1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271
|
SUBROUTINE MB01PD( SCUN, TYPE, M, N, KL, KU, ANRM, NBL, NROWS, A,
$ LDA, INFO )
C
C SLICOT RELEASE 5.0.
C
C Copyright (c) 2002-2009 NICONET e.V.
C
C This program is free software: you can redistribute it and/or
C modify it under the terms of the GNU General Public License as
C published by the Free Software Foundation, either version 2 of
C the License, or (at your option) any later version.
C
C This program is distributed in the hope that it will be useful,
C but WITHOUT ANY WARRANTY; without even the implied warranty of
C MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
C GNU General Public License for more details.
C
C You should have received a copy of the GNU General Public License
C along with this program. If not, see
C <http://www.gnu.org/licenses/>.
C
C PURPOSE
C
C To scale a matrix or undo scaling. Scaling is performed, if
C necessary, so that the matrix norm will be in a safe range of
C representable numbers.
C
C ARGUMENTS
C
C Mode Parameters
C
C SCUN CHARACTER*1
C SCUN indicates the operation to be performed.
C = 'S': scale the matrix.
C = 'U': undo scaling of the matrix.
C
C TYPE CHARACTER*1
C TYPE indicates the storage type of the input matrix.
C = 'G': A is a full matrix.
C = 'L': A is a (block) lower triangular matrix.
C = 'U': A is an (block) upper triangular matrix.
C = 'H': A is an (block) upper Hessenberg matrix.
C = 'B': A is a symmetric band matrix with lower bandwidth
C KL and upper bandwidth KU and with the only the
C lower half stored.
C = 'Q': A is a symmetric band matrix with lower bandwidth
C KL and upper bandwidth KU and with the only the
C upper half stored.
C = 'Z': A is a band matrix with lower bandwidth KL and
C upper bandwidth KU.
C
C Input/Output Parameters
C
C M (input) INTEGER
C The number of rows of the matrix A. M >= 0.
C
C N (input) INTEGER
C The number of columns of the matrix A. N >= 0.
C
C KL (input) INTEGER
C The lower bandwidth of A. Referenced only if TYPE = 'B',
C 'Q' or 'Z'.
C
C KU (input) INTEGER
C The upper bandwidth of A. Referenced only if TYPE = 'B',
C 'Q' or 'Z'.
C
C ANRM (input) DOUBLE PRECISION
C The norm of the initial matrix A. ANRM >= 0.
C When ANRM = 0 then an immediate return is effected.
C ANRM should be preserved between the call of the routine
C with SCUN = 'S' and the corresponding one with SCUN = 'U'.
C
C NBL (input) INTEGER
C The number of diagonal blocks of the matrix A, if it has a
C block structure. To specify that matrix A has no block
C structure, set NBL = 0. NBL >= 0.
C
C NROWS (input) INTEGER array, dimension max(1,NBL)
C NROWS(i) contains the number of rows and columns of the
C i-th diagonal block of matrix A. The sum of the values
C NROWS(i), for i = 1: NBL, should be equal to min(M,N).
C The elements of the array NROWS are not referenced if
C NBL = 0.
C
C A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
C On entry, the leading M by N part of this array must
C contain the matrix to be scaled/unscaled.
C On exit, the leading M by N part of A will contain
C the modified matrix.
C The storage mode of A is specified by TYPE.
C
C LDA (input) INTEGER
C The leading dimension of the array A. LDA >= max(1,M).
C
C Error Indicator
C
C INFO (output) INTEGER
C = 0: successful exit
C < 0: if INFO = -i, the i-th argument had an illegal
C value.
C
C METHOD
C
C Denote by ANRM the norm of the matrix, and by SMLNUM and BIGNUM,
C two positive numbers near the smallest and largest safely
C representable numbers, respectively. The matrix is scaled, if
C needed, such that the norm of the result is in the range
C [SMLNUM, BIGNUM]. The scaling factor is represented as a ratio
C of two numbers, one of them being ANRM, and the other one either
C SMLNUM or BIGNUM, depending on ANRM being less than SMLNUM or
C larger than BIGNUM, respectively. For undoing the scaling, the
C norm is again compared with SMLNUM or BIGNUM, and the reciprocal
C of the previous scaling factor is used.
C
C CONTRIBUTOR
C
C V. Sima, Katholieke Univ. Leuven, Belgium, Nov. 1996.
C
C REVISIONS
C
C Oct. 2001, V. Sima, Research Institute for Informatics, Bucharest.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER SCUN, TYPE
INTEGER INFO, KL, KU, LDA, M, MN, N, NBL
DOUBLE PRECISION ANRM
C .. Array Arguments ..
INTEGER NROWS ( * )
DOUBLE PRECISION A( LDA, * )
C .. Local Scalars ..
LOGICAL FIRST, LSCALE
INTEGER I, ISUM, ITYPE
DOUBLE PRECISION BIGNUM, SMLNUM
C .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH
EXTERNAL DLAMCH, LSAME
C ..
C .. External Subroutines ..
EXTERNAL DLABAD, MB01QD, XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX, MIN
C .. Save statement ..
SAVE BIGNUM, FIRST, SMLNUM
C .. Data statements ..
DATA FIRST/.TRUE./
C ..
C .. Executable Statements ..
C
C Test the input scalar arguments.
C
INFO = 0
LSCALE = LSAME( SCUN, 'S' )
IF( LSAME( TYPE, 'G' ) ) THEN
ITYPE = 0
ELSE IF( LSAME( TYPE, 'L' ) ) THEN
ITYPE = 1
ELSE IF( LSAME( TYPE, 'U' ) ) THEN
ITYPE = 2
ELSE IF( LSAME( TYPE, 'H' ) ) THEN
ITYPE = 3
ELSE IF( LSAME( TYPE, 'B' ) ) THEN
ITYPE = 4
ELSE IF( LSAME( TYPE, 'Q' ) ) THEN
ITYPE = 5
ELSE IF( LSAME( TYPE, 'Z' ) ) THEN
ITYPE = 6
ELSE
ITYPE = -1
END IF
C
MN = MIN( M, N )
C
ISUM = 0
IF( NBL.GT.0 ) THEN
DO 10 I = 1, NBL
ISUM = ISUM + NROWS(I)
10 CONTINUE
END IF
C
IF( .NOT.LSCALE .AND. .NOT.LSAME( SCUN, 'U' ) ) THEN
INFO = -1
ELSE IF( ITYPE.EQ.-1 ) THEN
INFO = -2
ELSE IF( M.LT.0 ) THEN
INFO = -3
ELSE IF( N.LT.0 .OR.
$ ( ( ITYPE.EQ.4 .OR. ITYPE.EQ.5 ) .AND. N.NE.M ) ) THEN
INFO = -4
ELSE IF( ANRM.LT.ZERO ) THEN
INFO = -7
ELSE IF( NBL.LT.0 ) THEN
INFO = -8
ELSE IF( NBL.GT.0 .AND. ISUM.NE.MN ) THEN
INFO = -9
ELSE IF( ITYPE.LE.3 .AND. LDA.LT.MAX( 1, M ) ) THEN
INFO = -11
ELSE IF( ITYPE.GE.4 ) THEN
IF( KL.LT.0 .OR. KL.GT.MAX( M-1, 0 ) ) THEN
INFO = -5
ELSE IF( KU.LT.0 .OR. KU.GT.MAX( N-1, 0 ) .OR.
$ ( ( ITYPE.EQ.4 .OR. ITYPE.EQ.5 ) .AND. KL.NE.KU ) )
$ THEN
INFO = -6
ELSE IF( ( ITYPE.EQ.4 .AND. LDA.LT.KL+1 ) .OR.
$ ( ITYPE.EQ.5 .AND. LDA.LT.KU+1 ) .OR.
$ ( ITYPE.EQ.6 .AND. LDA.LT.2*KL+KU+1 ) ) THEN
INFO = -11
END IF
END IF
C
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'MB01PD', -INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF( MN.EQ.0 .OR. ANRM.EQ.ZERO )
$ RETURN
C
IF ( FIRST ) THEN
C
C Get machine parameters.
C
SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
BIGNUM = ONE / SMLNUM
CALL DLABAD( SMLNUM, BIGNUM )
FIRST = .FALSE.
END IF
C
IF ( LSCALE ) THEN
C
C Scale A, if its norm is outside range [SMLNUM,BIGNUM].
C
IF( ANRM.LT.SMLNUM ) THEN
C
C Scale matrix norm up to SMLNUM.
C
CALL MB01QD( TYPE, M, N, KL, KU, ANRM, SMLNUM, NBL, NROWS,
$ A, LDA, INFO )
ELSE IF( ANRM.GT.BIGNUM ) THEN
C
C Scale matrix norm down to BIGNUM.
C
CALL MB01QD( TYPE, M, N, KL, KU, ANRM, BIGNUM, NBL, NROWS,
$ A, LDA, INFO )
END IF
C
ELSE
C
C Undo scaling.
C
IF( ANRM.LT.SMLNUM ) THEN
CALL MB01QD( TYPE, M, N, KL, KU, SMLNUM, ANRM, NBL, NROWS,
$ A, LDA, INFO )
ELSE IF( ANRM.GT.BIGNUM ) THEN
CALL MB01QD( TYPE, M, N, KL, KU, BIGNUM, ANRM, NBL, NROWS,
$ A, LDA, INFO )
END IF
END IF
C
RETURN
C *** Last line of MB01PD ***
END
|