Refs #247. Included lapack source codes. Avoid downloading tar.gz from netlib.org
Based on 3.4.2 version, apply patch.for_lapack-3.4.2.
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lapack-netlib/SRC/cgeequb.f
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lapack-netlib/SRC/cgeequb.f
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*> \brief \b CGEEQUB
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download CGEEQUB + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgeequb.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgeequb.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgeequb.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE CGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
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* INFO )
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*
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* .. Scalar Arguments ..
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* INTEGER INFO, LDA, M, N
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* REAL AMAX, COLCND, ROWCND
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* ..
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* .. Array Arguments ..
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* REAL C( * ), R( * )
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* COMPLEX A( LDA, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> CGEEQUB computes row and column scalings intended to equilibrate an
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*> M-by-N matrix A and reduce its condition number. R returns the row
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*> scale factors and C the column scale factors, chosen to try to make
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*> the largest element in each row and column of the matrix B with
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*> elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
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*> the radix.
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*>
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*> R(i) and C(j) are restricted to be a power of the radix between
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*> SMLNUM = smallest safe number and BIGNUM = largest safe number. Use
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*> of these scaling factors is not guaranteed to reduce the condition
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*> number of A but works well in practice.
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*>
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*> This routine differs from CGEEQU by restricting the scaling factors
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*> to a power of the radix. Baring over- and underflow, scaling by
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*> these factors introduces no additional rounding errors. However, the
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*> scaled entries' magnitured are no longer approximately 1 but lie
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*> between sqrt(radix) and 1/sqrt(radix).
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] M
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*> \verbatim
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*> M is INTEGER
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*> The number of rows of the matrix A. M >= 0.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The number of columns of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] A
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*> \verbatim
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*> A is COMPLEX array, dimension (LDA,N)
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*> The M-by-N matrix whose equilibration factors are
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*> to be computed.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of the array A. LDA >= max(1,M).
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*> \endverbatim
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*>
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*> \param[out] R
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*> \verbatim
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*> R is REAL array, dimension (M)
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*> If INFO = 0 or INFO > M, R contains the row scale factors
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*> for A.
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*> \endverbatim
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*>
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*> \param[out] C
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*> \verbatim
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*> C is REAL array, dimension (N)
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*> If INFO = 0, C contains the column scale factors for A.
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*> \endverbatim
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*>
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*> \param[out] ROWCND
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*> \verbatim
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*> ROWCND is REAL
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*> If INFO = 0 or INFO > M, ROWCND contains the ratio of the
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*> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
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*> AMAX is neither too large nor too small, it is not worth
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*> scaling by R.
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*> \endverbatim
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*>
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*> \param[out] COLCND
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*> \verbatim
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*> COLCND is REAL
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*> If INFO = 0, COLCND contains the ratio of the smallest
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*> C(i) to the largest C(i). If COLCND >= 0.1, it is not
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*> worth scaling by C.
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*> \endverbatim
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*>
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*> \param[out] AMAX
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*> \verbatim
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*> AMAX is REAL
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*> Absolute value of largest matrix element. If AMAX is very
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*> close to overflow or very close to underflow, the matrix
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*> should be scaled.
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -i, the i-th argument had an illegal value
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*> > 0: if INFO = i, and i is
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*> <= M: the i-th row of A is exactly zero
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*> > M: the (i-M)-th column of A is exactly zero
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date November 2011
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*
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*> \ingroup complexGEcomputational
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*
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* =====================================================================
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SUBROUTINE CGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
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$ INFO )
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*
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* -- LAPACK computational routine (version 3.4.0) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* November 2011
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*
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* .. Scalar Arguments ..
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INTEGER INFO, LDA, M, N
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REAL AMAX, COLCND, ROWCND
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* ..
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* .. Array Arguments ..
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REAL C( * ), R( * )
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COMPLEX A( LDA, * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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REAL ONE, ZERO
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PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
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* ..
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* .. Local Scalars ..
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INTEGER I, J
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REAL BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX, LOGRDX
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COMPLEX ZDUM
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* ..
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* .. External Functions ..
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REAL SLAMCH
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EXTERNAL SLAMCH
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* ..
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* .. External Subroutines ..
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EXTERNAL XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, MAX, MIN, LOG, REAL, AIMAG
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* ..
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* .. Statement Functions ..
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REAL CABS1
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* ..
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* .. Statement Function definitions ..
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CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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IF( M.LT.0 ) THEN
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INFO = -1
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ELSE IF( N.LT.0 ) THEN
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INFO = -2
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ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
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INFO = -4
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'CGEEQUB', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible.
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*
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IF( M.EQ.0 .OR. N.EQ.0 ) THEN
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ROWCND = ONE
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COLCND = ONE
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AMAX = ZERO
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RETURN
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END IF
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*
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* Get machine constants. Assume SMLNUM is a power of the radix.
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*
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SMLNUM = SLAMCH( 'S' )
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BIGNUM = ONE / SMLNUM
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RADIX = SLAMCH( 'B' )
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LOGRDX = LOG( RADIX )
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*
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* Compute row scale factors.
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*
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DO 10 I = 1, M
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R( I ) = ZERO
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10 CONTINUE
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*
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* Find the maximum element in each row.
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*
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DO 30 J = 1, N
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DO 20 I = 1, M
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R( I ) = MAX( R( I ), CABS1( A( I, J ) ) )
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20 CONTINUE
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30 CONTINUE
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DO I = 1, M
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IF( R( I ).GT.ZERO ) THEN
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R( I ) = RADIX**INT( LOG(R( I ) ) / LOGRDX )
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END IF
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END DO
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*
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* Find the maximum and minimum scale factors.
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*
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RCMIN = BIGNUM
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RCMAX = ZERO
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DO 40 I = 1, M
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RCMAX = MAX( RCMAX, R( I ) )
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RCMIN = MIN( RCMIN, R( I ) )
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40 CONTINUE
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AMAX = RCMAX
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*
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IF( RCMIN.EQ.ZERO ) THEN
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*
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* Find the first zero scale factor and return an error code.
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*
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DO 50 I = 1, M
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IF( R( I ).EQ.ZERO ) THEN
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INFO = I
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RETURN
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END IF
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50 CONTINUE
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ELSE
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*
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* Invert the scale factors.
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*
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DO 60 I = 1, M
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R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
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60 CONTINUE
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*
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* Compute ROWCND = min(R(I)) / max(R(I)).
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*
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ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
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END IF
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*
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* Compute column scale factors.
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*
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DO 70 J = 1, N
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C( J ) = ZERO
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70 CONTINUE
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*
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* Find the maximum element in each column,
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* assuming the row scaling computed above.
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*
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DO 90 J = 1, N
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DO 80 I = 1, M
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C( J ) = MAX( C( J ), CABS1( A( I, J ) )*R( I ) )
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80 CONTINUE
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IF( C( J ).GT.ZERO ) THEN
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C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX )
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END IF
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90 CONTINUE
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*
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* Find the maximum and minimum scale factors.
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*
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RCMIN = BIGNUM
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RCMAX = ZERO
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DO 100 J = 1, N
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RCMIN = MIN( RCMIN, C( J ) )
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RCMAX = MAX( RCMAX, C( J ) )
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100 CONTINUE
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*
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IF( RCMIN.EQ.ZERO ) THEN
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*
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* Find the first zero scale factor and return an error code.
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*
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DO 110 J = 1, N
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IF( C( J ).EQ.ZERO ) THEN
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INFO = M + J
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RETURN
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END IF
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110 CONTINUE
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ELSE
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*
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* Invert the scale factors.
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*
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DO 120 J = 1, N
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C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
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120 CONTINUE
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*
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* Compute COLCND = min(C(J)) / max(C(J)).
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*
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COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
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END IF
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*
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RETURN
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*
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* End of CGEEQUB
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*
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END
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