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cgeequb.f 8.9 kB

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  1. *> \brief \b CGEEQUB
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGEEQUB + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgeequb.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgeequb.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgeequb.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, M, N
  26. * REAL AMAX, COLCND, ROWCND
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL C( * ), R( * )
  30. * COMPLEX A( LDA, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CGEEQUB computes row and column scalings intended to equilibrate an
  40. *> M-by-N matrix A and reduce its condition number. R returns the row
  41. *> scale factors and C the column scale factors, chosen to try to make
  42. *> the largest element in each row and column of the matrix B with
  43. *> elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
  44. *> the radix.
  45. *>
  46. *> R(i) and C(j) are restricted to be a power of the radix between
  47. *> SMLNUM = smallest safe number and BIGNUM = largest safe number. Use
  48. *> of these scaling factors is not guaranteed to reduce the condition
  49. *> number of A but works well in practice.
  50. *>
  51. *> This routine differs from CGEEQU by restricting the scaling factors
  52. *> to a power of the radix. Barring over- and underflow, scaling by
  53. *> these factors introduces no additional rounding errors. However, the
  54. *> scaled entries' magnitudes are no longer approximately 1 but lie
  55. *> between sqrt(radix) and 1/sqrt(radix).
  56. *> \endverbatim
  57. *
  58. * Arguments:
  59. * ==========
  60. *
  61. *> \param[in] M
  62. *> \verbatim
  63. *> M is INTEGER
  64. *> The number of rows of the matrix A. M >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] N
  68. *> \verbatim
  69. *> N is INTEGER
  70. *> The number of columns of the matrix A. N >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] A
  74. *> \verbatim
  75. *> A is COMPLEX array, dimension (LDA,N)
  76. *> The M-by-N matrix whose equilibration factors are
  77. *> to be computed.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDA
  81. *> \verbatim
  82. *> LDA is INTEGER
  83. *> The leading dimension of the array A. LDA >= max(1,M).
  84. *> \endverbatim
  85. *>
  86. *> \param[out] R
  87. *> \verbatim
  88. *> R is REAL array, dimension (M)
  89. *> If INFO = 0 or INFO > M, R contains the row scale factors
  90. *> for A.
  91. *> \endverbatim
  92. *>
  93. *> \param[out] C
  94. *> \verbatim
  95. *> C is REAL array, dimension (N)
  96. *> If INFO = 0, C contains the column scale factors for A.
  97. *> \endverbatim
  98. *>
  99. *> \param[out] ROWCND
  100. *> \verbatim
  101. *> ROWCND is REAL
  102. *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the
  103. *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
  104. *> AMAX is neither too large nor too small, it is not worth
  105. *> scaling by R.
  106. *> \endverbatim
  107. *>
  108. *> \param[out] COLCND
  109. *> \verbatim
  110. *> COLCND is REAL
  111. *> If INFO = 0, COLCND contains the ratio of the smallest
  112. *> C(i) to the largest C(i). If COLCND >= 0.1, it is not
  113. *> worth scaling by C.
  114. *> \endverbatim
  115. *>
  116. *> \param[out] AMAX
  117. *> \verbatim
  118. *> AMAX is REAL
  119. *> Absolute value of largest matrix element. If AMAX is very
  120. *> close to overflow or very close to underflow, the matrix
  121. *> should be scaled.
  122. *> \endverbatim
  123. *>
  124. *> \param[out] INFO
  125. *> \verbatim
  126. *> INFO is INTEGER
  127. *> = 0: successful exit
  128. *> < 0: if INFO = -i, the i-th argument had an illegal value
  129. *> > 0: if INFO = i, and i is
  130. *> <= M: the i-th row of A is exactly zero
  131. *> > M: the (i-M)-th column of A is exactly zero
  132. *> \endverbatim
  133. *
  134. * Authors:
  135. * ========
  136. *
  137. *> \author Univ. of Tennessee
  138. *> \author Univ. of California Berkeley
  139. *> \author Univ. of Colorado Denver
  140. *> \author NAG Ltd.
  141. *
  142. *> \ingroup complexGEcomputational
  143. *
  144. * =====================================================================
  145. SUBROUTINE CGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
  146. $ INFO )
  147. *
  148. * -- LAPACK computational routine --
  149. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  150. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  151. *
  152. * .. Scalar Arguments ..
  153. INTEGER INFO, LDA, M, N
  154. REAL AMAX, COLCND, ROWCND
  155. * ..
  156. * .. Array Arguments ..
  157. REAL C( * ), R( * )
  158. COMPLEX A( LDA, * )
  159. * ..
  160. *
  161. * =====================================================================
  162. *
  163. * .. Parameters ..
  164. REAL ONE, ZERO
  165. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  166. * ..
  167. * .. Local Scalars ..
  168. INTEGER I, J
  169. REAL BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX, LOGRDX
  170. COMPLEX ZDUM
  171. * ..
  172. * .. External Functions ..
  173. REAL SLAMCH
  174. EXTERNAL SLAMCH
  175. * ..
  176. * .. External Subroutines ..
  177. EXTERNAL XERBLA
  178. * ..
  179. * .. Intrinsic Functions ..
  180. INTRINSIC ABS, MAX, MIN, LOG, REAL, AIMAG
  181. * ..
  182. * .. Statement Functions ..
  183. REAL CABS1
  184. * ..
  185. * .. Statement Function definitions ..
  186. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  187. * ..
  188. * .. Executable Statements ..
  189. *
  190. * Test the input parameters.
  191. *
  192. INFO = 0
  193. IF( M.LT.0 ) THEN
  194. INFO = -1
  195. ELSE IF( N.LT.0 ) THEN
  196. INFO = -2
  197. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  198. INFO = -4
  199. END IF
  200. IF( INFO.NE.0 ) THEN
  201. CALL XERBLA( 'CGEEQUB', -INFO )
  202. RETURN
  203. END IF
  204. *
  205. * Quick return if possible.
  206. *
  207. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  208. ROWCND = ONE
  209. COLCND = ONE
  210. AMAX = ZERO
  211. RETURN
  212. END IF
  213. *
  214. * Get machine constants. Assume SMLNUM is a power of the radix.
  215. *
  216. SMLNUM = SLAMCH( 'S' )
  217. BIGNUM = ONE / SMLNUM
  218. RADIX = SLAMCH( 'B' )
  219. LOGRDX = LOG( RADIX )
  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. DO 30 J = 1, N
  230. DO 20 I = 1, M
  231. R( I ) = MAX( R( I ), CABS1( A( I, J ) ) )
  232. 20 CONTINUE
  233. 30 CONTINUE
  234. DO I = 1, M
  235. IF( R( I ).GT.ZERO ) THEN
  236. R( I ) = RADIX**INT( LOG(R( I ) ) / LOGRDX )
  237. END IF
  238. END DO
  239. *
  240. * Find the maximum and minimum scale factors.
  241. *
  242. RCMIN = BIGNUM
  243. RCMAX = ZERO
  244. DO 40 I = 1, M
  245. RCMAX = MAX( RCMAX, R( I ) )
  246. RCMIN = MIN( RCMIN, R( I ) )
  247. 40 CONTINUE
  248. AMAX = RCMAX
  249. *
  250. IF( RCMIN.EQ.ZERO ) THEN
  251. *
  252. * Find the first zero scale factor and return an error code.
  253. *
  254. DO 50 I = 1, M
  255. IF( R( I ).EQ.ZERO ) THEN
  256. INFO = I
  257. RETURN
  258. END IF
  259. 50 CONTINUE
  260. ELSE
  261. *
  262. * Invert the scale factors.
  263. *
  264. DO 60 I = 1, M
  265. R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  266. 60 CONTINUE
  267. *
  268. * Compute ROWCND = min(R(I)) / max(R(I)).
  269. *
  270. ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  271. END IF
  272. *
  273. * Compute column scale factors.
  274. *
  275. DO 70 J = 1, N
  276. C( J ) = ZERO
  277. 70 CONTINUE
  278. *
  279. * Find the maximum element in each column,
  280. * assuming the row scaling computed above.
  281. *
  282. DO 90 J = 1, N
  283. DO 80 I = 1, M
  284. C( J ) = MAX( C( J ), CABS1( A( I, J ) )*R( I ) )
  285. 80 CONTINUE
  286. IF( C( J ).GT.ZERO ) THEN
  287. C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX )
  288. END IF
  289. 90 CONTINUE
  290. *
  291. * Find the maximum and minimum scale factors.
  292. *
  293. RCMIN = BIGNUM
  294. RCMAX = ZERO
  295. DO 100 J = 1, N
  296. RCMIN = MIN( RCMIN, C( J ) )
  297. RCMAX = MAX( RCMAX, C( J ) )
  298. 100 CONTINUE
  299. *
  300. IF( RCMIN.EQ.ZERO ) THEN
  301. *
  302. * Find the first zero scale factor and return an error code.
  303. *
  304. DO 110 J = 1, N
  305. IF( C( J ).EQ.ZERO ) THEN
  306. INFO = M + J
  307. RETURN
  308. END IF
  309. 110 CONTINUE
  310. ELSE
  311. *
  312. * Invert the scale factors.
  313. *
  314. DO 120 J = 1, N
  315. C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  316. 120 CONTINUE
  317. *
  318. * Compute COLCND = min(C(J)) / max(C(J)).
  319. *
  320. COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  321. END IF
  322. *
  323. RETURN
  324. *
  325. * End of CGEEQUB
  326. *
  327. END