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author | yash1112 | 2017-07-07 21:20:49 +0530 |
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committer | yash1112 | 2017-07-07 21:20:49 +0530 |
commit | 9e5793a7b05b23e6044a6d7a9ddd5db39ba375f0 (patch) | |
tree | f50d6e06d8fe6bc1a9053ef10d4b4d857800ab51 /2.3-1/src/fortran/lapack/zggbal.f | |
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sci2c arduino updated
Diffstat (limited to '2.3-1/src/fortran/lapack/zggbal.f')
-rw-r--r-- | 2.3-1/src/fortran/lapack/zggbal.f | 482 |
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diff --git a/2.3-1/src/fortran/lapack/zggbal.f b/2.3-1/src/fortran/lapack/zggbal.f new file mode 100644 index 00000000..b75ae456 --- /dev/null +++ b/2.3-1/src/fortran/lapack/zggbal.f @@ -0,0 +1,482 @@ + SUBROUTINE ZGGBAL( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, + $ RSCALE, WORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER JOB + INTEGER IHI, ILO, INFO, LDA, LDB, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION LSCALE( * ), RSCALE( * ), WORK( * ) + COMPLEX*16 A( LDA, * ), B( LDB, * ) +* .. +* +* Purpose +* ======= +* +* ZGGBAL balances a pair of general complex matrices (A,B). This +* involves, first, permuting A and B by similarity transformations 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 matrices, and improve the +* accuracy of the computed eigenvalues and/or eigenvectors in the +* generalized eigenvalue problem A*x = lambda*B*x. +* +* Arguments +* ========= +* +* JOB (input) CHARACTER*1 +* Specifies the operations to be performed on A and B: +* = 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0 +* and RSCALE(I) = 1.0 for i=1,...,N; +* = 'P': permute only; +* = 'S': scale only; +* = 'B': both permute and scale. +* +* N (input) INTEGER +* The order of the matrices A and B. N >= 0. +* +* A (input/output) COMPLEX*16 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. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* B (input/output) COMPLEX*16 array, dimension (LDB,N) +* On entry, the input matrix B. +* On exit, B is overwritten by the balanced matrix. +* If JOB = 'N', B is not referenced. +* +* LDB (input) INTEGER +* The leading dimension of the array B. LDB >= max(1,N). +* +* ILO (output) INTEGER +* IHI (output) INTEGER +* ILO and IHI are set to integers such that on exit +* A(i,j) = 0 and B(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. +* +* LSCALE (output) DOUBLE PRECISION array, dimension (N) +* Details of the permutations and scaling factors applied +* to the left side of A and B. If P(j) is the index of the +* row interchanged with row j, and D(j) is the scaling factor +* applied to row j, then +* LSCALE(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. +* +* RSCALE (output) DOUBLE PRECISION array, dimension (N) +* Details of the permutations and scaling factors applied +* to the right side of A and B. If P(j) is the index of the +* column interchanged with column j, and D(j) is the scaling +* factor applied to column j, then +* RSCALE(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. +* +* WORK (workspace) REAL array, dimension (lwork) +* lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and +* at least 1 when JOB = 'N' or 'P'. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value. +* +* Further Details +* =============== +* +* See R.C. WARD, Balancing the generalized eigenvalue problem, +* SIAM J. Sci. Stat. Comp. 2 (1981), 141-152. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, HALF, ONE + PARAMETER ( ZERO = 0.0D+0, HALF = 0.5D+0, ONE = 1.0D+0 ) + DOUBLE PRECISION THREE, SCLFAC + PARAMETER ( THREE = 3.0D+0, SCLFAC = 1.0D+1 ) + COMPLEX*16 CZERO + PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + INTEGER I, ICAB, IFLOW, IP1, IR, IRAB, IT, J, JC, JP1, + $ K, KOUNT, L, LCAB, LM1, LRAB, LSFMAX, LSFMIN, + $ M, NR, NRP2 + DOUBLE PRECISION ALPHA, BASL, BETA, CAB, CMAX, COEF, COEF2, + $ COEF5, COR, EW, EWC, GAMMA, PGAMMA, RAB, SFMAX, + $ SFMIN, SUM, T, TA, TB, TC + COMPLEX*16 CDUM +* .. +* .. External Functions .. + LOGICAL LSAME + INTEGER IZAMAX + DOUBLE PRECISION DDOT, DLAMCH + EXTERNAL LSAME, IZAMAX, DDOT, DLAMCH +* .. +* .. External Subroutines .. + EXTERNAL DAXPY, DSCAL, XERBLA, ZDSCAL, ZSWAP +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, DBLE, DIMAG, INT, LOG10, MAX, MIN, SIGN +* .. +* .. Statement Functions .. + DOUBLE PRECISION CABS1 +* .. +* .. Statement Function definitions .. + CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) ) +* .. +* .. Executable Statements .. +* +* 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 + ELSE IF( LDB.LT.MAX( 1, N ) ) THEN + INFO = -6 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZGGBAL', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) THEN + ILO = 1 + IHI = N + RETURN + END IF +* + IF( N.EQ.1 ) THEN + ILO = 1 + IHI = N + LSCALE( 1 ) = ONE + RSCALE( 1 ) = ONE + RETURN + END IF +* + IF( LSAME( JOB, 'N' ) ) THEN + ILO = 1 + IHI = N + DO 10 I = 1, N + LSCALE( I ) = ONE + RSCALE( I ) = ONE + 10 CONTINUE + RETURN + END IF +* + K = 1 + L = N + IF( LSAME( JOB, 'S' ) ) + $ GO TO 190 +* + GO TO 30 +* +* Permute the matrices A and B to isolate the eigenvalues. +* +* Find row with one nonzero in columns 1 through L +* + 20 CONTINUE + L = LM1 + IF( L.NE.1 ) + $ GO TO 30 +* + RSCALE( 1 ) = 1 + LSCALE( 1 ) = 1 + GO TO 190 +* + 30 CONTINUE + LM1 = L - 1 + DO 80 I = L, 1, -1 + DO 40 J = 1, LM1 + JP1 = J + 1 + IF( A( I, J ).NE.CZERO .OR. B( I, J ).NE.CZERO ) + $ GO TO 50 + 40 CONTINUE + J = L + GO TO 70 +* + 50 CONTINUE + DO 60 J = JP1, L + IF( A( I, J ).NE.CZERO .OR. B( I, J ).NE.CZERO ) + $ GO TO 80 + 60 CONTINUE + J = JP1 - 1 +* + 70 CONTINUE + M = L + IFLOW = 1 + GO TO 160 + 80 CONTINUE + GO TO 100 +* +* Find column with one nonzero in rows K through N +* + 90 CONTINUE + K = K + 1 +* + 100 CONTINUE + DO 150 J = K, L + DO 110 I = K, LM1 + IP1 = I + 1 + IF( A( I, J ).NE.CZERO .OR. B( I, J ).NE.CZERO ) + $ GO TO 120 + 110 CONTINUE + I = L + GO TO 140 + 120 CONTINUE + DO 130 I = IP1, L + IF( A( I, J ).NE.CZERO .OR. B( I, J ).NE.CZERO ) + $ GO TO 150 + 130 CONTINUE + I = IP1 - 1 + 140 CONTINUE + M = K + IFLOW = 2 + GO TO 160 + 150 CONTINUE + GO TO 190 +* +* Permute rows M and I +* + 160 CONTINUE + LSCALE( M ) = I + IF( I.EQ.M ) + $ GO TO 170 + CALL ZSWAP( N-K+1, A( I, K ), LDA, A( M, K ), LDA ) + CALL ZSWAP( N-K+1, B( I, K ), LDB, B( M, K ), LDB ) +* +* Permute columns M and J +* + 170 CONTINUE + RSCALE( M ) = J + IF( J.EQ.M ) + $ GO TO 180 + CALL ZSWAP( L, A( 1, J ), 1, A( 1, M ), 1 ) + CALL ZSWAP( L, B( 1, J ), 1, B( 1, M ), 1 ) +* + 180 CONTINUE + GO TO ( 20, 90 )IFLOW +* + 190 CONTINUE + ILO = K + IHI = L +* + IF( LSAME( JOB, 'P' ) ) THEN + DO 195 I = ILO, IHI + LSCALE( I ) = ONE + RSCALE( I ) = ONE + 195 CONTINUE + RETURN + END IF +* + IF( ILO.EQ.IHI ) + $ RETURN +* +* Balance the submatrix in rows ILO to IHI. +* + NR = IHI - ILO + 1 + DO 200 I = ILO, IHI + RSCALE( I ) = ZERO + LSCALE( I ) = ZERO +* + WORK( I ) = ZERO + WORK( I+N ) = ZERO + WORK( I+2*N ) = ZERO + WORK( I+3*N ) = ZERO + WORK( I+4*N ) = ZERO + WORK( I+5*N ) = ZERO + 200 CONTINUE +* +* Compute right side vector in resulting linear equations +* + BASL = LOG10( SCLFAC ) + DO 240 I = ILO, IHI + DO 230 J = ILO, IHI + IF( A( I, J ).EQ.CZERO ) THEN + TA = ZERO + GO TO 210 + END IF + TA = LOG10( CABS1( A( I, J ) ) ) / BASL +* + 210 CONTINUE + IF( B( I, J ).EQ.CZERO ) THEN + TB = ZERO + GO TO 220 + END IF + TB = LOG10( CABS1( B( I, J ) ) ) / BASL +* + 220 CONTINUE + WORK( I+4*N ) = WORK( I+4*N ) - TA - TB + WORK( J+5*N ) = WORK( J+5*N ) - TA - TB + 230 CONTINUE + 240 CONTINUE +* + COEF = ONE / DBLE( 2*NR ) + COEF2 = COEF*COEF + COEF5 = HALF*COEF2 + NRP2 = NR + 2 + BETA = ZERO + IT = 1 +* +* Start generalized conjugate gradient iteration +* + 250 CONTINUE +* + GAMMA = DDOT( NR, WORK( ILO+4*N ), 1, WORK( ILO+4*N ), 1 ) + + $ DDOT( NR, WORK( ILO+5*N ), 1, WORK( ILO+5*N ), 1 ) +* + EW = ZERO + EWC = ZERO + DO 260 I = ILO, IHI + EW = EW + WORK( I+4*N ) + EWC = EWC + WORK( I+5*N ) + 260 CONTINUE +* + GAMMA = COEF*GAMMA - COEF2*( EW**2+EWC**2 ) - COEF5*( EW-EWC )**2 + IF( GAMMA.EQ.ZERO ) + $ GO TO 350 + IF( IT.NE.1 ) + $ BETA = GAMMA / PGAMMA + T = COEF5*( EWC-THREE*EW ) + TC = COEF5*( EW-THREE*EWC ) +* + CALL DSCAL( NR, BETA, WORK( ILO ), 1 ) + CALL DSCAL( NR, BETA, WORK( ILO+N ), 1 ) +* + CALL DAXPY( NR, COEF, WORK( ILO+4*N ), 1, WORK( ILO+N ), 1 ) + CALL DAXPY( NR, COEF, WORK( ILO+5*N ), 1, WORK( ILO ), 1 ) +* + DO 270 I = ILO, IHI + WORK( I ) = WORK( I ) + TC + WORK( I+N ) = WORK( I+N ) + T + 270 CONTINUE +* +* Apply matrix to vector +* + DO 300 I = ILO, IHI + KOUNT = 0 + SUM = ZERO + DO 290 J = ILO, IHI + IF( A( I, J ).EQ.CZERO ) + $ GO TO 280 + KOUNT = KOUNT + 1 + SUM = SUM + WORK( J ) + 280 CONTINUE + IF( B( I, J ).EQ.CZERO ) + $ GO TO 290 + KOUNT = KOUNT + 1 + SUM = SUM + WORK( J ) + 290 CONTINUE + WORK( I+2*N ) = DBLE( KOUNT )*WORK( I+N ) + SUM + 300 CONTINUE +* + DO 330 J = ILO, IHI + KOUNT = 0 + SUM = ZERO + DO 320 I = ILO, IHI + IF( A( I, J ).EQ.CZERO ) + $ GO TO 310 + KOUNT = KOUNT + 1 + SUM = SUM + WORK( I+N ) + 310 CONTINUE + IF( B( I, J ).EQ.CZERO ) + $ GO TO 320 + KOUNT = KOUNT + 1 + SUM = SUM + WORK( I+N ) + 320 CONTINUE + WORK( J+3*N ) = DBLE( KOUNT )*WORK( J ) + SUM + 330 CONTINUE +* + SUM = DDOT( NR, WORK( ILO+N ), 1, WORK( ILO+2*N ), 1 ) + + $ DDOT( NR, WORK( ILO ), 1, WORK( ILO+3*N ), 1 ) + ALPHA = GAMMA / SUM +* +* Determine correction to current iteration +* + CMAX = ZERO + DO 340 I = ILO, IHI + COR = ALPHA*WORK( I+N ) + IF( ABS( COR ).GT.CMAX ) + $ CMAX = ABS( COR ) + LSCALE( I ) = LSCALE( I ) + COR + COR = ALPHA*WORK( I ) + IF( ABS( COR ).GT.CMAX ) + $ CMAX = ABS( COR ) + RSCALE( I ) = RSCALE( I ) + COR + 340 CONTINUE + IF( CMAX.LT.HALF ) + $ GO TO 350 +* + CALL DAXPY( NR, -ALPHA, WORK( ILO+2*N ), 1, WORK( ILO+4*N ), 1 ) + CALL DAXPY( NR, -ALPHA, WORK( ILO+3*N ), 1, WORK( ILO+5*N ), 1 ) +* + PGAMMA = GAMMA + IT = IT + 1 + IF( IT.LE.NRP2 ) + $ GO TO 250 +* +* End generalized conjugate gradient iteration +* + 350 CONTINUE + SFMIN = DLAMCH( 'S' ) + SFMAX = ONE / SFMIN + LSFMIN = INT( LOG10( SFMIN ) / BASL+ONE ) + LSFMAX = INT( LOG10( SFMAX ) / BASL ) + DO 360 I = ILO, IHI + IRAB = IZAMAX( N-ILO+1, A( I, ILO ), LDA ) + RAB = ABS( A( I, IRAB+ILO-1 ) ) + IRAB = IZAMAX( N-ILO+1, B( I, ILO ), LDB ) + RAB = MAX( RAB, ABS( B( I, IRAB+ILO-1 ) ) ) + LRAB = INT( LOG10( RAB+SFMIN ) / BASL+ONE ) + IR = LSCALE( I ) + SIGN( HALF, LSCALE( I ) ) + IR = MIN( MAX( IR, LSFMIN ), LSFMAX, LSFMAX-LRAB ) + LSCALE( I ) = SCLFAC**IR + ICAB = IZAMAX( IHI, A( 1, I ), 1 ) + CAB = ABS( A( ICAB, I ) ) + ICAB = IZAMAX( IHI, B( 1, I ), 1 ) + CAB = MAX( CAB, ABS( B( ICAB, I ) ) ) + LCAB = INT( LOG10( CAB+SFMIN ) / BASL+ONE ) + JC = RSCALE( I ) + SIGN( HALF, RSCALE( I ) ) + JC = MIN( MAX( JC, LSFMIN ), LSFMAX, LSFMAX-LCAB ) + RSCALE( I ) = SCLFAC**JC + 360 CONTINUE +* +* Row scaling of matrices A and B +* + DO 370 I = ILO, IHI + CALL ZDSCAL( N-ILO+1, LSCALE( I ), A( I, ILO ), LDA ) + CALL ZDSCAL( N-ILO+1, LSCALE( I ), B( I, ILO ), LDB ) + 370 CONTINUE +* +* Column scaling of matrices A and B +* + DO 380 J = ILO, IHI + CALL ZDSCAL( IHI, RSCALE( J ), A( 1, J ), 1 ) + CALL ZDSCAL( IHI, RSCALE( J ), B( 1, J ), 1 ) + 380 CONTINUE +* + RETURN +* +* End of ZGGBAL +* + END |