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cgbequb.f 9.6 kB

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  1. *> \brief \b CGBEQUB
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGBEQUB + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgbequb.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgbequb.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgbequb.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGBEQUB( 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 C( * ), R( * )
  30. * COMPLEX AB( LDAB, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CGBEQUB 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] KL
  74. *> \verbatim
  75. *> KL is INTEGER
  76. *> The number of subdiagonals within the band of A. KL >= 0.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] KU
  80. *> \verbatim
  81. *> KU is INTEGER
  82. *> The number of superdiagonals within the band of A. KU >= 0.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] AB
  86. *> \verbatim
  87. *> AB is COMPLEX array, dimension (LDAB,N)
  88. *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
  89. *> The j-th column of A is stored in the j-th column of the
  90. *> array AB as follows:
  91. *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
  92. *> \endverbatim
  93. *>
  94. *> \param[in] LDAB
  95. *> \verbatim
  96. *> LDAB is INTEGER
  97. *> The leading dimension of the array A. LDAB >= max(1,M).
  98. *> \endverbatim
  99. *>
  100. *> \param[out] R
  101. *> \verbatim
  102. *> R is REAL array, dimension (M)
  103. *> If INFO = 0 or INFO > M, R contains the row scale factors
  104. *> for A.
  105. *> \endverbatim
  106. *>
  107. *> \param[out] C
  108. *> \verbatim
  109. *> C is REAL array, dimension (N)
  110. *> If INFO = 0, C contains the column scale factors for A.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] ROWCND
  114. *> \verbatim
  115. *> ROWCND is REAL
  116. *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the
  117. *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
  118. *> AMAX is neither too large nor too small, it is not worth
  119. *> scaling by R.
  120. *> \endverbatim
  121. *>
  122. *> \param[out] COLCND
  123. *> \verbatim
  124. *> COLCND is REAL
  125. *> If INFO = 0, COLCND contains the ratio of the smallest
  126. *> C(i) to the largest C(i). If COLCND >= 0.1, it is not
  127. *> worth scaling by C.
  128. *> \endverbatim
  129. *>
  130. *> \param[out] AMAX
  131. *> \verbatim
  132. *> AMAX is REAL
  133. *> Absolute value of largest matrix element. If AMAX is very
  134. *> close to overflow or very close to underflow, the matrix
  135. *> should be scaled.
  136. *> \endverbatim
  137. *>
  138. *> \param[out] INFO
  139. *> \verbatim
  140. *> INFO is INTEGER
  141. *> = 0: successful exit
  142. *> < 0: if INFO = -i, the i-th argument had an illegal value
  143. *> > 0: if INFO = i, and i is
  144. *> <= M: the i-th row of A is exactly zero
  145. *> > M: the (i-M)-th column of A is exactly zero
  146. *> \endverbatim
  147. *
  148. * Authors:
  149. * ========
  150. *
  151. *> \author Univ. of Tennessee
  152. *> \author Univ. of California Berkeley
  153. *> \author Univ. of Colorado Denver
  154. *> \author NAG Ltd.
  155. *
  156. *> \ingroup complexGBcomputational
  157. *
  158. * =====================================================================
  159. SUBROUTINE CGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND,
  160. $ AMAX, INFO )
  161. *
  162. * -- LAPACK computational routine --
  163. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  164. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  165. *
  166. * .. Scalar Arguments ..
  167. INTEGER INFO, KL, KU, LDAB, M, N
  168. REAL AMAX, COLCND, ROWCND
  169. * ..
  170. * .. Array Arguments ..
  171. REAL C( * ), R( * )
  172. COMPLEX AB( LDAB, * )
  173. * ..
  174. *
  175. * =====================================================================
  176. *
  177. * .. Parameters ..
  178. REAL ONE, ZERO
  179. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  180. * ..
  181. * .. Local Scalars ..
  182. INTEGER I, J, KD
  183. REAL BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX,
  184. $ LOGRDX
  185. COMPLEX ZDUM
  186. * ..
  187. * .. External Functions ..
  188. REAL SLAMCH
  189. EXTERNAL SLAMCH
  190. * ..
  191. * .. External Subroutines ..
  192. EXTERNAL XERBLA
  193. * ..
  194. * .. Intrinsic Functions ..
  195. INTRINSIC ABS, MAX, MIN, LOG, REAL, AIMAG
  196. * ..
  197. * .. Statement Functions ..
  198. REAL CABS1
  199. * ..
  200. * .. Statement Function definitions ..
  201. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  202. * ..
  203. * .. Executable Statements ..
  204. *
  205. * Test the input parameters.
  206. *
  207. INFO = 0
  208. IF( M.LT.0 ) THEN
  209. INFO = -1
  210. ELSE IF( N.LT.0 ) THEN
  211. INFO = -2
  212. ELSE IF( KL.LT.0 ) THEN
  213. INFO = -3
  214. ELSE IF( KU.LT.0 ) THEN
  215. INFO = -4
  216. ELSE IF( LDAB.LT.KL+KU+1 ) THEN
  217. INFO = -6
  218. END IF
  219. IF( INFO.NE.0 ) THEN
  220. CALL XERBLA( 'CGBEQUB', -INFO )
  221. RETURN
  222. END IF
  223. *
  224. * Quick return if possible.
  225. *
  226. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  227. ROWCND = ONE
  228. COLCND = ONE
  229. AMAX = ZERO
  230. RETURN
  231. END IF
  232. *
  233. * Get machine constants. Assume SMLNUM is a power of the radix.
  234. *
  235. SMLNUM = SLAMCH( 'S' )
  236. BIGNUM = ONE / SMLNUM
  237. RADIX = SLAMCH( 'B' )
  238. LOGRDX = LOG(RADIX)
  239. *
  240. * Compute row scale factors.
  241. *
  242. DO 10 I = 1, M
  243. R( I ) = ZERO
  244. 10 CONTINUE
  245. *
  246. * Find the maximum element in each row.
  247. *
  248. KD = KU + 1
  249. DO 30 J = 1, N
  250. DO 20 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  251. R( I ) = MAX( R( I ), CABS1( AB( KD+I-J, J ) ) )
  252. 20 CONTINUE
  253. 30 CONTINUE
  254. DO I = 1, M
  255. IF( R( I ).GT.ZERO ) THEN
  256. R( I ) = RADIX**INT( LOG( R( I ) ) / LOGRDX )
  257. END IF
  258. END DO
  259. *
  260. * Find the maximum and minimum scale factors.
  261. *
  262. RCMIN = BIGNUM
  263. RCMAX = ZERO
  264. DO 40 I = 1, M
  265. RCMAX = MAX( RCMAX, R( I ) )
  266. RCMIN = MIN( RCMIN, R( I ) )
  267. 40 CONTINUE
  268. AMAX = RCMAX
  269. *
  270. IF( RCMIN.EQ.ZERO ) THEN
  271. *
  272. * Find the first zero scale factor and return an error code.
  273. *
  274. DO 50 I = 1, M
  275. IF( R( I ).EQ.ZERO ) THEN
  276. INFO = I
  277. RETURN
  278. END IF
  279. 50 CONTINUE
  280. ELSE
  281. *
  282. * Invert the scale factors.
  283. *
  284. DO 60 I = 1, M
  285. R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  286. 60 CONTINUE
  287. *
  288. * Compute ROWCND = min(R(I)) / max(R(I)).
  289. *
  290. ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  291. END IF
  292. *
  293. * Compute column scale factors.
  294. *
  295. DO 70 J = 1, N
  296. C( J ) = ZERO
  297. 70 CONTINUE
  298. *
  299. * Find the maximum element in each column,
  300. * assuming the row scaling computed above.
  301. *
  302. DO 90 J = 1, N
  303. DO 80 I = MAX( J-KU, 1 ), MIN( J+KL, M )
  304. C( J ) = MAX( C( J ), CABS1( AB( KD+I-J, J ) )*R( I ) )
  305. 80 CONTINUE
  306. IF( C( J ).GT.ZERO ) THEN
  307. C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX )
  308. END IF
  309. 90 CONTINUE
  310. *
  311. * Find the maximum and minimum scale factors.
  312. *
  313. RCMIN = BIGNUM
  314. RCMAX = ZERO
  315. DO 100 J = 1, N
  316. RCMIN = MIN( RCMIN, C( J ) )
  317. RCMAX = MAX( RCMAX, C( J ) )
  318. 100 CONTINUE
  319. *
  320. IF( RCMIN.EQ.ZERO ) THEN
  321. *
  322. * Find the first zero scale factor and return an error code.
  323. *
  324. DO 110 J = 1, N
  325. IF( C( J ).EQ.ZERO ) THEN
  326. INFO = M + J
  327. RETURN
  328. END IF
  329. 110 CONTINUE
  330. ELSE
  331. *
  332. * Invert the scale factors.
  333. *
  334. DO 120 J = 1, N
  335. C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  336. 120 CONTINUE
  337. *
  338. * Compute COLCND = min(C(J)) / max(C(J)).
  339. *
  340. COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  341. END IF
  342. *
  343. RETURN
  344. *
  345. * End of CGBEQUB
  346. *
  347. END