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SUBROUTINE TB01IZ( JOB, N, M, P, MAXRED, A, LDA, B, LDB, C, LDC,
$ SCALE, 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 reduce the 1-norm of a system matrix
C
C S = ( A B )
C ( C 0 )
C
C corresponding to the triple (A,B,C), by balancing. This involves
C a diagonal similarity transformation inv(D)*A*D applied
C iteratively to A to make the rows and columns of
C -1
C diag(D,I) * S * diag(D,I)
C
C as close in norm as possible.
C
C The balancing can be performed optionally on the following
C particular system matrices
C
C S = A, S = ( A B ) or S = ( A )
C ( C )
C
C ARGUMENTS
C
C Mode Parameters
C
C JOB CHARACTER*1
C Indicates which matrices are involved in balancing, as
C follows:
C = 'A': All matrices are involved in balancing;
C = 'B': B and A matrices are involved in balancing;
C = 'C': C and A matrices are involved in balancing;
C = 'N': B and C matrices are not involved in balancing.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the matrix A, the number of rows of matrix B
C and the number of columns of matrix C.
C N represents the dimension of the state vector. N >= 0.
C
C M (input) INTEGER.
C The number of columns of matrix B.
C M represents the dimension of input vector. M >= 0.
C
C P (input) INTEGER.
C The number of rows of matrix C.
C P represents the dimension of output vector. P >= 0.
C
C MAXRED (input/output) DOUBLE PRECISION
C On entry, the maximum allowed reduction in the 1-norm of
C S (in an iteration) if zero rows or columns are
C encountered.
C If MAXRED > 0.0, MAXRED must be larger than one (to enable
C the norm reduction).
C If MAXRED <= 0.0, then the value 10.0 for MAXRED is
C used.
C On exit, if the 1-norm of the given matrix S is non-zero,
C the ratio between the 1-norm of the given matrix and the
C 1-norm of the balanced matrix.
C
C A (input/output) COMPLEX*16 array, dimension (LDA,N)
C On entry, the leading N-by-N part of this array must
C contain the system state matrix A.
C On exit, the leading N-by-N part of this array contains
C the balanced matrix inv(D)*A*D.
C
C LDA INTEGER
C The leading dimension of the array A. LDA >= max(1,N).
C
C B (input/output) COMPLEX*16 array, dimension (LDB,M)
C On entry, if M > 0, the leading N-by-M part of this array
C must contain the system input matrix B.
C On exit, if M > 0, the leading N-by-M part of this array
C contains the balanced matrix inv(D)*B.
C The array B is not referenced if M = 0.
C
C LDB INTEGER
C The leading dimension of the array B.
C LDB >= MAX(1,N) if M > 0.
C LDB >= 1 if M = 0.
C
C C (input/output) COMPLEX*16 array, dimension (LDC,N)
C On entry, if P > 0, the leading P-by-N part of this array
C must contain the system output matrix C.
C On exit, if P > 0, the leading P-by-N part of this array
C contains the balanced matrix C*D.
C The array C is not referenced if P = 0.
C
C LDC INTEGER
C The leading dimension of the array C. LDC >= MAX(1,P).
C
C SCALE (output) DOUBLE PRECISION array, dimension (N)
C The scaling factors applied to S. If D(j) is the scaling
C factor applied to row and column j, then SCALE(j) = D(j),
C for j = 1,...,N.
C
C Error Indicator
C
C INFO INTEGER
C = 0: successful exit.
C < 0: if INFO = -i, the i-th argument had an illegal
C value.
C
C METHOD
C
C Balancing consists of applying a diagonal similarity
C transformation
C -1
C diag(D,I) * S * diag(D,I)
C
C to make the 1-norms of each row of the first N rows of S and its
C corresponding column nearly equal.
C
C Information about the diagonal matrix D is returned in the vector
C SCALE.
C
C REFERENCES
C
C [1] Anderson, E., Bai, Z., Bischof, C., Demmel, J., Dongarra, J.,
C Du Croz, J., Greenbaum, A., Hammarling, S., McKenney, A.,
C Ostrouchov, S., and Sorensen, D.
C LAPACK Users' Guide: Second Edition.
C SIAM, Philadelphia, 1995.
C
C NUMERICAL ASPECTS
C
C None.
C
C CONTRIBUTOR
C
C V. Sima, Katholieke Univ. Leuven, Belgium, Jan. 1998.
C Complex version: V. Sima, Research Institute for Informatics,
C Bucharest, Nov. 2008.
C
C REVISIONS
C
C -
C
C KEYWORDS
C
C Balancing, eigenvalue, matrix algebra, matrix operations,
C similarity transformation.
C
C *********************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
DOUBLE PRECISION SCLFAC
PARAMETER ( SCLFAC = 1.0D+1 )
DOUBLE PRECISION FACTOR, MAXR
PARAMETER ( FACTOR = 0.95D+0, MAXR = 10.0D+0 )
C ..
C .. Scalar Arguments ..
CHARACTER JOB
INTEGER INFO, LDA, LDB, LDC, M, N, P
DOUBLE PRECISION MAXRED
C ..
C .. Array Arguments ..
COMPLEX*16 A( LDA, * ), B( LDB, * ), C( LDC, * )
DOUBLE PRECISION SCALE( * )
C ..
C .. Local Scalars ..
LOGICAL NOCONV, WITHB, WITHC
INTEGER I, ICA, IRA, J
DOUBLE PRECISION CA, CO, F, G, MAXNRM, RA, RO, S, SFMAX1,
$ SFMAX2, SFMIN1, SFMIN2, SNORM, SRED
COMPLEX*16 CDUM
C ..
C .. External Functions ..
LOGICAL LSAME
INTEGER IZAMAX
DOUBLE PRECISION DLAMCH, DZASUM
EXTERNAL DLAMCH, DZASUM, IZAMAX, LSAME
C ..
C .. External Subroutines ..
EXTERNAL XERBLA, ZDSCAL
C ..
C .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, DIMAG, MAX, MIN
C ..
C .. Statement Functions ..
DOUBLE PRECISION CABS1
C ..
C .. Statement Function definitions ..
CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
C ..
C .. Executable Statements ..
C
C Test the scalar input arguments.
C
INFO = 0
WITHB = LSAME( JOB, 'A' ) .OR. LSAME( JOB, 'B' )
WITHC = LSAME( JOB, 'A' ) .OR. LSAME( JOB, 'C' )
C
IF( .NOT.WITHB .AND. .NOT.WITHC .AND. .NOT.LSAME( JOB, 'N' ) )
$ THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( M.LT.0 ) THEN
INFO = -3
ELSE IF( P.LT.0 ) THEN
INFO = -4
ELSE IF( MAXRED.GT.ZERO .AND. MAXRED.LT.ONE ) THEN
INFO = -5
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -7
ELSE IF( ( M.GT.0 .AND. LDB.LT.MAX( 1, N ) ) .OR.
$ ( M.EQ.0 .AND. LDB.LT.1 ) ) THEN
INFO = -9
ELSE IF( LDC.LT.MAX( 1, P ) ) THEN
INFO = -11
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'TB01IZ', -INFO )
RETURN
END IF
C
IF( N.EQ.0 )
$ RETURN
C
C Compute the 1-norm of the required part of matrix S and exit if
C it is zero.
C
SNORM = ZERO
C
DO 10 J = 1, N
SCALE( J ) = ONE
CO = DZASUM( N, A( 1, J ), 1 )
IF( WITHC .AND. P.GT.0 )
$ CO = CO + DZASUM( P, C( 1, J ), 1 )
SNORM = MAX( SNORM, CO )
10 CONTINUE
C
IF( WITHB ) THEN
C
DO 20 J = 1, M
SNORM = MAX( SNORM, DZASUM( N, B( 1, J ), 1 ) )
20 CONTINUE
C
END IF
C
IF( SNORM.EQ.ZERO )
$ RETURN
C
C Set some machine parameters and the maximum reduction in the
C 1-norm of S if zero rows or columns are encountered.
C
SFMIN1 = DLAMCH( 'S' ) / DLAMCH( 'P' )
SFMAX1 = ONE / SFMIN1
SFMIN2 = SFMIN1*SCLFAC
SFMAX2 = ONE / SFMIN2
C
SRED = MAXRED
IF( SRED.LE.ZERO ) SRED = MAXR
C
MAXNRM = MAX( SNORM/SRED, SFMIN1 )
C
C Balance the matrix.
C
C Iterative loop for norm reduction.
C
30 CONTINUE
NOCONV = .FALSE.
C
DO 90 I = 1, N
CO = ZERO
RO = ZERO
C
DO 40 J = 1, N
IF( J.EQ.I )
$ GO TO 40
CO = CO + CABS1( A( J, I ) )
RO = RO + CABS1( A( I, J ) )
40 CONTINUE
C
ICA = IZAMAX( N, A( 1, I ), 1 )
CA = ABS( A( ICA, I ) )
IRA = IZAMAX( N, A( I, 1 ), LDA )
RA = ABS( A( I, IRA ) )
C
IF( WITHC .AND. P.GT.0 ) THEN
CO = CO + DZASUM( P, C( 1, I ), 1 )
ICA = IZAMAX( P, C( 1, I ), 1 )
CA = MAX( CA, ABS( C( ICA, I ) ) )
END IF
C
IF( WITHB .AND. M.GT.0 ) THEN
RO = RO + DZASUM( M, B( I, 1 ), LDB )
IRA = IZAMAX( M, B( I, 1 ), LDB )
RA = MAX( RA, ABS( B( I, IRA ) ) )
END IF
C
C Special case of zero CO and/or RO.
C
IF( CO.EQ.ZERO .AND. RO.EQ.ZERO )
$ GO TO 90
IF( CO.EQ.ZERO ) THEN
IF( RO.LE.MAXNRM )
$ GO TO 90
CO = MAXNRM
END IF
IF( RO.EQ.ZERO ) THEN
IF( CO.LE.MAXNRM )
$ GO TO 90
RO = MAXNRM
END IF
C
C Guard against zero CO or RO due to underflow.
C
G = RO / SCLFAC
F = ONE
S = CO + RO
50 CONTINUE
IF( CO.GE.G .OR. MAX( F, CO, CA ).GE.SFMAX2 .OR.
$ MIN( RO, G, RA ).LE.SFMIN2 )GO TO 60
F = F*SCLFAC
CO = CO*SCLFAC
CA = CA*SCLFAC
G = G / SCLFAC
RO = RO / SCLFAC
RA = RA / SCLFAC
GO TO 50
C
60 CONTINUE
G = CO / SCLFAC
70 CONTINUE
IF( G.LT.RO .OR. MAX( RO, RA ).GE.SFMAX2 .OR.
$ MIN( F, CO, G, CA ).LE.SFMIN2 )GO TO 80
F = F / SCLFAC
CO = CO / SCLFAC
CA = CA / SCLFAC
G = G / SCLFAC
RO = RO*SCLFAC
RA = RA*SCLFAC
GO TO 70
C
C Now balance.
C
80 CONTINUE
IF( ( CO+RO ).GE.FACTOR*S )
$ GO TO 90
IF( F.LT.ONE .AND. SCALE( I ).LT.ONE ) THEN
IF( F*SCALE( I ).LE.SFMIN1 )
$ GO TO 90
END IF
IF( F.GT.ONE .AND. SCALE( I ).GT.ONE ) THEN
IF( SCALE( I ).GE.SFMAX1 / F )
$ GO TO 90
END IF
G = ONE / F
SCALE( I ) = SCALE( I )*F
NOCONV = .TRUE.
C
CALL ZDSCAL( N, G, A( I, 1 ), LDA )
CALL ZDSCAL( N, F, A( 1, I ), 1 )
IF( M.GT.0 ) CALL ZDSCAL( M, G, B( I, 1 ), LDB )
IF( P.GT.0 ) CALL ZDSCAL( P, F, C( 1, I ), 1 )
C
90 CONTINUE
C
IF( NOCONV )
$ GO TO 30
C
C Set the norm reduction parameter.
C
MAXRED = SNORM
SNORM = ZERO
C
DO 100 J = 1, N
CO = DZASUM( N, A( 1, J ), 1 )
IF( WITHC .AND. P.GT.0 )
$ CO = CO + DZASUM( P, C( 1, J ), 1 )
SNORM = MAX( SNORM, CO )
100 CONTINUE
C
IF( WITHB ) THEN
C
DO 110 J = 1, M
SNORM = MAX( SNORM, DZASUM( N, B( 1, J ), 1 ) )
110 CONTINUE
C
END IF
MAXRED = MAXRED/SNORM
RETURN
C *** Last line of TB01IZ ***
END
|
