You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

sgebal.f 10 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397
  1. *> \brief \b SGEBAL
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGEBAL + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgebal.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgebal.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgebal.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER JOB
  25. * INTEGER IHI, ILO, INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * REAL A( LDA, * ), SCALE( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> SGEBAL balances a general real matrix A. This involves, first,
  38. *> permuting A by a similarity transformation to isolate eigenvalues
  39. *> in the first 1 to ILO-1 and last IHI+1 to N elements on the
  40. *> diagonal; and second, applying a diagonal similarity transformation
  41. *> to rows and columns ILO to IHI to make the rows and columns as
  42. *> close in norm as possible. Both steps are optional.
  43. *>
  44. *> Balancing may reduce the 1-norm of the matrix, and improve the
  45. *> accuracy of the computed eigenvalues and/or eigenvectors.
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] JOB
  52. *> \verbatim
  53. *> JOB is CHARACTER*1
  54. *> Specifies the operations to be performed on A:
  55. *> = 'N': none: simply set ILO = 1, IHI = N, SCALE(I) = 1.0
  56. *> for i = 1,...,N;
  57. *> = 'P': permute only;
  58. *> = 'S': scale only;
  59. *> = 'B': both permute and scale.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The order of the matrix A. N >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in,out] A
  69. *> \verbatim
  70. *> A is REAL array, dimension (LDA,N)
  71. *> On entry, the input matrix A.
  72. *> On exit, A is overwritten by the balanced matrix.
  73. *> If JOB = 'N', A is not referenced.
  74. *> See Further Details.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] LDA
  78. *> \verbatim
  79. *> LDA is INTEGER
  80. *> The leading dimension of the array A. LDA >= max(1,N).
  81. *> \endverbatim
  82. *>
  83. *> \param[out] ILO
  84. *> \verbatim
  85. *> ILO is INTEGER
  86. *> \endverbatim
  87. *> \param[out] IHI
  88. *> \verbatim
  89. *> IHI is INTEGER
  90. *> ILO and IHI are set to integers such that on exit
  91. *> A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N.
  92. *> If JOB = 'N' or 'S', ILO = 1 and IHI = N.
  93. *> \endverbatim
  94. *>
  95. *> \param[out] SCALE
  96. *> \verbatim
  97. *> SCALE is REAL array, dimension (N)
  98. *> Details of the permutations and scaling factors applied to
  99. *> A. If P(j) is the index of the row and column interchanged
  100. *> with row and column j and D(j) is the scaling factor
  101. *> applied to row and column j, then
  102. *> SCALE(j) = P(j) for j = 1,...,ILO-1
  103. *> = D(j) for j = ILO,...,IHI
  104. *> = P(j) for j = IHI+1,...,N.
  105. *> The order in which the interchanges are made is N to IHI+1,
  106. *> then 1 to ILO-1.
  107. *> \endverbatim
  108. *>
  109. *> \param[out] INFO
  110. *> \verbatim
  111. *> INFO is INTEGER
  112. *> = 0: successful exit.
  113. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  114. *> \endverbatim
  115. *
  116. * Authors:
  117. * ========
  118. *
  119. *> \author Univ. of Tennessee
  120. *> \author Univ. of California Berkeley
  121. *> \author Univ. of Colorado Denver
  122. *> \author NAG Ltd.
  123. *
  124. *> \date December 2016
  125. *
  126. *> \ingroup realGEcomputational
  127. *
  128. *> \par Further Details:
  129. * =====================
  130. *>
  131. *> \verbatim
  132. *>
  133. *> The permutations consist of row and column interchanges which put
  134. *> the matrix in the form
  135. *>
  136. *> ( T1 X Y )
  137. *> P A P = ( 0 B Z )
  138. *> ( 0 0 T2 )
  139. *>
  140. *> where T1 and T2 are upper triangular matrices whose eigenvalues lie
  141. *> along the diagonal. The column indices ILO and IHI mark the starting
  142. *> and ending columns of the submatrix B. Balancing consists of applying
  143. *> a diagonal similarity transformation inv(D) * B * D to make the
  144. *> 1-norms of each row of B and its corresponding column nearly equal.
  145. *> The output matrix is
  146. *>
  147. *> ( T1 X*D Y )
  148. *> ( 0 inv(D)*B*D inv(D)*Z ).
  149. *> ( 0 0 T2 )
  150. *>
  151. *> Information about the permutations P and the diagonal matrix D is
  152. *> returned in the vector SCALE.
  153. *>
  154. *> This subroutine is based on the EISPACK routine BALANC.
  155. *>
  156. *> Modified by Tzu-Yi Chen, Computer Science Division, University of
  157. *> California at Berkeley, USA
  158. *> \endverbatim
  159. *>
  160. * =====================================================================
  161. SUBROUTINE SGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
  162. *
  163. * -- LAPACK computational routine (version 3.7.0) --
  164. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  165. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  166. * December 2016
  167. *
  168. * .. Scalar Arguments ..
  169. CHARACTER JOB
  170. INTEGER IHI, ILO, INFO, LDA, N
  171. * ..
  172. * .. Array Arguments ..
  173. REAL A( LDA, * ), SCALE( * )
  174. * ..
  175. *
  176. * =====================================================================
  177. *
  178. * .. Parameters ..
  179. REAL ZERO, ONE
  180. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  181. REAL SCLFAC
  182. PARAMETER ( SCLFAC = 2.0E+0 )
  183. REAL FACTOR
  184. PARAMETER ( FACTOR = 0.95E+0 )
  185. * ..
  186. * .. Local Scalars ..
  187. LOGICAL NOCONV
  188. INTEGER I, ICA, IEXC, IRA, J, K, L, M
  189. REAL C, CA, F, G, R, RA, S, SFMAX1, SFMAX2, SFMIN1,
  190. $ SFMIN2
  191. * ..
  192. * .. External Functions ..
  193. LOGICAL SISNAN, LSAME
  194. INTEGER ISAMAX
  195. REAL SLAMCH, SNRM2
  196. EXTERNAL SISNAN, LSAME, ISAMAX, SLAMCH, SNRM2
  197. * ..
  198. * .. External Subroutines ..
  199. EXTERNAL SSCAL, SSWAP, XERBLA
  200. * ..
  201. * .. Intrinsic Functions ..
  202. INTRINSIC ABS, MAX, MIN
  203. *
  204. * Test the input parameters
  205. *
  206. INFO = 0
  207. IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
  208. $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
  209. INFO = -1
  210. ELSE IF( N.LT.0 ) THEN
  211. INFO = -2
  212. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  213. INFO = -4
  214. END IF
  215. IF( INFO.NE.0 ) THEN
  216. CALL XERBLA( 'SGEBAL', -INFO )
  217. RETURN
  218. END IF
  219. *
  220. K = 1
  221. L = N
  222. *
  223. IF( N.EQ.0 )
  224. $ GO TO 210
  225. *
  226. IF( LSAME( JOB, 'N' ) ) THEN
  227. DO 10 I = 1, N
  228. SCALE( I ) = ONE
  229. 10 CONTINUE
  230. GO TO 210
  231. END IF
  232. *
  233. IF( LSAME( JOB, 'S' ) )
  234. $ GO TO 120
  235. *
  236. * Permutation to isolate eigenvalues if possible
  237. *
  238. GO TO 50
  239. *
  240. * Row and column exchange.
  241. *
  242. 20 CONTINUE
  243. SCALE( M ) = J
  244. IF( J.EQ.M )
  245. $ GO TO 30
  246. *
  247. CALL SSWAP( L, A( 1, J ), 1, A( 1, M ), 1 )
  248. CALL SSWAP( N-K+1, A( J, K ), LDA, A( M, K ), LDA )
  249. *
  250. 30 CONTINUE
  251. GO TO ( 40, 80 )IEXC
  252. *
  253. * Search for rows isolating an eigenvalue and push them down.
  254. *
  255. 40 CONTINUE
  256. IF( L.EQ.1 )
  257. $ GO TO 210
  258. L = L - 1
  259. *
  260. 50 CONTINUE
  261. DO 70 J = L, 1, -1
  262. *
  263. DO 60 I = 1, L
  264. IF( I.EQ.J )
  265. $ GO TO 60
  266. IF( A( J, I ).NE.ZERO )
  267. $ GO TO 70
  268. 60 CONTINUE
  269. *
  270. M = L
  271. IEXC = 1
  272. GO TO 20
  273. 70 CONTINUE
  274. *
  275. GO TO 90
  276. *
  277. * Search for columns isolating an eigenvalue and push them left.
  278. *
  279. 80 CONTINUE
  280. K = K + 1
  281. *
  282. 90 CONTINUE
  283. DO 110 J = K, L
  284. *
  285. DO 100 I = K, L
  286. IF( I.EQ.J )
  287. $ GO TO 100
  288. IF( A( I, J ).NE.ZERO )
  289. $ GO TO 110
  290. 100 CONTINUE
  291. *
  292. M = K
  293. IEXC = 2
  294. GO TO 20
  295. 110 CONTINUE
  296. *
  297. 120 CONTINUE
  298. DO 130 I = K, L
  299. SCALE( I ) = ONE
  300. 130 CONTINUE
  301. *
  302. IF( LSAME( JOB, 'P' ) )
  303. $ GO TO 210
  304. *
  305. * Balance the submatrix in rows K to L.
  306. *
  307. * Iterative loop for norm reduction
  308. *
  309. SFMIN1 = SLAMCH( 'S' ) / SLAMCH( 'P' )
  310. SFMAX1 = ONE / SFMIN1
  311. SFMIN2 = SFMIN1*SCLFAC
  312. SFMAX2 = ONE / SFMIN2
  313. 140 CONTINUE
  314. NOCONV = .FALSE.
  315. *
  316. DO 200 I = K, L
  317. *
  318. C = SNRM2( L-K+1, A( K, I ), 1 )
  319. R = SNRM2( L-K+1, A( I, K ), LDA )
  320. ICA = ISAMAX( L, A( 1, I ), 1 )
  321. CA = ABS( A( ICA, I ) )
  322. IRA = ISAMAX( N-K+1, A( I, K ), LDA )
  323. RA = ABS( A( I, IRA+K-1 ) )
  324. *
  325. * Guard against zero C or R due to underflow.
  326. *
  327. IF( C.EQ.ZERO .OR. R.EQ.ZERO )
  328. $ GO TO 200
  329. G = R / SCLFAC
  330. F = ONE
  331. S = C + R
  332. 160 CONTINUE
  333. IF( C.GE.G .OR. MAX( F, C, CA ).GE.SFMAX2 .OR.
  334. $ MIN( R, G, RA ).LE.SFMIN2 )GO TO 170
  335. F = F*SCLFAC
  336. C = C*SCLFAC
  337. CA = CA*SCLFAC
  338. R = R / SCLFAC
  339. G = G / SCLFAC
  340. RA = RA / SCLFAC
  341. GO TO 160
  342. *
  343. 170 CONTINUE
  344. G = C / SCLFAC
  345. 180 CONTINUE
  346. IF( G.LT.R .OR. MAX( R, RA ).GE.SFMAX2 .OR.
  347. $ MIN( F, C, G, CA ).LE.SFMIN2 )GO TO 190
  348. IF( SISNAN( C+F+CA+R+G+RA ) ) THEN
  349. *
  350. * Exit if NaN to avoid infinite loop
  351. *
  352. INFO = -3
  353. CALL XERBLA( 'SGEBAL', -INFO )
  354. RETURN
  355. END IF
  356. F = F / SCLFAC
  357. C = C / SCLFAC
  358. G = G / SCLFAC
  359. CA = CA / SCLFAC
  360. R = R*SCLFAC
  361. RA = RA*SCLFAC
  362. GO TO 180
  363. *
  364. * Now balance.
  365. *
  366. 190 CONTINUE
  367. IF( ( C+R ).GE.FACTOR*S )
  368. $ GO TO 200
  369. IF( F.LT.ONE .AND. SCALE( I ).LT.ONE ) THEN
  370. IF( F*SCALE( I ).LE.SFMIN1 )
  371. $ GO TO 200
  372. END IF
  373. IF( F.GT.ONE .AND. SCALE( I ).GT.ONE ) THEN
  374. IF( SCALE( I ).GE.SFMAX1 / F )
  375. $ GO TO 200
  376. END IF
  377. G = ONE / F
  378. SCALE( I ) = SCALE( I )*F
  379. NOCONV = .TRUE.
  380. *
  381. CALL SSCAL( N-K+1, G, A( I, K ), LDA )
  382. CALL SSCAL( L, F, A( 1, I ), 1 )
  383. *
  384. 200 CONTINUE
  385. *
  386. IF( NOCONV )
  387. $ GO TO 140
  388. *
  389. 210 CONTINUE
  390. ILO = K
  391. IHI = L
  392. *
  393. RETURN
  394. *
  395. * End of SGEBAL
  396. *
  397. END