECISION BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX, LOGRDX
  173. COMPLEX*16 ZDUM
  174. * ..
  175. * .. External Functions ..
  176. DOUBLE PRECISION DLAMCH
  177. EXTERNAL DLAMCH
  178. * ..
  179. * .. External Subroutines ..
  180. EXTERNAL XERBLA
  181. * ..
  182. * .. Intrinsic Functions ..
  183. INTRINSIC ABS, MAX, MIN, LOG, DBLE, DIMAG
  184. * ..
  185. * .. Statement Functions ..
  186. DOUBLE PRECISION CABS1
  187. * ..
  188. * .. Statement Function definitions ..
  189. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  190. * ..
  191. * .. Executable Statements ..
  192. *
  193. * Test the input parameters.
  194. *
  195. INFO = 0
  196. IF( M.LT.0 ) THEN
  197. INFO = -1
  198. ELSE IF( N.LT.0 ) THEN
  199. INFO = -2
  200. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  201. INFO = -4
  202. END IF
  203. IF( INFO.NE.0 ) THEN
  204. CALL XERBLA( 'ZGEEQUB', -INFO )
  205. RETURN
  206. END IF
  207. *
  208. * Quick return if possible.
  209. *
  210. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  211. ROWCND = ONE
  212. COLCND = ONE
  213. AMAX = ZERO
  214. RETURN
  215. END IF
  216. *
  217. * Get machine constants. Assume SMLNUM is a power of the radix.
  218. *
  219. SMLNUM = DLAMCH( 'S' )
  220. BIGNUM = ONE / SMLNUM
  221. RADIX = DLAMCH( 'B' )
  222. LOGRDX = LOG( RADIX )
  223. *
  224. * Compute row scale factors.
  225. *
  226. DO 10 I = 1, M
  227. R( I ) = ZERO
  228. 10 CONTINUE
  229. *
  230. * Find the maximum element in each row.
  231. *
  232. DO 30 J = 1, N
  233. DO 20 I = 1, M
  234. R( I ) = MAX( R( I ), CABS1( A( I, J ) ) )
  235. 20 CONTINUE
  236. 30 CONTINUE
  237. DO I = 1, M
  238. IF( R( I ).GT.ZERO ) THEN
  239. R( I ) = RADIX**INT( LOG(R( I ) ) / LOGRDX )
  240. END IF
  241. END DO
  242. *
  243. * Find the maximum and minimum scale factors.
  244. *
  245. RCMIN = BIGNUM
  246. RCMAX = ZERO
  247. DO 40 I = 1, M
  248. RCMAX = MAX( RCMAX, R( I ) )
  249. RCMIN = MIN( RCMIN, R( I ) )
  250. 40 CONTINUE
  251. AMAX = RCMAX
  252. *
  253. IF( RCMIN.EQ.ZERO ) THEN
  254. *
  255. * Find the first zero scale factor and return an error code.
  256. *
  257. DO 50 I = 1, M
  258. IF( R( I ).EQ.ZERO ) THEN
  259. INFO = I
  260. RETURN
  261. END IF
  262. 50 CONTINUE
  263. ELSE
  264. *
  265. * Invert the scale factors.
  266. *
  267. DO 60 I = 1, M
  268. R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  269. 60 CONTINUE
  270. *
  271. * Compute ROWCND = min(R(I)) / max(R(I)).
  272. *
  273. ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  274. END IF
  275. *
  276. * Compute column scale factors.
  277. *
  278. DO 70 J = 1, N
  279. C( J ) = ZERO
  280. 70 CONTINUE
  281. *
  282. * Find the maximum element in each column,
  283. * assuming the row scaling computed above.
  284. *
  285. DO 90 J = 1, N
  286. DO 80 I = 1, M
  287. C( J ) = MAX( C( J ), CABS1( A( I, J ) )*R( I ) )
  288. 80 CONTINUE
  289. IF( C( J ).GT.ZERO ) THEN
  290. C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX )
  291. END IF
  292. 90 CONTINUE
  293. *
  294. * Find the maximum and minimum scale factors.
  295. *
  296. RCMIN = BIGNUM
  297. RCMAX = ZERO
  298. DO 100 J = 1, N
  299. RCMIN = MIN( RCMIN, C( J ) )
  300. RCMAX = MAX( RCMAX, C( J ) )
  301. 100 CONTINUE
  302. *
  303. IF( RCMIN.EQ.ZERO ) THEN
  304. *
  305. * Find the first zero scale factor and return an error code.
  306. *
  307. DO 110 J = 1, N
  308. IF( C( J ).EQ.ZERO ) THEN
  309. INFO = M + J
  310. RETURN
  311. END IF
  312. 110 CONTINUE
  313. ELSE
  314. *
  315. * Invert the scale factors.
  316. *
  317. DO 120 J = 1, N
  318. C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  319. 120 CONTINUE
  320. *
  321. * Compute COLCND = min(C(J)) / max(C(J)).
  322. *
  323. COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  324. END IF
  325. *
  326. RETURN
  327. *
  328. * End of ZGEEQUB
  329. *
  330. END