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- 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