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sgbequ.f 8.5 kB

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  1. *> \brief \b SGBEQU
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGBEQU + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgbequ.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgbequ.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgbequ.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGBEQU( 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. *> SGBEQU computes row and column scalings intended to equilibrate an
  39. *> M-by-N band matrix A and reduce its condition number. R returns the
  40. *> row scale factors and C the column scale factors, chosen to try to
  41. *> make 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 absolute value 1.
  43. *>
  44. *> R(i) and C(j) are restricted to be between SMLNUM = smallest safe
  45. *> number and BIGNUM = largest safe number. Use of these scaling
  46. *> factors is not guaranteed to reduce the condition number of A but
  47. *> works well in practice.
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] M
  54. *> \verbatim
  55. *> M is INTEGER
  56. *> The number of rows of the matrix A. M >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] N
  60. *> \verbatim
  61. *> N is INTEGER
  62. *> The number of columns of the matrix A. N >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] KL
  66. *> \verbatim
  67. *> KL is INTEGER
  68. *> The number of subdiagonals within the band of A. KL >= 0.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] KU
  72. *> \verbatim
  73. *> KU is INTEGER
  74. *> The number of superdiagonals within the band of A. KU >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] AB
  78. *> \verbatim
  79. *> AB is REAL array, dimension (LDAB,N)
  80. *> The band matrix A, stored in rows 1 to KL+KU+1. The j-th
  81. *> column of A is stored in the j-th column of the array AB as
  82. *> follows:
  83. *> AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDAB
  87. *> \verbatim
  88. *> LDAB is INTEGER
  89. *> The leading dimension of the array AB. LDAB >= KL+KU+1.
  90. *> \endverbatim
  91. *>
  92. *> \param[out] R
  93. *> \verbatim
  94. *> R is REAL array, dimension (M)
  95. *> If INFO = 0, or INFO > M, R contains the row scale factors
  96. *> for A.
  97. *> \endverbatim
  98. *>
  99. *> \param[out] C
  100. *> \verbatim
  101. *> C is REAL array, dimension (N)
  102. *> If INFO = 0, C contains the column scale factors for A.
  103. *> \endverbatim
  104. *>
  105. *> \param[out] ROWCND
  106. *> \verbatim
  107. *> ROWCND is REAL
  108. *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the
  109. *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
  110. *> AMAX is neither too large nor too small, it is not worth
  111. *> scaling by R.
  112. *> \endverbatim
  113. *>
  114. *> \param[out] COLCND
  115. *> \verbatim
  116. *> COLCND is REAL
  117. *> If INFO = 0, COLCND contains the ratio of the smallest
  118. *> C(i) to the largest C(i). If COLCND >= 0.1, it is not
  119. *> worth scaling by C.
  120. *> \endverbatim
  121. *>
  122. *> \param[out] AMAX
  123. *> \verbatim
  124. *> AMAX is REAL
  125. *> Absolute value of largest matrix element. If AMAX is very
  126. *> close to overflow or very close to underflow, the matrix
  127. *> should be scaled.
  128. *> \endverbatim
  129. *>
  130. *> \param[out] INFO
  131. *> \verbatim
  132. *> INFO is INTEGER
  133. *> = 0: successful exit
  134. *> < 0: if INFO = -i, the i-th argument had an illegal value
  135. *> > 0: if INFO = i, and i is
  136. *> <= M: the i-th row of A is exactly zero
  137. *> > M: the (i-M)-th column of A is exactly zero
  138. *> \endverbatim
  139. *
  140. * Authors:
  141. * ========
  142. *
  143. *> \author Univ. of Tennessee
  144. *> \author Univ. of California Berkeley
  145. *> \author Univ. of Colorado Denver
  146. *> \author NAG Ltd.
  147. *
  148. *> \ingroup realGBcomputational
  149. *
  150. * =====================================================================
  151. SUBROUTINE SGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
  152. $ AMAX, INFO )
  153. *
  154. * -- LAPACK computational routine --
  155. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  156. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  157. *
  158. * .. Scalar Arguments ..
  159. INTEGER INFO, KL, KU, LDAB, M, N
  160. REAL AMAX, COLCND, ROWCND
  161. * ..
  162. * .. Array Arguments ..
  163. REAL AB( LDAB, * ), C( * ), R( * )
  164. * ..
  165. *
  166. * =====================================================================
  167. *
  168. * .. Parameters ..
  169. REAL ONE, ZERO
  170. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  171. * ..
  172. * .. Local Scalars ..
  173. INTEGER I, J, KD
  174. REAL BIGNUM, RCMAX, RCMIN, SMLNUM
  175. * ..
  176. * .. External Functions ..
  177. REAL SLAMCH
  178. EXTERNAL SLAMCH
  179. * ..
  180. * .. External Subroutines ..
  181. EXTERNAL XERBLA
  182. * ..
  183. * .. Intrinsic Functions ..
  184. INTRINSIC ABS, MAX, MIN
  185. * ..
  186. * .. Executable Statements ..
  187. *
  188. * Test the input parameters
  189. *
  190. INFO = 0
  191. IF( M.LT.0 ) THEN
  192. INFO = -1
  193. ELSE IF( N.LT.0 ) THEN
  194. INFO = -2
  195. ELSE IF( KL.LT.0 ) THEN
  196. INFO = -3
  197. ELSE IF( KU.LT.0 ) THEN
  198. INFO = -4
  199. ELSE IF( LDAB.LT.KL+KU+1 ) THEN
  200. INFO = -6
  201. END IF
  202. IF( INFO.NE.0 ) THEN
  203. CALL XERBLA( 'SGBEQU', -INFO )
  204. RETURN
  205. END IF
  206. *
  207. * Quick return if possible
  208. *
  209. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  210. ROWCND = ONE
  211. COLCND = ONE
  212. AMAX = ZERO
  213. RETURN
  214. END IF
  215. *
  216. * Get machine constants.
  217. *
  218. SMLNUM = SLAMCH( 'S' )
  219. BIGNUM = ONE / SMLNUM
  220. *
  221. * Compute row scale factors.
  222. *
  223. DO 10 I = 1, M
  224. R( I ) = ZERO
  225. 10 CONTINUE
  226. *
  227. * Find the maximum element in each row.
  228. *
  229. KD = KU + 1
  230. DO 30 J = 1, N
  231. DO 20 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  232. R( I ) = MAX( R( I ), ABS( AB( KD+I-J, J ) ) )
  233. 20 CONTINUE
  234. 30 CONTINUE
  235. *
  236. * Find the maximum and minimum scale factors.
  237. *
  238. RCMIN = BIGNUM
  239. RCMAX = ZERO
  240. DO 40 I = 1, M
  241. RCMAX = MAX( RCMAX, R( I ) )
  242. RCMIN = MIN( RCMIN, R( I ) )
  243. 40 CONTINUE
  244. AMAX = RCMAX
  245. *
  246. IF( RCMIN.EQ.ZERO ) THEN
  247. *
  248. * Find the first zero scale factor and return an error code.
  249. *
  250. DO 50 I = 1, M
  251. IF( R( I ).EQ.ZERO ) THEN
  252. INFO = I
  253. RETURN
  254. END IF
  255. 50 CONTINUE
  256. ELSE
  257. *
  258. * Invert the scale factors.
  259. *
  260. DO 60 I = 1, M
  261. R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  262. 60 CONTINUE
  263. *
  264. * Compute ROWCND = min(R(I)) / max(R(I))
  265. *
  266. ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  267. END IF
  268. *
  269. * Compute column scale factors
  270. *
  271. DO 70 J = 1, N
  272. C( J ) = ZERO
  273. 70 CONTINUE
  274. *
  275. * Find the maximum element in each column,
  276. * assuming the row scaling computed above.
  277. *
  278. KD = KU + 1
  279. DO 90 J = 1, N
  280. DO 80 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  281. C( J ) = MAX( C( J ), ABS( AB( KD+I-J, J ) )*R( I ) )
  282. 80 CONTINUE
  283. 90 CONTINUE
  284. *
  285. * Find the maximum and minimum scale factors.
  286. *
  287. RCMIN = BIGNUM
  288. RCMAX = ZERO
  289. DO 100 J = 1, N
  290. RCMIN = MIN( RCMIN, C( J ) )
  291. RCMAX = MAX( RCMAX, C( J ) )
  292. 100 CONTINUE
  293. *
  294. IF( RCMIN.EQ.ZERO ) THEN
  295. *
  296. * Find the first zero scale factor and return an error code.
  297. *
  298. DO 110 J = 1, N
  299. IF( C( J ).EQ.ZERO ) THEN
  300. INFO = M + J
  301. RETURN
  302. END IF
  303. 110 CONTINUE
  304. ELSE
  305. *
  306. * Invert the scale factors.
  307. *
  308. DO 120 J = 1, N
  309. C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  310. 120 CONTINUE
  311. *
  312. * Compute COLCND = min(C(J)) / max(C(J))
  313. *
  314. COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  315. END IF
  316. *
  317. RETURN
  318. *
  319. * End of SGBEQU
  320. *
  321. END