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zgebal.f 11 kB

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  1. *> \brief \b ZGEBAL
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEBAL + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgebal.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgebal.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgebal.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEBAL( 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. * DOUBLE PRECISION SCALE( * )
  29. * COMPLEX*16 A( LDA, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZGEBAL 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*16 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. *> \endverbatim
  87. *>
  88. *> \param[out] IHI
  89. *> \verbatim
  90. *> ILO and IHI are set to INTEGER such that on exit
  91. *> A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N.
  92. *> If JOB = 'N' or 'S', ILO = 1 and IHI = N.
  93. *> \endverbatim
  94. *>
  95. *> \param[out] SCALE
  96. *> \verbatim
  97. *> SCALE is DOUBLE PRECISION array, dimension (N)
  98. *> Details of the permutations and scaling factors applied to
  99. *> A. If P(j) is the index of the row and column interchanged
  100. *> with row and column j and D(j) is the scaling factor
  101. *> applied to row and column j, then
  102. *> SCALE(j) = P(j) for j = 1,...,ILO-1
  103. *> = D(j) for j = ILO,...,IHI
  104. *> = P(j) for j = IHI+1,...,N.
  105. *> The order in which the interchanges are made is N to IHI+1,
  106. *> then 1 to ILO-1.
  107. *> \endverbatim
  108. *>
  109. *> \param[out] INFO
  110. *> \verbatim
  111. *> INFO is INTEGER
  112. *> = 0: successful exit.
  113. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  114. *> \endverbatim
  115. *
  116. * Authors:
  117. * ========
  118. *
  119. *> \author Univ. of Tennessee
  120. *> \author Univ. of California Berkeley
  121. *> \author Univ. of Colorado Denver
  122. *> \author NAG Ltd.
  123. *
  124. *> \date November 2011
  125. *
  126. *> \ingroup complex16GEcomputational
  127. *
  128. *> \par Further Details:
  129. * =====================
  130. *>
  131. *> \verbatim
  132. *>
  133. *> The permutations consist of row and column interchanges which put
  134. *> the matrix in the form
  135. *>
  136. *> ( T1 X Y )
  137. *> P A P = ( 0 B Z )
  138. *> ( 0 0 T2 )
  139. *>
  140. *> where T1 and T2 are upper triangular matrices whose eigenvalues lie
  141. *> along the diagonal. The column indices ILO and IHI mark the starting
  142. *> and ending columns of the submatrix B. Balancing consists of applying
  143. *> a diagonal similarity transformation inv(D) * B * D to make the
  144. *> 1-norms of each row of B and its corresponding column nearly equal.
  145. *> The output matrix is
  146. *>
  147. *> ( T1 X*D Y )
  148. *> ( 0 inv(D)*B*D inv(D)*Z ).
  149. *> ( 0 0 T2 )
  150. *>
  151. *> Information about the permutations P and the diagonal matrix D is
  152. *> returned in the vector SCALE.
  153. *>
  154. *> This subroutine is based on the EISPACK routine CBAL.
  155. *>
  156. *> Modified by Tzu-Yi Chen, Computer Science Division, University of
  157. *> California at Berkeley, USA
  158. *> \endverbatim
  159. *>
  160. * =====================================================================
  161. SUBROUTINE ZGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
  162. *
  163. * -- LAPACK computational routine (version 3.4.0) --
  164. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  165. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  166. * November 2011
  167. *
  168. * .. Scalar Arguments ..
  169. CHARACTER JOB
  170. INTEGER IHI, ILO, INFO, LDA, N
  171. * ..
  172. * .. Array Arguments ..
  173. DOUBLE PRECISION SCALE( * )
  174. COMPLEX*16 A( LDA, * )
  175. * ..
  176. *
  177. * =====================================================================
  178. *
  179. * .. Parameters ..
  180. DOUBLE PRECISION ZERO, ONE
  181. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  182. DOUBLE PRECISION SCLFAC
  183. PARAMETER ( SCLFAC = 2.0D+0 )
  184. DOUBLE PRECISION FACTOR
  185. PARAMETER ( FACTOR = 0.95D+0 )
  186. * ..
  187. * .. Local Scalars ..
  188. LOGICAL NOCONV
  189. INTEGER I, ICA, IEXC, IRA, J, K, L, M
  190. DOUBLE PRECISION C, CA, F, G, R, RA, S, SFMAX1, SFMAX2, SFMIN1,
  191. $ SFMIN2
  192. COMPLEX*16 CDUM
  193. * ..
  194. * .. External Functions ..
  195. LOGICAL DISNAN, LSAME
  196. INTEGER IZAMAX
  197. DOUBLE PRECISION DLAMCH
  198. EXTERNAL DISNAN, LSAME, IZAMAX, DLAMCH
  199. * ..
  200. * .. External Subroutines ..
  201. EXTERNAL XERBLA, ZDSCAL, ZSWAP
  202. * ..
  203. * .. Intrinsic Functions ..
  204. INTRINSIC ABS, DBLE, DIMAG, MAX, MIN
  205. * ..
  206. * .. Statement Functions ..
  207. DOUBLE PRECISION CABS1
  208. * ..
  209. * .. Statement Function definitions ..
  210. CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
  211. * ..
  212. * .. Executable Statements ..
  213. *
  214. * Test the input parameters
  215. *
  216. INFO = 0
  217. IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND.
  218. $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
  219. INFO = -1
  220. ELSE IF( N.LT.0 ) THEN
  221. INFO = -2
  222. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  223. INFO = -4
  224. END IF
  225. IF( INFO.NE.0 ) THEN
  226. CALL XERBLA( 'ZGEBAL', -INFO )
  227. RETURN
  228. END IF
  229. *
  230. K = 1
  231. L = N
  232. *
  233. IF( N.EQ.0 )
  234. $ GO TO 210
  235. *
  236. IF( LSAME( JOB, 'N' ) ) THEN
  237. DO 10 I = 1, N
  238. SCALE( I ) = ONE
  239. 10 CONTINUE
  240. GO TO 210
  241. END IF
  242. *
  243. IF( LSAME( JOB, 'S' ) )
  244. $ GO TO 120
  245. *
  246. * Permutation to isolate eigenvalues if possible
  247. *
  248. GO TO 50
  249. *
  250. * Row and column exchange.
  251. *
  252. 20 CONTINUE
  253. SCALE( M ) = J
  254. IF( J.EQ.M )
  255. $ GO TO 30
  256. *
  257. CALL ZSWAP( L, A( 1, J ), 1, A( 1, M ), 1 )
  258. CALL ZSWAP( N-K+1, A( J, K ), LDA, A( M, K ), LDA )
  259. *
  260. 30 CONTINUE
  261. GO TO ( 40, 80 )IEXC
  262. *
  263. * Search for rows isolating an eigenvalue and push them down.
  264. *
  265. 40 CONTINUE
  266. IF( L.EQ.1 )
  267. $ GO TO 210
  268. L = L - 1
  269. *
  270. 50 CONTINUE
  271. DO 70 J = L, 1, -1
  272. *
  273. DO 60 I = 1, L
  274. IF( I.EQ.J )
  275. $ GO TO 60
  276. IF( DBLE( A( J, I ) ).NE.ZERO .OR. DIMAG( A( J, I ) ).NE.
  277. $ ZERO )GO TO 70
  278. 60 CONTINUE
  279. *
  280. M = L
  281. IEXC = 1
  282. GO TO 20
  283. 70 CONTINUE
  284. *
  285. GO TO 90
  286. *
  287. * Search for columns isolating an eigenvalue and push them left.
  288. *
  289. 80 CONTINUE
  290. K = K + 1
  291. *
  292. 90 CONTINUE
  293. DO 110 J = K, L
  294. *
  295. DO 100 I = K, L
  296. IF( I.EQ.J )
  297. $ GO TO 100
  298. IF( DBLE( A( I, J ) ).NE.ZERO .OR. DIMAG( A( I, J ) ).NE.
  299. $ ZERO )GO TO 110
  300. 100 CONTINUE
  301. *
  302. M = K
  303. IEXC = 2
  304. GO TO 20
  305. 110 CONTINUE
  306. *
  307. 120 CONTINUE
  308. DO 130 I = K, L
  309. SCALE( I ) = ONE
  310. 130 CONTINUE
  311. *
  312. IF( LSAME( JOB, 'P' ) )
  313. $ GO TO 210
  314. *
  315. * Balance the submatrix in rows K to L.
  316. *
  317. * Iterative loop for norm reduction
  318. *
  319. SFMIN1 = DLAMCH( 'S' ) / DLAMCH( 'P' )
  320. SFMAX1 = ONE / SFMIN1
  321. SFMIN2 = SFMIN1*SCLFAC
  322. SFMAX2 = ONE / SFMIN2
  323. 140 CONTINUE
  324. NOCONV = .FALSE.
  325. *
  326. DO 200 I = K, L
  327. C = ZERO
  328. R = ZERO
  329. *
  330. DO 150 J = K, L
  331. IF( J.EQ.I )
  332. $ GO TO 150
  333. C = C + CABS1( A( J, I ) )
  334. R = R + CABS1( A( I, J ) )
  335. 150 CONTINUE
  336. ICA = IZAMAX( L, A( 1, I ), 1 )
  337. CA = ABS( A( ICA, I ) )
  338. IRA = IZAMAX( N-K+1, A( I, K ), LDA )
  339. RA = ABS( A( I, IRA+K-1 ) )
  340. *
  341. * Guard against zero C or R due to underflow.
  342. *
  343. IF( C.EQ.ZERO .OR. R.EQ.ZERO )
  344. $ GO TO 200
  345. G = R / SCLFAC
  346. F = ONE
  347. S = C + R
  348. 160 CONTINUE
  349. IF( C.GE.G .OR. MAX( F, C, CA ).GE.SFMAX2 .OR.
  350. $ MIN( R, G, RA ).LE.SFMIN2 )GO TO 170
  351. IF( DISNAN( C+F+CA+R+G+RA ) ) THEN
  352. *
  353. * Exit if NaN to avoid infinite loop
  354. *
  355. INFO = -3
  356. CALL XERBLA( 'ZGEBAL', -INFO )
  357. RETURN
  358. END IF
  359. F = F*SCLFAC
  360. C = C*SCLFAC
  361. CA = CA*SCLFAC
  362. R = R / SCLFAC
  363. G = G / SCLFAC
  364. RA = RA / SCLFAC
  365. GO TO 160
  366. *
  367. 170 CONTINUE
  368. G = C / SCLFAC
  369. 180 CONTINUE
  370. IF( G.LT.R .OR. MAX( R, RA ).GE.SFMAX2 .OR.
  371. $ MIN( F, C, G, CA ).LE.SFMIN2 )GO TO 190
  372. F = F / SCLFAC
  373. C = C / SCLFAC
  374. G = G / SCLFAC
  375. CA = CA / SCLFAC
  376. R = R*SCLFAC
  377. RA = RA*SCLFAC
  378. GO TO 180
  379. *
  380. * Now balance.
  381. *
  382. 190 CONTINUE
  383. IF( ( C+R ).GE.FACTOR*S )
  384. $ GO TO 200
  385. IF( F.LT.ONE .AND. SCALE( I ).LT.ONE ) THEN
  386. IF( F*SCALE( I ).LE.SFMIN1 )
  387. $ GO TO 200
  388. END IF
  389. IF( F.GT.ONE .AND. SCALE( I ).GT.ONE ) THEN
  390. IF( SCALE( I ).GE.SFMAX1 / F )
  391. $ GO TO 200
  392. END IF
  393. G = ONE / F
  394. SCALE( I ) = SCALE( I )*F
  395. NOCONV = .TRUE.
  396. *
  397. CALL ZDSCAL( N-K+1, G, A( I, K ), LDA )
  398. CALL ZDSCAL( L, F, A( 1, I ), 1 )
  399. *
  400. 200 CONTINUE
  401. *
  402. IF( NOCONV )
  403. $ GO TO 140
  404. *
  405. 210 CONTINUE
  406. ILO = K
  407. IHI = L
  408. *
  409. RETURN
  410. *
  411. * End of ZGEBAL
  412. *
  413. END