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zpbequ.f 6.7 kB

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  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. *> \ingroup complex16OTHERcomputational
  127. *
  128. * =====================================================================
  129. SUBROUTINE ZPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
  130. *
  131. * -- LAPACK computational routine --
  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