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sgbequb.f 9.4 kB

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  1. *> \brief \b SGBEQUB
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGBEQUB + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgbequb.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgbequb.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgbequb.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
  22. * AMAX, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, KL, KU, LDAB, M, N
  26. * REAL AMAX, COLCND, ROWCND
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL AB( LDAB, * ), C( * ), R( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SGBEQUB computes row and column scalings intended to equilibrate an
  39. *> M-by-N matrix A and reduce its condition number. R returns the row
  40. *> scale factors and C the column scale factors, chosen to try to make
  41. *> the largest element in each row and column of the matrix B with
  42. *> elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
  43. *> the radix.
  44. *>
  45. *> R(i) and C(j) are restricted to be a power of the radix between
  46. *> SMLNUM = smallest safe number and BIGNUM = largest safe number. Use
  47. *> of these scaling factors is not guaranteed to reduce the condition
  48. *> number of A but works well in practice.
  49. *>
  50. *> This routine differs from SGEEQU by restricting the scaling factors
  51. *> to a power of the radix. Baring over- and underflow, scaling by
  52. *> these factors introduces no additional rounding errors. However, the
  53. *> scaled entries' magnitured are no longer approximately 1 but lie
  54. *> between sqrt(radix) and 1/sqrt(radix).
  55. *> \endverbatim
  56. *
  57. * Arguments:
  58. * ==========
  59. *
  60. *> \param[in] M
  61. *> \verbatim
  62. *> M is INTEGER
  63. *> The number of rows of the matrix A. M >= 0.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] N
  67. *> \verbatim
  68. *> N is INTEGER
  69. *> The number of columns of the matrix A. N >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] KL
  73. *> \verbatim
  74. *> KL is INTEGER
  75. *> The number of subdiagonals within the band of A. KL >= 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] KU
  79. *> \verbatim
  80. *> KU is INTEGER
  81. *> The number of superdiagonals within the band of A. KU >= 0.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] AB
  85. *> \verbatim
  86. *> AB is DOUBLE PRECISION array, dimension (LDAB,N)
  87. *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
  88. *> The j-th column of A is stored in the j-th column of the
  89. *> array AB as follows:
  90. *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDAB
  94. *> \verbatim
  95. *> LDAB is INTEGER
  96. *> The leading dimension of the array A. LDAB >= max(1,M).
  97. *> \endverbatim
  98. *>
  99. *> \param[out] R
  100. *> \verbatim
  101. *> R is REAL array, dimension (M)
  102. *> If INFO = 0 or INFO > M, R contains the row scale factors
  103. *> for A.
  104. *> \endverbatim
  105. *>
  106. *> \param[out] C
  107. *> \verbatim
  108. *> C is REAL array, dimension (N)
  109. *> If INFO = 0, C contains the column scale factors for A.
  110. *> \endverbatim
  111. *>
  112. *> \param[out] ROWCND
  113. *> \verbatim
  114. *> ROWCND is REAL
  115. *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the
  116. *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
  117. *> AMAX is neither too large nor too small, it is not worth
  118. *> scaling by R.
  119. *> \endverbatim
  120. *>
  121. *> \param[out] COLCND
  122. *> \verbatim
  123. *> COLCND is REAL
  124. *> If INFO = 0, COLCND contains the ratio of the smallest
  125. *> C(i) to the largest C(i). If COLCND >= 0.1, it is not
  126. *> worth scaling by C.
  127. *> \endverbatim
  128. *>
  129. *> \param[out] AMAX
  130. *> \verbatim
  131. *> AMAX is REAL
  132. *> Absolute value of largest matrix element. If AMAX is very
  133. *> close to overflow or very close to underflow, the matrix
  134. *> should be scaled.
  135. *> \endverbatim
  136. *>
  137. *> \param[out] INFO
  138. *> \verbatim
  139. *> INFO is INTEGER
  140. *> = 0: successful exit
  141. *> < 0: if INFO = -i, the i-th argument had an illegal value
  142. *> > 0: if INFO = i, and i is
  143. *> <= M: the i-th row of A is exactly zero
  144. *> > M: the (i-M)-th column of A is exactly zero
  145. *> \endverbatim
  146. *
  147. * Authors:
  148. * ========
  149. *
  150. *> \author Univ. of Tennessee
  151. *> \author Univ. of California Berkeley
  152. *> \author Univ. of Colorado Denver
  153. *> \author NAG Ltd.
  154. *
  155. *> \date November 2011
  156. *
  157. *> \ingroup realGBcomputational
  158. *
  159. * =====================================================================
  160. SUBROUTINE SGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
  161. $ AMAX, INFO )
  162. *
  163. * -- LAPACK computational routine (version 3.4.0) --
  164. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  165. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  166. * November 2011
  167. *
  168. * .. Scalar Arguments ..
  169. INTEGER INFO, KL, KU, LDAB, M, N
  170. REAL AMAX, COLCND, ROWCND
  171. * ..
  172. * .. Array Arguments ..
  173. REAL AB( LDAB, * ), C( * ), R( * )
  174. * ..
  175. *
  176. * =====================================================================
  177. *
  178. * .. Parameters ..
  179. REAL ONE, ZERO
  180. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  181. * ..
  182. * .. Local Scalars ..
  183. INTEGER I, J, KD
  184. REAL BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX, LOGRDX
  185. * ..
  186. * .. External Functions ..
  187. REAL SLAMCH
  188. EXTERNAL SLAMCH
  189. * ..
  190. * .. External Subroutines ..
  191. EXTERNAL XERBLA
  192. * ..
  193. * .. Intrinsic Functions ..
  194. INTRINSIC ABS, MAX, MIN, LOG
  195. * ..
  196. * .. Executable Statements ..
  197. *
  198. * Test the input parameters.
  199. *
  200. INFO = 0
  201. IF( M.LT.0 ) THEN
  202. INFO = -1
  203. ELSE IF( N.LT.0 ) THEN
  204. INFO = -2
  205. ELSE IF( KL.LT.0 ) THEN
  206. INFO = -3
  207. ELSE IF( KU.LT.0 ) THEN
  208. INFO = -4
  209. ELSE IF( LDAB.LT.KL+KU+1 ) THEN
  210. INFO = -6
  211. END IF
  212. IF( INFO.NE.0 ) THEN
  213. CALL XERBLA( 'SGBEQUB', -INFO )
  214. RETURN
  215. END IF
  216. *
  217. * Quick return if possible.
  218. *
  219. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  220. ROWCND = ONE
  221. COLCND = ONE
  222. AMAX = ZERO
  223. RETURN
  224. END IF
  225. *
  226. * Get machine constants. Assume SMLNUM is a power of the radix.
  227. *
  228. SMLNUM = SLAMCH( 'S' )
  229. BIGNUM = ONE / SMLNUM
  230. RADIX = SLAMCH( 'B' )
  231. LOGRDX = LOG(RADIX)
  232. *
  233. * Compute row scale factors.
  234. *
  235. DO 10 I = 1, M
  236. R( I ) = ZERO
  237. 10 CONTINUE
  238. *
  239. * Find the maximum element in each row.
  240. *
  241. KD = KU + 1
  242. DO 30 J = 1, N
  243. DO 20 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  244. R( I ) = MAX( R( I ), ABS( AB( KD+I-J, J ) ) )
  245. 20 CONTINUE
  246. 30 CONTINUE
  247. DO I = 1, M
  248. IF( R( I ).GT.ZERO ) THEN
  249. R( I ) = RADIX**INT( LOG( R( I ) ) / LOGRDX )
  250. END IF
  251. END DO
  252. *
  253. * Find the maximum and minimum scale factors.
  254. *
  255. RCMIN = BIGNUM
  256. RCMAX = ZERO
  257. DO 40 I = 1, M
  258. RCMAX = MAX( RCMAX, R( I ) )
  259. RCMIN = MIN( RCMIN, R( I ) )
  260. 40 CONTINUE
  261. AMAX = RCMAX
  262. *
  263. IF( RCMIN.EQ.ZERO ) THEN
  264. *
  265. * Find the first zero scale factor and return an error code.
  266. *
  267. DO 50 I = 1, M
  268. IF( R( I ).EQ.ZERO ) THEN
  269. INFO = I
  270. RETURN
  271. END IF
  272. 50 CONTINUE
  273. ELSE
  274. *
  275. * Invert the scale factors.
  276. *
  277. DO 60 I = 1, M
  278. R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  279. 60 CONTINUE
  280. *
  281. * Compute ROWCND = min(R(I)) / max(R(I)).
  282. *
  283. ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  284. END IF
  285. *
  286. * Compute column scale factors.
  287. *
  288. DO 70 J = 1, N
  289. C( J ) = ZERO
  290. 70 CONTINUE
  291. *
  292. * Find the maximum element in each column,
  293. * assuming the row scaling computed above.
  294. *
  295. DO 90 J = 1, N
  296. DO 80 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  297. C( J ) = MAX( C( J ), ABS( AB( KD+I-J, J ) )*R( I ) )
  298. 80 CONTINUE
  299. IF( C( J ).GT.ZERO ) THEN
  300. C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX )
  301. END IF
  302. 90 CONTINUE
  303. *
  304. * Find the maximum and minimum scale factors.
  305. *
  306. RCMIN = BIGNUM
  307. RCMAX = ZERO
  308. DO 100 J = 1, N
  309. RCMIN = MIN( RCMIN, C( J ) )
  310. RCMAX = MAX( RCMAX, C( J ) )
  311. 100 CONTINUE
  312. *
  313. IF( RCMIN.EQ.ZERO ) THEN
  314. *
  315. * Find the first zero scale factor and return an error code.
  316. *
  317. DO 110 J = 1, N
  318. IF( C( J ).EQ.ZERO ) THEN
  319. INFO = M + J
  320. RETURN
  321. END IF
  322. 110 CONTINUE
  323. ELSE
  324. *
  325. * Invert the scale factors.
  326. *
  327. DO 120 J = 1, N
  328. C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  329. 120 CONTINUE
  330. *
  331. * Compute COLCND = min(C(J)) / max(C(J)).
  332. *
  333. COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  334. END IF
  335. *
  336. RETURN
  337. *
  338. * End of SGBEQUB
  339. *
  340. END