/* cheequb.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; /* Subroutine */ int cheequb_(char *uplo, integer *n, complex *a, integer * lda, real *s, real *scond, real *amax, complex *work, integer *info) { /* System generated locals */ integer a_dim1, a_offset, i__1, i__2, i__3, i__4, i__5; real r__1, r__2, r__3, r__4; doublereal d__1; complex q__1, q__2, q__3, q__4; /* Builtin functions */ double r_imag(complex *), sqrt(doublereal), log(doublereal), pow_ri(real * , integer *); /* Local variables */ real d__; integer i__, j; real t, u, c0, c1, c2, si; logical up; real avg, std, tol, base; integer iter; real smin, smax, scale; extern logical lsame_(char *, char *); real sumsq; extern doublereal slamch_(char *); extern /* Subroutine */ int xerbla_(char *, integer *); real bignum; extern /* Subroutine */ int classq_(integer *, complex *, integer *, real *, real *); real smlnum; /* -- LAPACK routine (version 3.2) -- */ /* -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */ /* -- Jason Riedy of Univ. of California Berkeley. -- */ /* -- November 2008 -- */ /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */ /* -- Univ. of California Berkeley and NAG Ltd. -- */ /* .. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* CSYEQUB computes row and column scalings intended to equilibrate a */ /* symmetric matrix A and reduce its condition number */ /* (with respect to the two-norm). S contains the scale factors, */ /* S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with */ /* elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This */ /* choice of S puts the condition number of B within a factor N of the */ /* smallest possible condition number over all possible diagonal */ /* scalings. */ /* Arguments */ /* ========= */ /* N (input) INTEGER */ /* The order of the matrix A. N >= 0. */ /* A (input) COMPLEX array, dimension (LDA,N) */ /* The N-by-N symmetric matrix whose scaling */ /* factors are to be computed. Only the diagonal elements of A */ /* are referenced. */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA >= max(1,N). */ /* S (output) REAL array, dimension (N) */ /* If INFO = 0, S contains the scale factors for A. */ /* SCOND (output) REAL */ /* If INFO = 0, S contains the ratio of the smallest S(i) to */ /* the largest S(i). If SCOND >= 0.1 and AMAX is neither too */ /* large nor too small, it is not worth scaling by S. */ /* AMAX (output) REAL */ /* Absolute value of largest matrix element. If AMAX is very */ /* close to overflow or very close to underflow, the matrix */ /* should be scaled. */ /* INFO (output) INTEGER */ /* = 0: successful exit */ /* < 0: if INFO = -i, the i-th argument had an illegal value */ /* > 0: if INFO = i, the i-th diagonal element is nonpositive. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Statement Functions .. */ /* .. */ /* .. Statement Function Definitions .. */ /* Test input parameters. */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; --s; --work; /* Function Body */ *info = 0; if (! (lsame_(uplo, "U") || lsame_(uplo, "L"))) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*lda < max(1,*n)) { *info = -4; } if (*info != 0) { i__1 = -(*info); xerbla_("CHEEQUB", &i__1); return 0; } up = lsame_(uplo, "U"); *amax = 0.f; /* Quick return if possible. */ if (*n == 0) { *scond = 1.f; return 0; } i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { s[i__] = 0.f; } *amax = 0.f; if (up) { i__1 = *n; for (j = 1; j <= i__1; ++j) { i__2 = j - 1; for (i__ = 1; i__ <= i__2; ++i__) { /* Computing MAX */ i__3 = i__ + j * a_dim1; r__3 = s[i__], r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); s[i__] = dmax(r__3,r__4); /* Computing MAX */ i__3 = i__ + j * a_dim1; r__3 = s[j], r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); s[j] = dmax(r__3,r__4); /* Computing MAX */ i__3 = i__ + j * a_dim1; r__3 = *amax, r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); *amax = dmax(r__3,r__4); } /* Computing MAX */ i__2 = j + j * a_dim1; r__3 = s[j], r__4 = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = r_imag(&a[j + j * a_dim1]), dabs(r__2)); s[j] = dmax(r__3,r__4); /* Computing MAX */ i__2 = j + j * a_dim1; r__3 = *amax, r__4 = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = r_imag(&a[j + j * a_dim1]), dabs(r__2)); *amax = dmax(r__3,r__4); } } else { i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Computing MAX */ i__2 = j + j * a_dim1; r__3 = s[j], r__4 = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = r_imag(&a[j + j * a_dim1]), dabs(r__2)); s[j] = dmax(r__3,r__4); /* Computing MAX */ i__2 = j + j * a_dim1; r__3 = *amax, r__4 = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = r_imag(&a[j + j * a_dim1]), dabs(r__2)); *amax = dmax(r__3,r__4); i__2 = *n; for (i__ = j + 1; i__ <= i__2; ++i__) { /* Computing MAX */ i__3 = i__ + j * a_dim1; r__3 = s[i__], r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); s[i__] = dmax(r__3,r__4); /* Computing MAX */ i__3 = i__ + j * a_dim1; r__3 = s[j], r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); s[j] = dmax(r__3,r__4); /* Computing MAX */ i__3 = i__ + j * a_dim1; r__3 = *amax, r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); *amax = dmax(r__3,r__4); } } } i__1 = *n; for (j = 1; j <= i__1; ++j) { s[j] = 1.f / s[j]; } tol = 1.f / sqrt(*n * 2.f); for (iter = 1; iter <= 100; ++iter) { scale = 0.f; sumsq = 0.f; /* beta = |A|s */ i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { i__2 = i__; work[i__2].r = 0.f, work[i__2].i = 0.f; } if (up) { i__1 = *n; for (j = 1; j <= i__1; ++j) { i__2 = j - 1; for (i__ = 1; i__ <= i__2; ++i__) { i__3 = i__ + j * a_dim1; t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[ i__ + j * a_dim1]), dabs(r__2)); i__3 = i__; i__4 = i__; i__5 = i__ + j * a_dim1; r__3 = ((r__1 = a[i__5].r, dabs(r__1)) + (r__2 = r_imag(& a[i__ + j * a_dim1]), dabs(r__2))) * s[j]; q__1.r = work[i__4].r + r__3, q__1.i = work[i__4].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; i__3 = j; i__4 = j; i__5 = i__ + j * a_dim1; r__3 = ((r__1 = a[i__5].r, dabs(r__1)) + (r__2 = r_imag(& a[i__ + j * a_dim1]), dabs(r__2))) * s[i__]; q__1.r = work[i__4].r + r__3, q__1.i = work[i__4].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; } i__2 = j; i__3 = j; i__4 = j + j * a_dim1; r__3 = ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&a[j + j * a_dim1]), dabs(r__2))) * s[j]; q__1.r = work[i__3].r + r__3, q__1.i = work[i__3].i; work[i__2].r = q__1.r, work[i__2].i = q__1.i; } } else { i__1 = *n; for (j = 1; j <= i__1; ++j) { i__2 = j; i__3 = j; i__4 = j + j * a_dim1; r__3 = ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&a[j + j * a_dim1]), dabs(r__2))) * s[j]; q__1.r = work[i__3].r + r__3, q__1.i = work[i__3].i; work[i__2].r = q__1.r, work[i__2].i = q__1.i; i__2 = *n; for (i__ = j + 1; i__ <= i__2; ++i__) { i__3 = i__ + j * a_dim1; t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[ i__ + j * a_dim1]), dabs(r__2)); i__3 = i__; i__4 = i__; i__5 = i__ + j * a_dim1; r__3 = ((r__1 = a[i__5].r, dabs(r__1)) + (r__2 = r_imag(& a[i__ + j * a_dim1]), dabs(r__2))) * s[j]; q__1.r = work[i__4].r + r__3, q__1.i = work[i__4].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; i__3 = j; i__4 = j; i__5 = i__ + j * a_dim1; r__3 = ((r__1 = a[i__5].r, dabs(r__1)) + (r__2 = r_imag(& a[i__ + j * a_dim1]), dabs(r__2))) * s[i__]; q__1.r = work[i__4].r + r__3, q__1.i = work[i__4].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; } } } /* avg = s^T beta / n */ avg = 0.f; i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { i__2 = i__; i__3 = i__; q__2.r = s[i__2] * work[i__3].r, q__2.i = s[i__2] * work[i__3].i; q__1.r = avg + q__2.r, q__1.i = q__2.i; avg = q__1.r; } avg /= *n; std = 0.f; i__1 = *n * 3; for (i__ = (*n << 1) + 1; i__ <= i__1; ++i__) { i__2 = i__; i__3 = i__ - (*n << 1); i__4 = i__ - (*n << 1); q__2.r = s[i__3] * work[i__4].r, q__2.i = s[i__3] * work[i__4].i; q__1.r = q__2.r - avg, q__1.i = q__2.i; work[i__2].r = q__1.r, work[i__2].i = q__1.i; } classq_(n, &work[(*n << 1) + 1], &c__1, &scale, &sumsq); std = scale * sqrt(sumsq / *n); if (std < tol * avg) { goto L999; } i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { i__2 = i__ + i__ * a_dim1; t = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = r_imag(&a[i__ + i__ * a_dim1]), dabs(r__2)); si = s[i__]; c2 = (*n - 1) * t; i__2 = *n - 2; i__3 = i__; r__1 = t * si; q__2.r = work[i__3].r - r__1, q__2.i = work[i__3].i; d__1 = (doublereal) i__2; q__1.r = d__1 * q__2.r, q__1.i = d__1 * q__2.i; c1 = q__1.r; r__1 = -(t * si) * si; i__2 = i__; d__1 = 2.; q__4.r = d__1 * work[i__2].r, q__4.i = d__1 * work[i__2].i; q__3.r = si * q__4.r, q__3.i = si * q__4.i; q__2.r = r__1 + q__3.r, q__2.i = q__3.i; r__2 = *n * avg; q__1.r = q__2.r - r__2, q__1.i = q__2.i; c0 = q__1.r; d__ = c1 * c1 - c0 * 4 * c2; if (d__ <= 0.f) { *info = -1; return 0; } si = c0 * -2 / (c1 + sqrt(d__)); d__ = si - s[i__]; u = 0.f; if (up) { i__2 = i__; for (j = 1; j <= i__2; ++j) { i__3 = j + i__ * a_dim1; t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[j + i__ * a_dim1]), dabs(r__2)); u += s[j] * t; i__3 = j; i__4 = j; r__1 = d__ * t; q__1.r = work[i__4].r + r__1, q__1.i = work[i__4].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; } i__2 = *n; for (j = i__ + 1; j <= i__2; ++j) { i__3 = i__ + j * a_dim1; t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[ i__ + j * a_dim1]), dabs(r__2)); u += s[j] * t; i__3 = j; i__4 = j; r__1 = d__ * t; q__1.r = work[i__4].r + r__1, q__1.i = work[i__4].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; } } else { i__2 = i__; for (j = 1; j <= i__2; ++j) { i__3 = i__ + j * a_dim1; t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[ i__ + j * a_dim1]), dabs(r__2)); u += s[j] * t; i__3 = j; i__4 = j; r__1 = d__ * t; q__1.r = work[i__4].r + r__1, q__1.i = work[i__4].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; } i__2 = *n; for (j = i__ + 1; j <= i__2; ++j) { i__3 = j + i__ * a_dim1; t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[j + i__ * a_dim1]), dabs(r__2)); u += s[j] * t; i__3 = j; i__4 = j; r__1 = d__ * t; q__1.r = work[i__4].r + r__1, q__1.i = work[i__4].i; work[i__3].r = q__1.r, work[i__3].i = q__1.i; } } i__2 = i__; q__4.r = u + work[i__2].r, q__4.i = work[i__2].i; q__3.r = d__ * q__4.r, q__3.i = d__ * q__4.i; d__1 = (doublereal) (*n); q__2.r = q__3.r / d__1, q__2.i = q__3.i / d__1; q__1.r = avg + q__2.r, q__1.i = q__2.i; avg = q__1.r; s[i__] = si; } } L999: smlnum = slamch_("SAFEMIN"); bignum = 1.f / smlnum; smin = bignum; smax = 0.f; t = 1.f / sqrt(avg); base = slamch_("B"); u = 1.f / log(base); i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { i__2 = (integer) (u * log(s[i__] * t)); s[i__] = pow_ri(&base, &i__2); /* Computing MIN */ r__1 = smin, r__2 = s[i__]; smin = dmin(r__1,r__2); /* Computing MAX */ r__1 = smax, r__2 = s[i__]; smax = dmax(r__1,r__2); } *scond = dmax(smin,smlnum) / dmin(smax,bignum); return 0; } /* cheequb_ */