diff options
author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
---|---|---|
committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/zpbequ.f | |
download | lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2 lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/zpbequ.f')
-rw-r--r-- | SRC/zpbequ.f | 167 |
1 files changed, 167 insertions, 0 deletions
diff --git a/SRC/zpbequ.f b/SRC/zpbequ.f new file mode 100644 index 00000000..dd8bc9d3 --- /dev/null +++ b/SRC/zpbequ.f @@ -0,0 +1,167 @@ + 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 |