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dgbequb.f 9.4 kB

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  1. *> \brief \b DGBEQUB
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGBEQUB + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgbequb.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgbequb.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgbequb.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGBEQUB( 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. * DOUBLE PRECISION AMAX, COLCND, ROWCND
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION AB( LDAB, * ), C( * ), R( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DGBEQUB 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 DGEEQU by restricting the scaling factors
  51. *> to a power of the radix. Barring over- and underflow, scaling by
  52. *> these factors introduces no additional rounding errors. However, the
  53. *> scaled entries' magnitudes 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION
  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 DOUBLE PRECISION
  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 DOUBLE PRECISION
  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. *> \ingroup doubleGBcomputational
  156. *
  157. * =====================================================================
  158. SUBROUTINE DGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
  159. $ AMAX, INFO )
  160. *
  161. * -- LAPACK computational routine --
  162. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  163. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  164. *
  165. * .. Scalar Arguments ..
  166. INTEGER INFO, KL, KU, LDAB, M, N
  167. DOUBLE PRECISION AMAX, COLCND, ROWCND
  168. * ..
  169. * .. Array Arguments ..
  170. DOUBLE PRECISION AB( LDAB, * ), C( * ), R( * )
  171. * ..
  172. *
  173. * =====================================================================
  174. *
  175. * .. Parameters ..
  176. DOUBLE PRECISION ONE, ZERO
  177. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  178. * ..
  179. * .. Local Scalars ..
  180. INTEGER I, J, KD
  181. DOUBLE PRECISION BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX, LOGRDX
  182. * ..
  183. * .. External Functions ..
  184. DOUBLE PRECISION DLAMCH
  185. EXTERNAL DLAMCH
  186. * ..
  187. * .. External Subroutines ..
  188. EXTERNAL XERBLA
  189. * ..
  190. * .. Intrinsic Functions ..
  191. INTRINSIC ABS, MAX, MIN, LOG
  192. * ..
  193. * .. Executable Statements ..
  194. *
  195. * Test the input parameters.
  196. *
  197. INFO = 0
  198. IF( M.LT.0 ) THEN
  199. INFO = -1
  200. ELSE IF( N.LT.0 ) THEN
  201. INFO = -2
  202. ELSE IF( KL.LT.0 ) THEN
  203. INFO = -3
  204. ELSE IF( KU.LT.0 ) THEN
  205. INFO = -4
  206. ELSE IF( LDAB.LT.KL+KU+1 ) THEN
  207. INFO = -6
  208. END IF
  209. IF( INFO.NE.0 ) THEN
  210. CALL XERBLA( 'DGBEQUB', -INFO )
  211. RETURN
  212. END IF
  213. *
  214. * Quick return if possible.
  215. *
  216. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  217. ROWCND = ONE
  218. COLCND = ONE
  219. AMAX = ZERO
  220. RETURN
  221. END IF
  222. *
  223. * Get machine constants. Assume SMLNUM is a power of the radix.
  224. *
  225. SMLNUM = DLAMCH( 'S' )
  226. BIGNUM = ONE / SMLNUM
  227. RADIX = DLAMCH( 'B' )
  228. LOGRDX = LOG(RADIX)
  229. *
  230. * Compute row scale factors.
  231. *
  232. DO 10 I = 1, M
  233. R( I ) = ZERO
  234. 10 CONTINUE
  235. *
  236. * Find the maximum element in each row.
  237. *
  238. KD = KU + 1
  239. DO 30 J = 1, N
  240. DO 20 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  241. R( I ) = MAX( R( I ), ABS( AB( KD+I-J, J ) ) )
  242. 20 CONTINUE
  243. 30 CONTINUE
  244. DO I = 1, M
  245. IF( R( I ).GT.ZERO ) THEN
  246. R( I ) = RADIX**INT( LOG( R( I ) ) / LOGRDX )
  247. END IF
  248. END DO
  249. *
  250. * Find the maximum and minimum scale factors.
  251. *
  252. RCMIN = BIGNUM
  253. RCMAX = ZERO
  254. DO 40 I = 1, M
  255. RCMAX = MAX( RCMAX, R( I ) )
  256. RCMIN = MIN( RCMIN, R( I ) )
  257. 40 CONTINUE
  258. AMAX = RCMAX
  259. *
  260. IF( RCMIN.EQ.ZERO ) THEN
  261. *
  262. * Find the first zero scale factor and return an error code.
  263. *
  264. DO 50 I = 1, M
  265. IF( R( I ).EQ.ZERO ) THEN
  266. INFO = I
  267. RETURN
  268. END IF
  269. 50 CONTINUE
  270. ELSE
  271. *
  272. * Invert the scale factors.
  273. *
  274. DO 60 I = 1, M
  275. R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  276. 60 CONTINUE
  277. *
  278. * Compute ROWCND = min(R(I)) / max(R(I)).
  279. *
  280. ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  281. END IF
  282. *
  283. * Compute column scale factors.
  284. *
  285. DO 70 J = 1, N
  286. C( J ) = ZERO
  287. 70 CONTINUE
  288. *
  289. * Find the maximum element in each column,
  290. * assuming the row scaling computed above.
  291. *
  292. DO 90 J = 1, N
  293. DO 80 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  294. C( J ) = MAX( C( J ), ABS( AB( KD+I-J, J ) )*R( I ) )
  295. 80 CONTINUE
  296. IF( C( J ).GT.ZERO ) THEN
  297. C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX )
  298. END IF
  299. 90 CONTINUE
  300. *
  301. * Find the maximum and minimum scale factors.
  302. *
  303. RCMIN = BIGNUM
  304. RCMAX = ZERO
  305. DO 100 J = 1, N
  306. RCMIN = MIN( RCMIN, C( J ) )
  307. RCMAX = MAX( RCMAX, C( J ) )
  308. 100 CONTINUE
  309. *
  310. IF( RCMIN.EQ.ZERO ) THEN
  311. *
  312. * Find the first zero scale factor and return an error code.
  313. *
  314. DO 110 J = 1, N
  315. IF( C( J ).EQ.ZERO ) THEN
  316. INFO = M + J
  317. RETURN
  318. END IF
  319. 110 CONTINUE
  320. ELSE
  321. *
  322. * Invert the scale factors.
  323. *
  324. DO 120 J = 1, N
  325. C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  326. 120 CONTINUE
  327. *
  328. * Compute COLCND = min(C(J)) / max(C(J)).
  329. *
  330. COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  331. END IF
  332. *
  333. RETURN
  334. *
  335. * End of DGBEQUB
  336. *
  337. END