LAPACK  3.6.1
LAPACK: Linear Algebra PACKage
subroutine sgebal ( character  JOB,
integer  N,
real, dimension( lda, * )  A,
integer  LDA,
integer  ILO,
integer  IHI,
real, dimension( * )  SCALE,
integer  INFO 
)

SGEBAL

Download SGEBAL + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 SGEBAL balances a general real matrix A.  This involves, first,
 permuting A by a similarity transformation to isolate eigenvalues
 in the first 1 to ILO-1 and last IHI+1 to N elements on the
 diagonal; and second, applying a diagonal similarity transformation
 to rows and columns ILO to IHI to make the rows and columns as
 close in norm as possible.  Both steps are optional.

 Balancing may reduce the 1-norm of the matrix, and improve the
 accuracy of the computed eigenvalues and/or eigenvectors.
Parameters
[in]JOB
          JOB is CHARACTER*1
          Specifies the operations to be performed on A:
          = 'N':  none:  simply set ILO = 1, IHI = N, SCALE(I) = 1.0
                  for i = 1,...,N;
          = 'P':  permute only;
          = 'S':  scale only;
          = 'B':  both permute and scale.
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in,out]A
          A is REAL array, dimension (LDA,N)
          On entry, the input matrix A.
          On exit,  A is overwritten by the balanced matrix.
          If JOB = 'N', A is not referenced.
          See Further Details.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[out]ILO
          ILO is INTEGER
[out]IHI
          IHI is INTEGER
          ILO and IHI are set to integers such that on exit
          A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N.
          If JOB = 'N' or 'S', ILO = 1 and IHI = N.
[out]SCALE
          SCALE is REAL array, dimension (N)
          Details of the permutations and scaling factors applied to
          A.  If P(j) is the index of the row and column interchanged
          with row and column j and D(j) is the scaling factor
          applied to row and column j, then
          SCALE(j) = P(j)    for j = 1,...,ILO-1
                   = D(j)    for j = ILO,...,IHI
                   = P(j)    for j = IHI+1,...,N.
          The order in which the interchanges are made is N to IHI+1,
          then 1 to ILO-1.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
November 2015
Further Details:
  The permutations consist of row and column interchanges which put
  the matrix in the form

             ( T1   X   Y  )
     P A P = (  0   B   Z  )
             (  0   0   T2 )

  where T1 and T2 are upper triangular matrices whose eigenvalues lie
  along the diagonal.  The column indices ILO and IHI mark the starting
  and ending columns of the submatrix B. Balancing consists of applying
  a diagonal similarity transformation inv(D) * B * D to make the
  1-norms of each row of B and its corresponding column nearly equal.
  The output matrix is

     ( T1     X*D          Y    )
     (  0  inv(D)*B*D  inv(D)*Z ).
     (  0      0           T2   )

  Information about the permutations P and the diagonal matrix D is
  returned in the vector SCALE.

  This subroutine is based on the EISPACK routine BALANC.

  Modified by Tzu-Yi Chen, Computer Science Division, University of
    California at Berkeley, USA

Definition at line 162 of file sgebal.f.

162 *
163 * -- LAPACK computational routine (version 3.6.0) --
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 2015
167 *
168 * .. Scalar Arguments ..
169  CHARACTER job
170  INTEGER ihi, ilo, info, lda, n
171 * ..
172 * .. Array Arguments ..
173  REAL a( lda, * ), scale( * )
174 * ..
175 *
176 * =====================================================================
177 *
178 * .. Parameters ..
179  REAL zero, one
180  parameter ( zero = 0.0e+0, one = 1.0e+0 )
181  REAL sclfac
182  parameter ( sclfac = 2.0e+0 )
183  REAL factor
184  parameter ( factor = 0.95e+0 )
185 * ..
186 * .. Local Scalars ..
187  LOGICAL noconv
188  INTEGER i, ica, iexc, ira, j, k, l, m
189  REAL c, ca, f, g, r, ra, s, sfmax1, sfmax2, sfmin1,
190  $ sfmin2
191 * ..
192 * .. External Functions ..
193  LOGICAL sisnan, lsame
194  INTEGER isamax
195  REAL slamch, snrm2
196  EXTERNAL sisnan, lsame, isamax, slamch, snrm2
197 * ..
198 * .. External Subroutines ..
199  EXTERNAL sscal, sswap, xerbla
200 * ..
201 * .. Intrinsic Functions ..
202  INTRINSIC abs, max, min
203 *
204 * Test the input parameters
205 *
206  info = 0
207  IF( .NOT.lsame( job, 'N' ) .AND. .NOT.lsame( job, 'P' ) .AND.
208  $ .NOT.lsame( job, 'S' ) .AND. .NOT.lsame( job, 'B' ) ) THEN
209  info = -1
210  ELSE IF( n.LT.0 ) THEN
211  info = -2
212  ELSE IF( lda.LT.max( 1, n ) ) THEN
213  info = -4
214  END IF
215  IF( info.NE.0 ) THEN
216  CALL xerbla( 'SGEBAL', -info )
217  RETURN
218  END IF
219 *
220  k = 1
221  l = n
222 *
223  IF( n.EQ.0 )
224  $ GO TO 210
225 *
226  IF( lsame( job, 'N' ) ) THEN
227  DO 10 i = 1, n
228  scale( i ) = one
229  10 CONTINUE
230  GO TO 210
231  END IF
232 *
233  IF( lsame( job, 'S' ) )
234  $ GO TO 120
235 *
236 * Permutation to isolate eigenvalues if possible
237 *
238  GO TO 50
239 *
240 * Row and column exchange.
241 *
242  20 CONTINUE
243  scale( m ) = j
244  IF( j.EQ.m )
245  $ GO TO 30
246 *
247  CALL sswap( l, a( 1, j ), 1, a( 1, m ), 1 )
248  CALL sswap( n-k+1, a( j, k ), lda, a( m, k ), lda )
249 *
250  30 CONTINUE
251  GO TO ( 40, 80 )iexc
252 *
253 * Search for rows isolating an eigenvalue and push them down.
254 *
255  40 CONTINUE
256  IF( l.EQ.1 )
257  $ GO TO 210
258  l = l - 1
259 *
260  50 CONTINUE
261  DO 70 j = l, 1, -1
262 *
263  DO 60 i = 1, l
264  IF( i.EQ.j )
265  $ GO TO 60
266  IF( a( j, i ).NE.zero )
267  $ GO TO 70
268  60 CONTINUE
269 *
270  m = l
271  iexc = 1
272  GO TO 20
273  70 CONTINUE
274 *
275  GO TO 90
276 *
277 * Search for columns isolating an eigenvalue and push them left.
278 *
279  80 CONTINUE
280  k = k + 1
281 *
282  90 CONTINUE
283  DO 110 j = k, l
284 *
285  DO 100 i = k, l
286  IF( i.EQ.j )
287  $ GO TO 100
288  IF( a( i, j ).NE.zero )
289  $ GO TO 110
290  100 CONTINUE
291 *
292  m = k
293  iexc = 2
294  GO TO 20
295  110 CONTINUE
296 *
297  120 CONTINUE
298  DO 130 i = k, l
299  scale( i ) = one
300  130 CONTINUE
301 *
302  IF( lsame( job, 'P' ) )
303  $ GO TO 210
304 *
305 * Balance the submatrix in rows K to L.
306 *
307 * Iterative loop for norm reduction
308 *
309  sfmin1 = slamch( 'S' ) / slamch( 'P' )
310  sfmax1 = one / sfmin1
311  sfmin2 = sfmin1*sclfac
312  sfmax2 = one / sfmin2
313  140 CONTINUE
314  noconv = .false.
315 *
316  DO 200 i = k, l
317 *
318  c = snrm2( l-k+1, a( k, i ), 1 )
319  r = snrm2( l-k+1, a( i, k ), lda )
320  ica = isamax( l, a( 1, i ), 1 )
321  ca = abs( a( ica, i ) )
322  ira = isamax( n-k+1, a( i, k ), lda )
323  ra = abs( a( i, ira+k-1 ) )
324 *
325 * Guard against zero C or R due to underflow.
326 *
327  IF( c.EQ.zero .OR. r.EQ.zero )
328  $ GO TO 200
329  g = r / sclfac
330  f = one
331  s = c + r
332  160 CONTINUE
333  IF( c.GE.g .OR. max( f, c, ca ).GE.sfmax2 .OR.
334  $ min( r, g, ra ).LE.sfmin2 )GO TO 170
335  f = f*sclfac
336  c = c*sclfac
337  ca = ca*sclfac
338  r = r / sclfac
339  g = g / sclfac
340  ra = ra / sclfac
341  GO TO 160
342 *
343  170 CONTINUE
344  g = c / sclfac
345  180 CONTINUE
346  IF( g.LT.r .OR. max( r, ra ).GE.sfmax2 .OR.
347  $ min( f, c, g, ca ).LE.sfmin2 )GO TO 190
348  IF( sisnan( c+f+ca+r+g+ra ) ) THEN
349 *
350 * Exit if NaN to avoid infinite loop
351 *
352  info = -3
353  CALL xerbla( 'SGEBAL', -info )
354  RETURN
355  END IF
356  f = f / sclfac
357  c = c / sclfac
358  g = g / sclfac
359  ca = ca / sclfac
360  r = r*sclfac
361  ra = ra*sclfac
362  GO TO 180
363 *
364 * Now balance.
365 *
366  190 CONTINUE
367  IF( ( c+r ).GE.factor*s )
368  $ GO TO 200
369  IF( f.LT.one .AND. scale( i ).LT.one ) THEN
370  IF( f*scale( i ).LE.sfmin1 )
371  $ GO TO 200
372  END IF
373  IF( f.GT.one .AND. scale( i ).GT.one ) THEN
374  IF( scale( i ).GE.sfmax1 / f )
375  $ GO TO 200
376  END IF
377  g = one / f
378  scale( i ) = scale( i )*f
379  noconv = .true.
380 *
381  CALL sscal( n-k+1, g, a( i, k ), lda )
382  CALL sscal( l, f, a( 1, i ), 1 )
383 *
384  200 CONTINUE
385 *
386  IF( noconv )
387  $ GO TO 140
388 *
389  210 CONTINUE
390  ilo = k
391  ihi = l
392 *
393  RETURN
394 *
395 * End of SGEBAL
396 *
integer function isamax(N, SX, INCX)
ISAMAX
Definition: isamax.f:53
logical function sisnan(SIN)
SISNAN tests input for NaN.
Definition: sisnan.f:61
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
real function snrm2(N, X, INCX)
SNRM2
Definition: snrm2.f:56
subroutine sscal(N, SA, SX, INCX)
SSCAL
Definition: sscal.f:55
subroutine sswap(N, SX, INCX, SY, INCY)
SSWAP
Definition: sswap.f:53
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:69
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:55

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