/* dsyequb.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 dsyequb_(char *uplo, integer *n, doublereal *a, integer * lda, doublereal *s, doublereal *scond, doublereal *amax, doublereal * work, integer *info) { /* System generated locals */ integer a_dim1, a_offset, i__1, i__2; doublereal d__1, d__2, d__3; /* Builtin functions */ double sqrt(doublereal), log(doublereal), pow_di(doublereal *, integer *); /* Local variables */ doublereal d__; integer i__, j; doublereal t, u, c0, c1, c2, si; logical up; doublereal avg, std, tol, base; integer iter; doublereal smin, smax, scale; extern logical lsame_(char *, char *); doublereal sumsq; extern doublereal dlamch_(char *); extern /* Subroutine */ int xerbla_(char *, integer *); doublereal bignum; extern /* Subroutine */ int dlassq_(integer *, doublereal *, integer *, doublereal *, doublereal *); doublereal 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 */ /* ======= */ /* DSYEQUB 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) DOUBLE PRECISION 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) 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. */ /* Further Details */ /* ======= ======= */ /* Reference: Livne, O.E. and Golub, G.H., "Scaling by Binormalization", */ /* Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004. */ /* DOI 10.1023/B:NUMA.0000016606.32820.69 */ /* Tech report version: http://ruready.utah.edu/archive/papers/bin.pdf */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Executable Statements .. */ /* 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_("DSYEQUB", &i__1); return 0; } up = lsame_(uplo, "U"); *amax = 0.; /* Quick return if possible. */ if (*n == 0) { *scond = 1.; return 0; } i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { s[i__] = 0.; } *amax = 0.; 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 */ d__2 = s[i__], d__3 = (d__1 = a[i__ + j * a_dim1], abs(d__1)); s[i__] = max(d__2,d__3); /* Computing MAX */ d__2 = s[j], d__3 = (d__1 = a[i__ + j * a_dim1], abs(d__1)); s[j] = max(d__2,d__3); /* Computing MAX */ d__2 = *amax, d__3 = (d__1 = a[i__ + j * a_dim1], abs(d__1)); *amax = max(d__2,d__3); } /* Computing MAX */ d__2 = s[j], d__3 = (d__1 = a[j + j * a_dim1], abs(d__1)); s[j] = max(d__2,d__3); /* Computing MAX */ d__2 = *amax, d__3 = (d__1 = a[j + j * a_dim1], abs(d__1)); *amax = max(d__2,d__3); } } else { i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Computing MAX */ d__2 = s[j], d__3 = (d__1 = a[j + j * a_dim1], abs(d__1)); s[j] = max(d__2,d__3); /* Computing MAX */ d__2 = *amax, d__3 = (d__1 = a[j + j * a_dim1], abs(d__1)); *amax = max(d__2,d__3); i__2 = *n; for (i__ = j + 1; i__ <= i__2; ++i__) { /* Computing MAX */ d__2 = s[i__], d__3 = (d__1 = a[i__ + j * a_dim1], abs(d__1)); s[i__] = max(d__2,d__3); /* Computing MAX */ d__2 = s[j], d__3 = (d__1 = a[i__ + j * a_dim1], abs(d__1)); s[j] = max(d__2,d__3); /* Computing MAX */ d__2 = *amax, d__3 = (d__1 = a[i__ + j * a_dim1], abs(d__1)); *amax = max(d__2,d__3); } } } i__1 = *n; for (j = 1; j <= i__1; ++j) { s[j] = 1. / s[j]; } tol = 1. / sqrt(*n * 2.); for (iter = 1; iter <= 100; ++iter) { scale = 0.; sumsq = 0.; /* BETA = |A|S */ i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { work[i__] = 0.; } if (up) { i__1 = *n; for (j = 1; j <= i__1; ++j) { i__2 = j - 1; for (i__ = 1; i__ <= i__2; ++i__) { t = (d__1 = a[i__ + j * a_dim1], abs(d__1)); work[i__] += (d__1 = a[i__ + j * a_dim1], abs(d__1)) * s[ j]; work[j] += (d__1 = a[i__ + j * a_dim1], abs(d__1)) * s[ i__]; } work[j] += (d__1 = a[j + j * a_dim1], abs(d__1)) * s[j]; } } else { i__1 = *n; for (j = 1; j <= i__1; ++j) { work[j] += (d__1 = a[j + j * a_dim1], abs(d__1)) * s[j]; i__2 = *n; for (i__ = j + 1; i__ <= i__2; ++i__) { t = (d__1 = a[i__ + j * a_dim1], abs(d__1)); work[i__] += (d__1 = a[i__ + j * a_dim1], abs(d__1)) * s[ j]; work[j] += (d__1 = a[i__ + j * a_dim1], abs(d__1)) * s[ i__]; } } } /* avg = s^T beta / n */ avg = 0.; i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { avg += s[i__] * work[i__]; } avg /= *n; std = 0.; i__1 = *n * 3; for (i__ = (*n << 1) + 1; i__ <= i__1; ++i__) { work[i__] = s[i__ - (*n << 1)] * work[i__ - (*n << 1)] - avg; } dlassq_(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__) { t = (d__1 = a[i__ + i__ * a_dim1], abs(d__1)); si = s[i__]; c2 = (*n - 1) * t; c1 = (*n - 2) * (work[i__] - t * si); c0 = -(t * si) * si + work[i__] * 2 * si - *n * avg; d__ = c1 * c1 - c0 * 4 * c2; if (d__ <= 0.) { *info = -1; return 0; } si = c0 * -2 / (c1 + sqrt(d__)); d__ = si - s[i__]; u = 0.; if (up) { i__2 = i__; for (j = 1; j <= i__2; ++j) { t = (d__1 = a[j + i__ * a_dim1], abs(d__1)); u += s[j] * t; work[j] += d__ * t; } i__2 = *n; for (j = i__ + 1; j <= i__2; ++j) { t = (d__1 = a[i__ + j * a_dim1], abs(d__1)); u += s[j] * t; work[j] += d__ * t; } } else { i__2 = i__; for (j = 1; j <= i__2; ++j) { t = (d__1 = a[i__ + j * a_dim1], abs(d__1)); u += s[j] * t; work[j] += d__ * t; } i__2 = *n; for (j = i__ + 1; j <= i__2; ++j) { t = (d__1 = a[j + i__ * a_dim1], abs(d__1)); u += s[j] * t; work[j] += d__ * t; } } avg += (u + work[i__]) * d__ / *n; s[i__] = si; } } L999: smlnum = dlamch_("SAFEMIN"); bignum = 1. / smlnum; smin = bignum; smax = 0.; t = 1. / sqrt(avg); base = dlamch_("B"); u = 1. / log(base); i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { i__2 = (integer) (u * log(s[i__] * t)); s[i__] = pow_di(&base, &i__2); /* Computing MIN */ d__1 = smin, d__2 = s[i__]; smin = min(d__1,d__2); /* Computing MAX */ d__1 = smax, d__2 = s[i__]; smax = max(d__1,d__2); } *scond = max(smin,smlnum) / min(smax,bignum); return 0; } /* dsyequb_ */