LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ cgeequb()

subroutine cgeequb ( integer  m,
integer  n,
complex, dimension( lda, * )  a,
integer  lda,
real, dimension( * )  r,
real, dimension( * )  c,
real  rowcnd,
real  colcnd,
real  amax,
integer  info 
)

CGEEQUB

Download CGEEQUB + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CGEEQUB computes row and column scalings intended to equilibrate an
 M-by-N matrix A and reduce its condition number.  R returns the row
 scale factors and C the column scale factors, chosen to try to make
 the largest element in each row and column of the matrix B with
 elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
 the radix.

 R(i) and C(j) are restricted to be a power of the radix between
 SMLNUM = smallest safe number and BIGNUM = largest safe number.  Use
 of these scaling factors is not guaranteed to reduce the condition
 number of A but works well in practice.

 This routine differs from CGEEQU by restricting the scaling factors
 to a power of the radix.  Barring over- and underflow, scaling by
 these factors introduces no additional rounding errors.  However, the
 scaled entries' magnitudes are no longer approximately 1 but lie
 between sqrt(radix) and 1/sqrt(radix).
Parameters
[in]M
          M is INTEGER
          The number of rows of the matrix A.  M >= 0.
[in]N
          N is INTEGER
          The number of columns of the matrix A.  N >= 0.
[in]A
          A is COMPLEX array, dimension (LDA,N)
          The M-by-N matrix whose equilibration factors are
          to be computed.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,M).
[out]R
          R is REAL array, dimension (M)
          If INFO = 0 or INFO > M, R contains the row scale factors
          for A.
[out]C
          C is REAL array, dimension (N)
          If INFO = 0,  C contains the column scale factors for A.
[out]ROWCND
          ROWCND is REAL
          If INFO = 0 or INFO > M, ROWCND contains the ratio of the
          smallest R(i) to the largest R(i).  If ROWCND >= 0.1 and
          AMAX is neither too large nor too small, it is not worth
          scaling by R.
[out]COLCND
          COLCND is REAL
          If INFO = 0, COLCND contains the ratio of the smallest
          C(i) to the largest C(i).  If COLCND >= 0.1, it is not
          worth scaling by C.
[out]AMAX
          AMAX is REAL
          Absolute value of largest matrix element.  If AMAX is very
          close to overflow or very close to underflow, the matrix
          should be scaled.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i,  and i is
                <= M:  the i-th row of A is exactly zero
                >  M:  the (i-M)-th column of A is exactly zero
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 145 of file cgeequb.f.

147*
148* -- LAPACK computational routine --
149* -- LAPACK is a software package provided by Univ. of Tennessee, --
150* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
151*
152* .. Scalar Arguments ..
153 INTEGER INFO, LDA, M, N
154 REAL AMAX, COLCND, ROWCND
155* ..
156* .. Array Arguments ..
157 REAL C( * ), R( * )
158 COMPLEX A( LDA, * )
159* ..
160*
161* =====================================================================
162*
163* .. Parameters ..
164 REAL ONE, ZERO
165 parameter( one = 1.0e+0, zero = 0.0e+0 )
166* ..
167* .. Local Scalars ..
168 INTEGER I, J
169 REAL BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX, LOGRDX
170 COMPLEX ZDUM
171* ..
172* .. External Functions ..
173 REAL SLAMCH
174 EXTERNAL slamch
175* ..
176* .. External Subroutines ..
177 EXTERNAL xerbla
178* ..
179* .. Intrinsic Functions ..
180 INTRINSIC abs, max, min, log, real, aimag
181* ..
182* .. Statement Functions ..
183 REAL CABS1
184* ..
185* .. Statement Function definitions ..
186 cabs1( zdum ) = abs( real( zdum ) ) + abs( aimag( zdum ) )
187* ..
188* .. Executable Statements ..
189*
190* Test the input parameters.
191*
192 info = 0
193 IF( m.LT.0 ) THEN
194 info = -1
195 ELSE IF( n.LT.0 ) THEN
196 info = -2
197 ELSE IF( lda.LT.max( 1, m ) ) THEN
198 info = -4
199 END IF
200 IF( info.NE.0 ) THEN
201 CALL xerbla( 'CGEEQUB', -info )
202 RETURN
203 END IF
204*
205* Quick return if possible.
206*
207 IF( m.EQ.0 .OR. n.EQ.0 ) THEN
208 rowcnd = one
209 colcnd = one
210 amax = zero
211 RETURN
212 END IF
213*
214* Get machine constants. Assume SMLNUM is a power of the radix.
215*
216 smlnum = slamch( 'S' )
217 bignum = one / smlnum
218 radix = slamch( 'B' )
219 logrdx = log( radix )
220*
221* Compute row scale factors.
222*
223 DO 10 i = 1, m
224 r( i ) = zero
225 10 CONTINUE
226*
227* Find the maximum element in each row.
228*
229 DO 30 j = 1, n
230 DO 20 i = 1, m
231 r( i ) = max( r( i ), cabs1( a( i, j ) ) )
232 20 CONTINUE
233 30 CONTINUE
234 DO i = 1, m
235 IF( r( i ).GT.zero ) THEN
236 r( i ) = radix**int( log(r( i ) ) / logrdx )
237 END IF
238 END DO
239*
240* Find the maximum and minimum scale factors.
241*
242 rcmin = bignum
243 rcmax = zero
244 DO 40 i = 1, m
245 rcmax = max( rcmax, r( i ) )
246 rcmin = min( rcmin, r( i ) )
247 40 CONTINUE
248 amax = rcmax
249*
250 IF( rcmin.EQ.zero ) THEN
251*
252* Find the first zero scale factor and return an error code.
253*
254 DO 50 i = 1, m
255 IF( r( i ).EQ.zero ) THEN
256 info = i
257 RETURN
258 END IF
259 50 CONTINUE
260 ELSE
261*
262* Invert the scale factors.
263*
264 DO 60 i = 1, m
265 r( i ) = one / min( max( r( i ), smlnum ), bignum )
266 60 CONTINUE
267*
268* Compute ROWCND = min(R(I)) / max(R(I)).
269*
270 rowcnd = max( rcmin, smlnum ) / min( rcmax, bignum )
271 END IF
272*
273* Compute column scale factors.
274*
275 DO 70 j = 1, n
276 c( j ) = zero
277 70 CONTINUE
278*
279* Find the maximum element in each column,
280* assuming the row scaling computed above.
281*
282 DO 90 j = 1, n
283 DO 80 i = 1, m
284 c( j ) = max( c( j ), cabs1( a( i, j ) )*r( i ) )
285 80 CONTINUE
286 IF( c( j ).GT.zero ) THEN
287 c( j ) = radix**int( log( c( j ) ) / logrdx )
288 END IF
289 90 CONTINUE
290*
291* Find the maximum and minimum scale factors.
292*
293 rcmin = bignum
294 rcmax = zero
295 DO 100 j = 1, n
296 rcmin = min( rcmin, c( j ) )
297 rcmax = max( rcmax, c( j ) )
298 100 CONTINUE
299*
300 IF( rcmin.EQ.zero ) THEN
301*
302* Find the first zero scale factor and return an error code.
303*
304 DO 110 j = 1, n
305 IF( c( j ).EQ.zero ) THEN
306 info = m + j
307 RETURN
308 END IF
309 110 CONTINUE
310 ELSE
311*
312* Invert the scale factors.
313*
314 DO 120 j = 1, n
315 c( j ) = one / min( max( c( j ), smlnum ), bignum )
316 120 CONTINUE
317*
318* Compute COLCND = min(C(J)) / max(C(J)).
319*
320 colcnd = max( rcmin, smlnum ) / min( rcmax, bignum )
321 END IF
322*
323 RETURN
324*
325* End of CGEEQUB
326*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
real function slamch(cmach)
SLAMCH
Definition slamch.f:68
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