dgebal.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DGEBAL
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
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!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
!
!       .. Scalar Arguments ..
!       CHARACTER          JOB
!       INTEGER            IHI, ILO, INFO, LDA, N
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION   A( LDA, * ), SCALE( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DGEBAL balances a general real matrix A.  This involves, first,
!> permuting A by a similarity transformation to isolate eigenvalues
!> in the first 1 to ILO-1 and last IHI+1 to N elements on the
!> diagonal; and second, applying a diagonal similarity transformation
!> to rows and columns ILO to IHI to make the rows and columns as
!> close in norm as possible.  Both steps are optional.
!>
!> Balancing may reduce the 1-norm of the matrix, and improve the
!> accuracy of the computed eigenvalues and/or eigenvectors.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] JOB
!> \verbatim
!>          JOB is CHARACTER*1
!>          Specifies the operations to be performed on A:
!>          = 'N':  none:  simply set ILO = 1, IHI = N, SCALE(I) = 1.0
!>                  for i = 1,...,N;
!>          = 'P':  permute only;
!>          = 'S':  scale only;
!>          = 'B':  both permute and scale.
!> \endverbatim
!>
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>          The order of the matrix A.  N >= 0.
!> \endverbatim
!>
!> \param[in,out] A
!> \verbatim
!>          A is DOUBLE PRECISION array, dimension (LDA,N)
!>          On entry, the input matrix A.
!>          On exit,  A is overwritten by the balanced matrix.
!>          If JOB = 'N', A is not referenced.
!>          See Further Details.
!> \endverbatim
!>
!> \param[in] LDA
!> \verbatim
!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max(1,N).
!> \endverbatim
!>
!> \param[out] ILO
!> \verbatim
!>          ILO is INTEGER
!> \endverbatim
!> \param[out] IHI
!> \verbatim
!>          IHI is INTEGER
!>          ILO and IHI are set to integers such that on exit
!>          A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N.
!>          If JOB = 'N' or 'S', ILO = 1 and IHI = N.
!> \endverbatim
!>
!> \param[out] SCALE
!> \verbatim
!>          SCALE is DOUBLE PRECISION array, dimension (N)
!>          Details of the permutations and scaling factors applied to
!>          A.  If P(j) is the index of the row and column interchanged
!>          with row and column j and D(j) is the scaling factor
!>          applied to row and column j, then
!>          SCALE(j) = P(j)    for j = 1,...,ILO-1
!>                   = D(j)    for j = ILO,...,IHI
!>                   = P(j)    for j = IHI+1,...,N.
!>          The order in which the interchanges are made is N to IHI+1,
!>          then 1 to ILO-1.
!> \endverbatim
!>
!> \param[out] INFO
!> \verbatim
!>          INFO is INTEGER
!>          = 0:  successful exit.
!>          < 0:  if INFO = -i, the i-th argument had an illegal value.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date June 2017
!
!> \ingroup doubleGEcomputational
!
!> \par Further Details:
!  =====================
!>
!> \verbatim
!>
!>  The permutations consist of row and column interchanges which put
!>  the matrix in the form
!>
!>             ( T1   X   Y  )
!>     P A P = (  0   B   Z  )
!>             (  0   0   T2 )
!>
!>  where T1 and T2 are upper triangular matrices whose eigenvalues lie
!>  along the diagonal.  The column indices ILO and IHI mark the starting
!>  and ending columns of the submatrix B. Balancing consists of applying
!>  a diagonal similarity transformation inv(D) * B * D to make the
!>  1-norms of each row of B and its corresponding column nearly equal.
!>  The output matrix is
!>
!>     ( T1     X*D          Y    )
!>     (  0  inv(D)*B*D  inv(D)*Z ).
!>     (  0      0           T2   )
!>
!>  Information about the permutations P and the diagonal matrix D is
!>  returned in the vector SCALE.
!>
!>  This subroutine is based on the EISPACK routine BALANC.
!>
!>  Modified by Tzu-Yi Chen, Computer Science Division, University of
!>    California at Berkeley, USA
!> \endverbatim
!>
!  =====================================================================
      SUBROUTINE DGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
!
!  -- LAPACK computational routine (version 3.7.1) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     June 2017
!
!     .. Scalar Arguments ..
      CHARACTER          JOB
      INTEGER            IHI, ILO, INFO, LDA, N
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), SCALE( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
      DOUBLE PRECISION   SCLFAC
      PARAMETER          ( SCLFAC = 2.0D+0 )
      DOUBLE PRECISION   FACTOR
      PARAMETER          ( FACTOR = 0.95D+0 )
!     ..
!     .. Local Scalars ..
      LOGICAL            NOCONV
      INTEGER            I, ICA, IEXC, IRA, J, K, L, M
      DOUBLE PRECISION   C, CA, F, G, R, RA, S, SFMAX1, SFMAX2, SFMIN1, &
                         SFMIN2
!     ..
!     .. External Functions ..
      LOGICAL            DISNAN, LSAME
      INTEGER            IDAMAX
      DOUBLE PRECISION   DLAMCH, DNRM2
      EXTERNAL           DISNAN, LSAME, IDAMAX, DLAMCH, DNRM2
!     ..
!     .. External Subroutines ..
      EXTERNAL           DSCAL, DSWAP, XERBLA
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, MIN
!     ..
!     Test the input parameters
!
      INFO = 0
      IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND. &
          .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -4
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGEBAL', -INFO )
         RETURN
      END IF
!
      K = 1
      L = N
!
      IF( N.EQ.0 ) &
         GO TO 210
!
      IF( LSAME( JOB, 'N' ) ) THEN
         DO 10 I = 1, N
            SCALE( I ) = ONE
   10    CONTINUE
         GO TO 210
      END IF
!
      IF( LSAME( JOB, 'S' ) ) &
         GO TO 120
!
!     Permutation to isolate eigenvalues if possible
!
      GO TO 50
!
!     Row and column exchange.
!
   20 CONTINUE
      SCALE( M ) = J
      IF( J.EQ.M ) &
         GO TO 30
!
      CALL DSWAP( L, A( 1, J ), 1, A( 1, M ), 1 )
      CALL DSWAP( N-K+1, A( J, K ), LDA, A( M, K ), LDA )
!
   30 CONTINUE
      GO TO ( 40, 80 )IEXC
!
!     Search for rows isolating an eigenvalue and push them down.
!
   40 CONTINUE
      IF( L.EQ.1 ) &
         GO TO 210
      L = L - 1
!
   50 CONTINUE
      DO 70 J = L, 1, -1
!
         DO 60 I = 1, L
            IF( I.EQ.J ) &
               GO TO 60
            IF( A( J, I ).NE.ZERO ) &
               GO TO 70
   60    CONTINUE
!
         M = L
         IEXC = 1
         GO TO 20
   70 CONTINUE
!
      GO TO 90
!
!     Search for columns isolating an eigenvalue and push them left.
!
   80 CONTINUE
      K = K + 1
!
   90 CONTINUE
      DO 110 J = K, L
!
         DO 100 I = K, L
            IF( I.EQ.J ) &
               GO TO 100
            IF( A( I, J ).NE.ZERO ) &
               GO TO 110
  100    CONTINUE
!
         M = K
         IEXC = 2
         GO TO 20
  110 CONTINUE
!
  120 CONTINUE
      DO 130 I = K, L
         SCALE( I ) = ONE
  130 CONTINUE
!
      IF( LSAME( JOB, 'P' ) ) &
         GO TO 210
!
!     Balance the submatrix in rows K to L.
!
!     Iterative loop for norm reduction
!
      SFMIN1 = DLAMCH( 'S' ) / DLAMCH( 'P' )
      SFMAX1 = ONE / SFMIN1
      SFMIN2 = SFMIN1*SCLFAC
      SFMAX2 = ONE / SFMIN2
!
  140 CONTINUE
      NOCONV = .FALSE.
!
      DO 200 I = K, L
!
         C = DNRM2( L-K+1, A( K, I ), 1 )
         R = DNRM2( L-K+1, A( I, K ), LDA )
         ICA = IDAMAX( L, A( 1, I ), 1 )
         CA = ABS( A( ICA, I ) )
         IRA = IDAMAX( N-K+1, A( I, K ), LDA )
         RA = ABS( A( I, IRA+K-1 ) )
!
!        Guard against zero C or R due to underflow.
!
         IF( C.EQ.ZERO .OR. R.EQ.ZERO ) &
            GO TO 200
         G = R / SCLFAC
         F = ONE
         S = C + R
  160    CONTINUE
         IF( C.GE.G .OR. MAX( F, C, CA ).GE.SFMAX2 .OR. &
             MIN( R, G, RA ).LE.SFMIN2 )GO TO 170
            IF( DISNAN( C+F+CA+R+G+RA ) ) THEN
!
!           Exit if NaN to avoid infinite loop
!
            INFO = -3
            CALL XERBLA( 'DGEBAL', -INFO )
            RETURN
         END IF
         F = F*SCLFAC
         C = C*SCLFAC
         CA = CA*SCLFAC
         R = R / SCLFAC
         G = G / SCLFAC
         RA = RA / SCLFAC
         GO TO 160
!
  170    CONTINUE
         G = C / SCLFAC
  180    CONTINUE
         IF( G.LT.R .OR. MAX( R, RA ).GE.SFMAX2 .OR. &
             MIN( F, C, G, CA ).LE.SFMIN2 )GO TO 190
         F = F / SCLFAC
         C = C / SCLFAC
         G = G / SCLFAC
         CA = CA / SCLFAC
         R = R*SCLFAC
         RA = RA*SCLFAC
         GO TO 180
!
!        Now balance.
!
  190    CONTINUE
         IF( ( C+R ).GE.FACTOR*S ) &
            GO TO 200
         IF( F.LT.ONE .AND. SCALE( I ).LT.ONE ) THEN
            IF( F*SCALE( I ).LE.SFMIN1 ) &
               GO TO 200
         END IF
         IF( F.GT.ONE .AND. SCALE( I ).GT.ONE ) THEN
            IF( SCALE( I ).GE.SFMAX1 / F ) &
               GO TO 200
         END IF
         G = ONE / F
         SCALE( I ) = SCALE( I )*F
         NOCONV = .TRUE.
!
         CALL DSCAL( N-K+1, G, A( I, K ), LDA )
         CALL DSCAL( L, F, A( 1, I ), 1 )
!
  200 CONTINUE
!
      IF( NOCONV ) &
         GO TO 140
!
  210 CONTINUE
      ILO = K
      IHI = L
!
      RETURN
!
!     End of DGEBAL
!
      END