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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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Move LAPACK trunk into position.
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+ SUBROUTINE ZPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, KD, LDAB, N
+ DOUBLE PRECISION AMAX, SCOND
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION S( * )
+ COMPLEX*16 AB( LDAB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZPBEQU computes row and column scalings intended to equilibrate a
+* Hermitian positive definite band 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
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangular of A is stored;
+* = 'L': Lower triangular of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* KD (input) INTEGER
+* The number of superdiagonals of the matrix A if UPLO = 'U',
+* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
+*
+* AB (input) COMPLEX*16 array, dimension (LDAB,N)
+* The upper or lower triangle of the Hermitian band matrix A,
+* stored in the first KD+1 rows of the array. The j-th column
+* of A is stored in the j-th column of the array AB as follows:
+* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
+* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
+*
+* LDAB (input) INTEGER
+* The leading dimension of the array A. LDAB >= KD+1.
+*
+* S (output) DOUBLE PRECISION array, dimension (N)
+* If INFO = 0, S contains the scale factors for A.
+*
+* SCOND (output) DOUBLE PRECISION
+* 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) DOUBLE PRECISION
+* 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 ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER I, J
+ DOUBLE PRECISION SMIN
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, MAX, MIN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ UPPER = LSAME( UPLO, 'U' )
+ IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( KD.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDAB.LT.KD+1 ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZPBEQU', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 ) THEN
+ SCOND = ONE
+ AMAX = ZERO
+ RETURN
+ END IF
+*
+ IF( UPPER ) THEN
+ J = KD + 1
+ ELSE
+ J = 1
+ END IF
+*
+* Initialize SMIN and AMAX.
+*
+ S( 1 ) = DBLE( AB( J, 1 ) )
+ SMIN = S( 1 )
+ AMAX = S( 1 )
+*
+* Find the minimum and maximum diagonal elements.
+*
+ DO 10 I = 2, N
+ S( I ) = DBLE( AB( J, I ) )
+ SMIN = MIN( SMIN, S( I ) )
+ AMAX = MAX( AMAX, S( I ) )
+ 10 CONTINUE
+*
+ IF( SMIN.LE.ZERO ) THEN
+*
+* Find the first non-positive diagonal element and return.
+*
+ DO 20 I = 1, N
+ IF( S( I ).LE.ZERO ) THEN
+ INFO = I
+ RETURN
+ END IF
+ 20 CONTINUE
+ ELSE
+*
+* Set the scale factors to the reciprocals
+* of the diagonal elements.
+*
+ DO 30 I = 1, N
+ S( I ) = ONE / SQRT( S( I ) )
+ 30 CONTINUE
+*
+* Compute SCOND = min(S(I)) / max(S(I))
+*
+ SCOND = SQRT( SMIN ) / SQRT( AMAX )
+ END IF
+ RETURN
+*
+* End of ZPBEQU
+*
+ END