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cgebal.f 11 kB

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  1. *> \brief \b CGEBAL
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGEBAL + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgebal.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgebal.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgebal.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGEBAL( 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 SCALE( * )
  29. * COMPLEX A( LDA, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CGEBAL balances a general complex matrix A. This involves, first,
  39. *> permuting A by a similarity transformation to isolate eigenvalues
  40. *> in the first 1 to ILO-1 and last IHI+1 to N elements on the
  41. *> diagonal; and second, applying a diagonal similarity transformation
  42. *> to rows and columns ILO to IHI to make the rows and columns as
  43. *> close in norm as possible. Both steps are optional.
  44. *>
  45. *> Balancing may reduce the 1-norm of the matrix, and improve the
  46. *> accuracy of the computed eigenvalues and/or eigenvectors.
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] JOB
  53. *> \verbatim
  54. *> JOB is CHARACTER*1
  55. *> Specifies the operations to be performed on A:
  56. *> = 'N': none: simply set ILO = 1, IHI = N, SCALE(I) = 1.0
  57. *> for i = 1,...,N;
  58. *> = 'P': permute only;
  59. *> = 'S': scale only;
  60. *> = 'B': both permute and scale.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] N
  64. *> \verbatim
  65. *> N is INTEGER
  66. *> The order of the matrix A. N >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in,out] A
  70. *> \verbatim
  71. *> A is COMPLEX array, dimension (LDA,N)
  72. *> On entry, the input matrix A.
  73. *> On exit, A is overwritten by the balanced matrix.
  74. *> If JOB = 'N', A is not referenced.
  75. *> See Further Details.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] LDA
  79. *> \verbatim
  80. *> LDA is INTEGER
  81. *> The leading dimension of the array A. LDA >= max(1,N).
  82. *> \endverbatim
  83. *>
  84. *> \param[out] ILO
  85. *> \verbatim
  86. *> ILO is INTEGER
  87. *> \endverbatim
  88. *> \param[out] IHI
  89. *> \verbatim
  90. *> IHI is INTEGER
  91. *> ILO and IHI are set to integers such that on exit
  92. *> A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N.
  93. *> If JOB = 'N' or 'S', ILO = 1 and IHI = N.
  94. *> \endverbatim
  95. *>
  96. *> \param[out] SCALE
  97. *> \verbatim
  98. *> SCALE is REAL array, dimension (N)
  99. *> Details of the permutations and scaling factors applied to
  100. *> A. If P(j) is the index of the row and column interchanged
  101. *> with row and column j and D(j) is the scaling factor
  102. *> applied to row and column j, then
  103. *> SCALE(j) = P(j) for j = 1,...,ILO-1
  104. *> = D(j) for j = ILO,...,IHI
  105. *> = P(j) for j = IHI+1,...,N.
  106. *> The order in which the interchanges are made is N to IHI+1,
  107. *> then 1 to ILO-1.
  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. *> \endverbatim
  116. *
  117. * Authors:
  118. * ========
  119. *
  120. *> \author Univ. of Tennessee
  121. *> \author Univ. of California Berkeley
  122. *> \author Univ. of Colorado Denver
  123. *> \author NAG Ltd.
  124. *
  125. *> \date November 2015
  126. *
  127. *> \ingroup complexGEcomputational
  128. *
  129. *> \par Further Details:
  130. * =====================
  131. *>
  132. *> \verbatim
  133. *>
  134. *> The permutations consist of row and column interchanges which put
  135. *> the matrix in the form
  136. *>
  137. *> ( T1 X Y )
  138. *> P A P = ( 0 B Z )
  139. *> ( 0 0 T2 )
  140. *>
  141. *> where T1 and T2 are upper triangular matrices whose eigenvalues lie
  142. *> along the diagonal. The column indices ILO and IHI mark the starting
  143. *> and ending columns of the submatrix B. Balancing consists of applying
  144. *> a diagonal similarity transformation inv(D) * B * D to make the
  145. *> 1-norms of each row of B and its corresponding column nearly equal.
  146. *> The output matrix is
  147. *>
  148. *> ( T1 X*D Y )
  149. *> ( 0 inv(D)*B*D inv(D)*Z ).
  150. *> ( 0 0 T2 )
  151. *>
  152. *> Information about the permutations P and the diagonal matrix D is
  153. *> returned in the vector SCALE.
  154. *>
  155. *> This subroutine is based on the EISPACK routine CBAL.
  156. *>
  157. *> Modified by Tzu-Yi Chen, Computer Science Division, University of
  158. *> California at Berkeley, USA
  159. *> \endverbatim
  160. *>
  161. * =====================================================================
  162. SUBROUTINE CGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
  163. *
  164. * -- LAPACK computational routine (version 3.6.0) --
  165. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  166. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  167. * November 2015
  168. *
  169. * .. Scalar Arguments ..
  170. CHARACTER JOB
  171. INTEGER IHI, ILO, INFO, LDA, N
  172. * ..
  173. * .. Array Arguments ..
  174. REAL SCALE( * )
  175. COMPLEX A( LDA, * )
  176. * ..
  177. *
  178. * =====================================================================
  179. *
  180. * .. Parameters ..
  181. REAL ZERO, ONE
  182. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  183. REAL SCLFAC
  184. PARAMETER ( SCLFAC = 2.0E+0 )
  185. REAL FACTOR
  186. PARAMETER ( FACTOR = 0.95E+0 )
  187. * ..
  188. * .. Local Scalars ..
  189. LOGICAL NOCONV
  190. INTEGER I, ICA, IEXC, IRA, J, K, L, M
  191. REAL C, CA, F, G, R, RA, S, SFMAX1, SFMAX2, SFMIN1,
  192. $ SFMIN2
  193. COMPLEX CDUM
  194. * ..
  195. * .. External Functions ..
  196. LOGICAL SISNAN, LSAME
  197. INTEGER ICAMAX
  198. REAL SLAMCH, SCNRM2
  199. EXTERNAL SISNAN, LSAME, ICAMAX, SLAMCH, SCNRM2
  200. * ..
  201. * .. External Subroutines ..
  202. EXTERNAL CSSCAL, CSWAP, XERBLA
  203. * ..
  204. * .. Intrinsic Functions ..
  205. INTRINSIC ABS, AIMAG, MAX, MIN, REAL
  206. *
  207. * Test the input parameters
  208. *
  209. INFO = 0
  210. IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
  211. $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
  212. INFO = -1
  213. ELSE IF( N.LT.0 ) THEN
  214. INFO = -2
  215. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  216. INFO = -4
  217. END IF
  218. IF( INFO.NE.0 ) THEN
  219. CALL XERBLA( 'CGEBAL', -INFO )
  220. RETURN
  221. END IF
  222. *
  223. K = 1
  224. L = N
  225. *
  226. IF( N.EQ.0 )
  227. $ GO TO 210
  228. *
  229. IF( LSAME( JOB, 'N' ) ) THEN
  230. DO 10 I = 1, N
  231. SCALE( I ) = ONE
  232. 10 CONTINUE
  233. GO TO 210
  234. END IF
  235. *
  236. IF( LSAME( JOB, 'S' ) )
  237. $ GO TO 120
  238. *
  239. * Permutation to isolate eigenvalues if possible
  240. *
  241. GO TO 50
  242. *
  243. * Row and column exchange.
  244. *
  245. 20 CONTINUE
  246. SCALE( M ) = J
  247. IF( J.EQ.M )
  248. $ GO TO 30
  249. *
  250. CALL CSWAP( L, A( 1, J ), 1, A( 1, M ), 1 )
  251. CALL CSWAP( N-K+1, A( J, K ), LDA, A( M, K ), LDA )
  252. *
  253. 30 CONTINUE
  254. GO TO ( 40, 80 )IEXC
  255. *
  256. * Search for rows isolating an eigenvalue and push them down.
  257. *
  258. 40 CONTINUE
  259. IF( L.EQ.1 )
  260. $ GO TO 210
  261. L = L - 1
  262. *
  263. 50 CONTINUE
  264. DO 70 J = L, 1, -1
  265. *
  266. DO 60 I = 1, L
  267. IF( I.EQ.J )
  268. $ GO TO 60
  269. IF( REAL( A( J, I ) ).NE.ZERO .OR. AIMAG( A( J, I ) ).NE.
  270. $ ZERO )GO TO 70
  271. 60 CONTINUE
  272. *
  273. M = L
  274. IEXC = 1
  275. GO TO 20
  276. 70 CONTINUE
  277. *
  278. GO TO 90
  279. *
  280. * Search for columns isolating an eigenvalue and push them left.
  281. *
  282. 80 CONTINUE
  283. K = K + 1
  284. *
  285. 90 CONTINUE
  286. DO 110 J = K, L
  287. *
  288. DO 100 I = K, L
  289. IF( I.EQ.J )
  290. $ GO TO 100
  291. IF( REAL( A( I, J ) ).NE.ZERO .OR. AIMAG( A( I, J ) ).NE.
  292. $ ZERO )GO TO 110
  293. 100 CONTINUE
  294. *
  295. M = K
  296. IEXC = 2
  297. GO TO 20
  298. 110 CONTINUE
  299. *
  300. 120 CONTINUE
  301. DO 130 I = K, L
  302. SCALE( I ) = ONE
  303. 130 CONTINUE
  304. *
  305. IF( LSAME( JOB, 'P' ) )
  306. $ GO TO 210
  307. *
  308. * Balance the submatrix in rows K to L.
  309. *
  310. * Iterative loop for norm reduction
  311. *
  312. SFMIN1 = SLAMCH( 'S' ) / SLAMCH( 'P' )
  313. SFMAX1 = ONE / SFMIN1
  314. SFMIN2 = SFMIN1*SCLFAC
  315. SFMAX2 = ONE / SFMIN2
  316. 140 CONTINUE
  317. NOCONV = .FALSE.
  318. *
  319. DO 200 I = K, L
  320. *
  321. C = SCNRM2( L-K+1, A( K, I ), 1 )
  322. R = SCNRM2( L-K+1, A( I , K ), LDA )
  323. ICA = ICAMAX( L, A( 1, I ), 1 )
  324. CA = ABS( A( ICA, I ) )
  325. IRA = ICAMAX( N-K+1, A( I, K ), LDA )
  326. RA = ABS( A( I, IRA+K-1 ) )
  327. *
  328. * Guard against zero C or R due to underflow.
  329. *
  330. IF( C.EQ.ZERO .OR. R.EQ.ZERO )
  331. $ GO TO 200
  332. G = R / SCLFAC
  333. F = ONE
  334. S = C + R
  335. 160 CONTINUE
  336. IF( C.GE.G .OR. MAX( F, C, CA ).GE.SFMAX2 .OR.
  337. $ MIN( R, G, RA ).LE.SFMIN2 )GO TO 170
  338. IF( SISNAN( C+F+CA+R+G+RA ) ) THEN
  339. *
  340. * Exit if NaN to avoid infinite loop
  341. *
  342. INFO = -3
  343. CALL XERBLA( 'CGEBAL', -INFO )
  344. RETURN
  345. END IF
  346. F = F*SCLFAC
  347. C = C*SCLFAC
  348. CA = CA*SCLFAC
  349. R = R / SCLFAC
  350. G = G / SCLFAC
  351. RA = RA / SCLFAC
  352. GO TO 160
  353. *
  354. 170 CONTINUE
  355. G = C / SCLFAC
  356. 180 CONTINUE
  357. IF( G.LT.R .OR. MAX( R, RA ).GE.SFMAX2 .OR.
  358. $ MIN( F, C, G, CA ).LE.SFMIN2 )GO TO 190
  359. F = F / SCLFAC
  360. C = C / SCLFAC
  361. G = G / SCLFAC
  362. CA = CA / SCLFAC
  363. R = R*SCLFAC
  364. RA = RA*SCLFAC
  365. GO TO 180
  366. *
  367. * Now balance.
  368. *
  369. 190 CONTINUE
  370. IF( ( C+R ).GE.FACTOR*S )
  371. $ GO TO 200
  372. IF( F.LT.ONE .AND. SCALE( I ).LT.ONE ) THEN
  373. IF( F*SCALE( I ).LE.SFMIN1 )
  374. $ GO TO 200
  375. END IF
  376. IF( F.GT.ONE .AND. SCALE( I ).GT.ONE ) THEN
  377. IF( SCALE( I ).GE.SFMAX1 / F )
  378. $ GO TO 200
  379. END IF
  380. G = ONE / F
  381. SCALE( I ) = SCALE( I )*F
  382. NOCONV = .TRUE.
  383. *
  384. CALL CSSCAL( N-K+1, G, A( I, K ), LDA )
  385. CALL CSSCAL( L, F, A( 1, I ), 1 )
  386. *
  387. 200 CONTINUE
  388. *
  389. IF( NOCONV )
  390. $ GO TO 140
  391. *
  392. 210 CONTINUE
  393. ILO = K
  394. IHI = L
  395. *
  396. RETURN
  397. *
  398. * End of CGEBAL
  399. *
  400. END