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author | Siddhesh Wani | 2015-05-25 14:46:31 +0530 |
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committer | Siddhesh Wani | 2015-05-25 14:46:31 +0530 |
commit | db464f35f5a10b58d9ed1085e0b462689adee583 (patch) | |
tree | de5cdbc71a54765d9fec33414630ae2c8904c9b8 /src/fortran/lapack/dlaqge.f | |
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-rw-r--r-- | src/fortran/lapack/dlaqge.f | 154 |
1 files changed, 154 insertions, 0 deletions
diff --git a/src/fortran/lapack/dlaqge.f b/src/fortran/lapack/dlaqge.f new file mode 100644 index 0000000..9feb927 --- /dev/null +++ b/src/fortran/lapack/dlaqge.f @@ -0,0 +1,154 @@ + SUBROUTINE DLAQGE( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, + $ EQUED ) +* +* -- LAPACK auxiliary routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER EQUED + INTEGER LDA, M, N + DOUBLE PRECISION AMAX, COLCND, ROWCND +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), C( * ), R( * ) +* .. +* +* Purpose +* ======= +* +* DLAQGE equilibrates a general M by N matrix A using the row and +* column scaling factors in the vectors R and C. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows of the matrix A. M >= 0. +* +* N (input) INTEGER +* The number of columns of the matrix A. N >= 0. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) +* On entry, the M by N matrix A. +* On exit, the equilibrated matrix. See EQUED for the form of +* the equilibrated matrix. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(M,1). +* +* R (input) DOUBLE PRECISION array, dimension (M) +* The row scale factors for A. +* +* C (input) DOUBLE PRECISION array, dimension (N) +* The column scale factors for A. +* +* ROWCND (input) DOUBLE PRECISION +* Ratio of the smallest R(i) to the largest R(i). +* +* COLCND (input) DOUBLE PRECISION +* Ratio of the smallest C(i) to the largest C(i). +* +* AMAX (input) DOUBLE PRECISION +* Absolute value of largest matrix entry. +* +* EQUED (output) CHARACTER*1 +* Specifies the form of equilibration that was done. +* = 'N': No equilibration +* = 'R': Row equilibration, i.e., A has been premultiplied by +* diag(R). +* = 'C': Column equilibration, i.e., A has been postmultiplied +* by diag(C). +* = 'B': Both row and column equilibration, i.e., A has been +* replaced by diag(R) * A * diag(C). +* +* Internal Parameters +* =================== +* +* THRESH is a threshold value used to decide if row or column scaling +* should be done based on the ratio of the row or column scaling +* factors. If ROWCND < THRESH, row scaling is done, and if +* COLCND < THRESH, column scaling is done. +* +* LARGE and SMALL are threshold values used to decide if row scaling +* should be done based on the absolute size of the largest matrix +* element. If AMAX > LARGE or AMAX < SMALL, row scaling is done. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE, THRESH + PARAMETER ( ONE = 1.0D+0, THRESH = 0.1D+0 ) +* .. +* .. Local Scalars .. + INTEGER I, J + DOUBLE PRECISION CJ, LARGE, SMALL +* .. +* .. External Functions .. + DOUBLE PRECISION DLAMCH + EXTERNAL DLAMCH +* .. +* .. Executable Statements .. +* +* Quick return if possible +* + IF( M.LE.0 .OR. N.LE.0 ) THEN + EQUED = 'N' + RETURN + END IF +* +* Initialize LARGE and SMALL. +* + SMALL = DLAMCH( 'Safe minimum' ) / DLAMCH( 'Precision' ) + LARGE = ONE / SMALL +* + IF( ROWCND.GE.THRESH .AND. AMAX.GE.SMALL .AND. AMAX.LE.LARGE ) + $ THEN +* +* No row scaling +* + IF( COLCND.GE.THRESH ) THEN +* +* No column scaling +* + EQUED = 'N' + ELSE +* +* Column scaling +* + DO 20 J = 1, N + CJ = C( J ) + DO 10 I = 1, M + A( I, J ) = CJ*A( I, J ) + 10 CONTINUE + 20 CONTINUE + EQUED = 'C' + END IF + ELSE IF( COLCND.GE.THRESH ) THEN +* +* Row scaling, no column scaling +* + DO 40 J = 1, N + DO 30 I = 1, M + A( I, J ) = R( I )*A( I, J ) + 30 CONTINUE + 40 CONTINUE + EQUED = 'R' + ELSE +* +* Row and column scaling +* + DO 60 J = 1, N + CJ = C( J ) + DO 50 I = 1, M + A( I, J ) = CJ*R( I )*A( I, J ) + 50 CONTINUE + 60 CONTINUE + EQUED = 'B' + END IF +* + RETURN +* +* End of DLAQGE +* + END |