You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

zgeequ.f 8.2 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310
  1. *> \brief \b ZGEEQU
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEEQU + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeequ.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeequ.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeequ.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, M, N
  26. * DOUBLE PRECISION AMAX, COLCND, ROWCND
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION C( * ), R( * )
  30. * COMPLEX*16 A( LDA, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZGEEQU 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 absolute value 1.
  44. *>
  45. *> R(i) and C(j) are restricted to be between SMLNUM = smallest safe
  46. *> number and BIGNUM = largest safe number. Use of these scaling
  47. *> factors is not guaranteed to reduce the condition number of A but
  48. *> works well in practice.
  49. *> \endverbatim
  50. *
  51. * Arguments:
  52. * ==========
  53. *
  54. *> \param[in] M
  55. *> \verbatim
  56. *> M is INTEGER
  57. *> The number of rows of the matrix A. M >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] N
  61. *> \verbatim
  62. *> N is INTEGER
  63. *> The number of columns of the matrix A. N >= 0.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] A
  67. *> \verbatim
  68. *> A is COMPLEX*16 array, dimension (LDA,N)
  69. *> The M-by-N matrix whose equilibration factors are
  70. *> to be computed.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] LDA
  74. *> \verbatim
  75. *> LDA is INTEGER
  76. *> The leading dimension of the array A. LDA >= max(1,M).
  77. *> \endverbatim
  78. *>
  79. *> \param[out] R
  80. *> \verbatim
  81. *> R is DOUBLE PRECISION array, dimension (M)
  82. *> If INFO = 0 or INFO > M, R contains the row scale factors
  83. *> for A.
  84. *> \endverbatim
  85. *>
  86. *> \param[out] C
  87. *> \verbatim
  88. *> C is DOUBLE PRECISION array, dimension (N)
  89. *> If INFO = 0, C contains the column scale factors for A.
  90. *> \endverbatim
  91. *>
  92. *> \param[out] ROWCND
  93. *> \verbatim
  94. *> ROWCND is DOUBLE PRECISION
  95. *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the
  96. *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
  97. *> AMAX is neither too large nor too small, it is not worth
  98. *> scaling by R.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] COLCND
  102. *> \verbatim
  103. *> COLCND is DOUBLE PRECISION
  104. *> If INFO = 0, COLCND contains the ratio of the smallest
  105. *> C(i) to the largest C(i). If COLCND >= 0.1, it is not
  106. *> worth scaling by C.
  107. *> \endverbatim
  108. *>
  109. *> \param[out] AMAX
  110. *> \verbatim
  111. *> AMAX is DOUBLE PRECISION
  112. *> Absolute value of largest matrix element. If AMAX is very
  113. *> close to overflow or very close to underflow, the matrix
  114. *> should be scaled.
  115. *> \endverbatim
  116. *>
  117. *> \param[out] INFO
  118. *> \verbatim
  119. *> INFO is INTEGER
  120. *> = 0: successful exit
  121. *> < 0: if INFO = -i, the i-th argument had an illegal value
  122. *> > 0: if INFO = i, and i is
  123. *> <= M: the i-th row of A is exactly zero
  124. *> > M: the (i-M)-th column of A is exactly zero
  125. *> \endverbatim
  126. *
  127. * Authors:
  128. * ========
  129. *
  130. *> \author Univ. of Tennessee
  131. *> \author Univ. of California Berkeley
  132. *> \author Univ. of Colorado Denver
  133. *> \author NAG Ltd.
  134. *
  135. *> \ingroup complex16GEcomputational
  136. *
  137. * =====================================================================
  138. SUBROUTINE ZGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
  139. $ INFO )
  140. *
  141. * -- LAPACK computational routine --
  142. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  143. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  144. *
  145. * .. Scalar Arguments ..
  146. INTEGER INFO, LDA, M, N
  147. DOUBLE PRECISION AMAX, COLCND, ROWCND
  148. * ..
  149. * .. Array Arguments ..
  150. DOUBLE PRECISION C( * ), R( * )
  151. COMPLEX*16 A( LDA, * )
  152. * ..
  153. *
  154. * =====================================================================
  155. *
  156. * .. Parameters ..
  157. DOUBLE PRECISION ONE, ZERO
  158. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  159. * ..
  160. * .. Local Scalars ..
  161. INTEGER I, J
  162. DOUBLE PRECISION BIGNUM, RCMAX, RCMIN, SMLNUM
  163. COMPLEX*16 ZDUM
  164. * ..
  165. * .. External Functions ..
  166. DOUBLE PRECISION DLAMCH
  167. EXTERNAL DLAMCH
  168. * ..
  169. * .. External Subroutines ..
  170. EXTERNAL XERBLA
  171. * ..
  172. * .. Intrinsic Functions ..
  173. INTRINSIC ABS, DBLE, DIMAG, MAX, MIN
  174. * ..
  175. * .. Statement Functions ..
  176. DOUBLE PRECISION CABS1
  177. * ..
  178. * .. Statement Function definitions ..
  179. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  180. * ..
  181. * .. Executable Statements ..
  182. *
  183. * Test the input parameters.
  184. *
  185. INFO = 0
  186. IF( M.LT.0 ) THEN
  187. INFO = -1
  188. ELSE IF( N.LT.0 ) THEN
  189. INFO = -2
  190. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  191. INFO = -4
  192. END IF
  193. IF( INFO.NE.0 ) THEN
  194. CALL XERBLA( 'ZGEEQU', -INFO )
  195. RETURN
  196. END IF
  197. *
  198. * Quick return if possible
  199. *
  200. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  201. ROWCND = ONE
  202. COLCND = ONE
  203. AMAX = ZERO
  204. RETURN
  205. END IF
  206. *
  207. * Get machine constants.
  208. *
  209. SMLNUM = DLAMCH( 'S' )
  210. BIGNUM = ONE / SMLNUM
  211. *
  212. * Compute row scale factors.
  213. *
  214. DO 10 I = 1, M
  215. R( I ) = ZERO
  216. 10 CONTINUE
  217. *
  218. * Find the maximum element in each row.
  219. *
  220. DO 30 J = 1, N
  221. DO 20 I = 1, M
  222. R( I ) = MAX( R( I ), CABS1( A( I, J ) ) )
  223. 20 CONTINUE
  224. 30 CONTINUE
  225. *
  226. * Find the maximum and minimum scale factors.
  227. *
  228. RCMIN = BIGNUM
  229. RCMAX = ZERO
  230. DO 40 I = 1, M
  231. RCMAX = MAX( RCMAX, R( I ) )
  232. RCMIN = MIN( RCMIN, R( I ) )
  233. 40 CONTINUE
  234. AMAX = RCMAX
  235. *
  236. IF( RCMIN.EQ.ZERO ) THEN
  237. *
  238. * Find the first zero scale factor and return an error code.
  239. *
  240. DO 50 I = 1, M
  241. IF( R( I ).EQ.ZERO ) THEN
  242. INFO = I
  243. RETURN
  244. END IF
  245. 50 CONTINUE
  246. ELSE
  247. *
  248. * Invert the scale factors.
  249. *
  250. DO 60 I = 1, M
  251. R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
  252. 60 CONTINUE
  253. *
  254. * Compute ROWCND = min(R(I)) / max(R(I))
  255. *
  256. ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  257. END IF
  258. *
  259. * Compute column scale factors
  260. *
  261. DO 70 J = 1, N
  262. C( J ) = ZERO
  263. 70 CONTINUE
  264. *
  265. * Find the maximum element in each column,
  266. * assuming the row scaling computed above.
  267. *
  268. DO 90 J = 1, N
  269. DO 80 I = 1, M
  270. C( J ) = MAX( C( J ), CABS1( A( I, J ) )*R( I ) )
  271. 80 CONTINUE
  272. 90 CONTINUE
  273. *
  274. * Find the maximum and minimum scale factors.
  275. *
  276. RCMIN = BIGNUM
  277. RCMAX = ZERO
  278. DO 100 J = 1, N
  279. RCMIN = MIN( RCMIN, C( J ) )
  280. RCMAX = MAX( RCMAX, C( J ) )
  281. 100 CONTINUE
  282. *
  283. IF( RCMIN.EQ.ZERO ) THEN
  284. *
  285. * Find the first zero scale factor and return an error code.
  286. *
  287. DO 110 J = 1, N
  288. IF( C( J ).EQ.ZERO ) THEN
  289. INFO = M + J
  290. RETURN
  291. END IF
  292. 110 CONTINUE
  293. ELSE
  294. *
  295. * Invert the scale factors.
  296. *
  297. DO 120 J = 1, N
  298. C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
  299. 120 CONTINUE
  300. *
  301. * Compute COLCND = min(C(J)) / max(C(J))
  302. *
  303. COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
  304. END IF
  305. *
  306. RETURN
  307. *
  308. * End of ZGEEQU
  309. *
  310. END