LAPACK  3.6.0
LAPACK: Linear Algebra PACKage
dgebal.f
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1 *> \brief \b DGEBAL
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
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15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DGEBAL( 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 A( LDA, * ), SCALE( * )
29 * ..
30 *
31 *
32 *> \par Purpose:
33 * =============
34 *>
35 *> \verbatim
36 *>
37 *> DGEBAL balances a general real matrix A. This involves, first,
38 *> permuting A by a similarity transformation to isolate eigenvalues
39 *> in the first 1 to ILO-1 and last IHI+1 to N elements on the
40 *> diagonal; and second, applying a diagonal similarity transformation
41 *> to rows and columns ILO to IHI to make the rows and columns as
42 *> close in norm as possible. Both steps are optional.
43 *>
44 *> Balancing may reduce the 1-norm of the matrix, and improve the
45 *> accuracy of the computed eigenvalues and/or eigenvectors.
46 *> \endverbatim
47 *
48 * Arguments:
49 * ==========
50 *
51 *> \param[in] JOB
52 *> \verbatim
53 *> JOB is CHARACTER*1
54 *> Specifies the operations to be performed on A:
55 *> = 'N': none: simply set ILO = 1, IHI = N, SCALE(I) = 1.0
56 *> for i = 1,...,N;
57 *> = 'P': permute only;
58 *> = 'S': scale only;
59 *> = 'B': both permute and scale.
60 *> \endverbatim
61 *>
62 *> \param[in] N
63 *> \verbatim
64 *> N is INTEGER
65 *> The order of the matrix A. N >= 0.
66 *> \endverbatim
67 *>
68 *> \param[in,out] A
69 *> \verbatim
70 *> A is DOUBLE array, dimension (LDA,N)
71 *> On entry, the input matrix A.
72 *> On exit, A is overwritten by the balanced matrix.
73 *> If JOB = 'N', A is not referenced.
74 *> See Further Details.
75 *> \endverbatim
76 *>
77 *> \param[in] LDA
78 *> \verbatim
79 *> LDA is INTEGER
80 *> The leading dimension of the array A. LDA >= max(1,N).
81 *> \endverbatim
82 *>
83 *> \param[out] ILO
84 *> \verbatim
85 *> ILO is INTEGER
86 *> \endverbatim
87 *> \param[out] IHI
88 *> \verbatim
89 *> IHI is INTEGER
90 *> ILO and IHI are set to integers 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 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 2015
125 *
126 *> \ingroup doubleGEcomputational
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 BALANC.
155 *>
156 *> Modified by Tzu-Yi Chen, Computer Science Division, University of
157 *> California at Berkeley, USA
158 *> \endverbatim
159 *>
160 * =====================================================================
161  SUBROUTINE dgebal( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
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  DOUBLE PRECISION A( lda, * ), SCALE( * )
174 * ..
175 *
176 * =====================================================================
177 *
178 * .. Parameters ..
179  DOUBLE PRECISION ZERO, ONE
180  parameter( zero = 0.0d+0, one = 1.0d+0 )
181  DOUBLE PRECISION SCLFAC
182  parameter( sclfac = 2.0d+0 )
183  DOUBLE PRECISION FACTOR
184  parameter( factor = 0.95d+0 )
185 * ..
186 * .. Local Scalars ..
187  LOGICAL NOCONV
188  INTEGER I, ICA, IEXC, IRA, J, K, L, M
189  DOUBLE PRECISION C, CA, F, G, R, RA, S, SFMAX1, SFMAX2, SFMIN1,
190  $ sfmin2
191 * ..
192 * .. External Functions ..
193  LOGICAL DISNAN, LSAME
194  INTEGER IDAMAX
195  DOUBLE PRECISION DLAMCH, DNRM2
196  EXTERNAL disnan, lsame, idamax, dlamch, dnrm2
197 * ..
198 * .. External Subroutines ..
199  EXTERNAL dscal, dswap, 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( 'DGEBAL', -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 dswap( l, a( 1, j ), 1, a( 1, m ), 1 )
248  CALL dswap( 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 = dlamch( 'S' ) / dlamch( 'P' )
310  sfmax1 = one / sfmin1
311  sfmin2 = sfmin1*sclfac
312  sfmax2 = one / sfmin2
313 *
314  140 CONTINUE
315  noconv = .false.
316 *
317  DO 200 i = k, l
318 *
319  c = dnrm2( l-k+1, a( k, i ), 1 )
320  r = dnrm2( l-k+1, a( i, k ), lda )
321  ica = idamax( l, a( 1, i ), 1 )
322  ca = abs( a( ica, i ) )
323  ira = idamax( n-k+1, a( i, k ), lda )
324  ra = abs( a( i, ira+k-1 ) )
325 *
326 * Guard against zero C or R due to underflow.
327 *
328  IF( c.EQ.zero .OR. r.EQ.zero )
329  $ GO TO 200
330  g = r / sclfac
331  f = one
332  s = c + r
333  160 CONTINUE
334  IF( c.GE.g .OR. max( f, c, ca ).GE.sfmax2 .OR.
335  $ min( r, g, ra ).LE.sfmin2 )GO TO 170
336  IF( disnan( c+f+ca+r+g+ra ) ) THEN
337 *
338 * Exit if NaN to avoid infinite loop
339 *
340  info = -3
341  CALL xerbla( 'DGEBAL', -info )
342  RETURN
343  END IF
344  f = f*sclfac
345  c = c*sclfac
346  ca = ca*sclfac
347  r = r / sclfac
348  g = g / sclfac
349  ra = ra / sclfac
350  GO TO 160
351 *
352  170 CONTINUE
353  g = c / sclfac
354  180 CONTINUE
355  IF( g.LT.r .OR. max( r, ra ).GE.sfmax2 .OR.
356  $ min( f, c, g, ca ).LE.sfmin2 )GO TO 190
357  f = f / sclfac
358  c = c / sclfac
359  g = g / sclfac
360  ca = ca / sclfac
361  r = r*sclfac
362  ra = ra*sclfac
363  GO TO 180
364 *
365 * Now balance.
366 *
367  190 CONTINUE
368  IF( ( c+r ).GE.factor*s )
369  $ GO TO 200
370  IF( f.LT.one .AND. scale( i ).LT.one ) THEN
371  IF( f*scale( i ).LE.sfmin1 )
372  $ GO TO 200
373  END IF
374  IF( f.GT.one .AND. scale( i ).GT.one ) THEN
375  IF( scale( i ).GE.sfmax1 / f )
376  $ GO TO 200
377  END IF
378  g = one / f
379  scale( i ) = scale( i )*f
380  noconv = .true.
381 *
382  CALL dscal( n-k+1, g, a( i, k ), lda )
383  CALL dscal( l, f, a( 1, i ), 1 )
384 *
385  200 CONTINUE
386 *
387  IF( noconv )
388  $ GO TO 140
389 *
390  210 CONTINUE
391  ilo = k
392  ihi = l
393 *
394  RETURN
395 *
396 * End of DGEBAL
397 *
398  END
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine dgebal(JOB, N, A, LDA, ILO, IHI, SCALE, INFO)
DGEBAL
Definition: dgebal.f:162
subroutine dswap(N, DX, INCX, DY, INCY)
DSWAP
Definition: dswap.f:53
subroutine dscal(N, DA, DX, INCX)
DSCAL
Definition: dscal.f:55