numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/SRC/dppequ.f	6402B	-rw-r--r--

*> \brief \b DPPEQU
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DPPEQU + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dppequ.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dppequ.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dppequ.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE DPPEQU( UPLO, N, AP, S, SCOND, AMAX, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, N
*       DOUBLE PRECISION   AMAX, SCOND
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   AP( * ), S( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DPPEQU computes row and column scalings intended to equilibrate a
*> symmetric positive definite matrix A in packed storage and reduce
*> its condition number (with respect to the two-norm).  S contains the
*> scale factors, S(i)=1/sqrt(A(i,i)), chosen so that the scaled matrix
*> B with elements B(i,j)=S(i)*A(i,j)*S(j) has ones on the diagonal.
*> This choice of S puts the condition number of B within a factor N of
*> the smallest possible condition number over all possible diagonal
*> scalings.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          = 'U':  Upper triangle of A is stored;
*>          = 'L':  Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] AP
*> \verbatim
*>          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
*>          The upper or lower triangle of the symmetric matrix A, packed
*>          columnwise in a linear array.  The j-th column of A is stored
*>          in the array AP as follows:
*>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
*>          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
*> \endverbatim
*>
*> \param[out] S
*> \verbatim
*>          S is DOUBLE PRECISION array, dimension (N)
*>          If INFO = 0, S contains the scale factors for A.
*> \endverbatim
*>
*> \param[out] SCOND
*> \verbatim
*>          SCOND is DOUBLE PRECISION
*>          If INFO = 0, S contains the ratio of the smallest S(i) to
*>          the largest S(i).  If SCOND >= 0.1 and AMAX is neither too
*>          large nor too small, it is not worth scaling by S.
*> \endverbatim
*>
*> \param[out] AMAX
*> \verbatim
*>          AMAX is DOUBLE PRECISION
*>          Absolute value of largest matrix element.  If AMAX is very
*>          close to overflow or very close to underflow, the matrix
*>          should be scaled.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value
*>          > 0:  if INFO = i, the i-th diagonal element is nonpositive.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup ppequ
*
*  =====================================================================
      SUBROUTINE DPPEQU( UPLO, N, AP, S, SCOND, AMAX, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, N
      DOUBLE PRECISION   AMAX, SCOND
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   AP( * ), S( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            I, JJ
      DOUBLE PRECISION   SMIN
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
*     ..
*     .. External Subroutines ..
      EXTERNAL           XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN, SQRT
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      INFO = 0
      UPPER = LSAME( UPLO, 'U' )
      IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DPPEQU', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 ) THEN
         SCOND = ONE
         AMAX = ZERO
         RETURN
      END IF
*
*     Initialize SMIN and AMAX.
*
      S( 1 ) = AP( 1 )
      SMIN = S( 1 )
      AMAX = S( 1 )
*
      IF( UPPER ) THEN
*
*        UPLO = 'U':  Upper triangle of A is stored.
*        Find the minimum and maximum diagonal elements.
*
         JJ = 1
         DO 10 I = 2, N
            JJ = JJ + I
            S( I ) = AP( JJ )
            SMIN = MIN( SMIN, S( I ) )
            AMAX = MAX( AMAX, S( I ) )
   10    CONTINUE
*
      ELSE
*
*        UPLO = 'L':  Lower triangle of A is stored.
*        Find the minimum and maximum diagonal elements.
*
         JJ = 1
         DO 20 I = 2, N
            JJ = JJ + N - I + 2
            S( I ) = AP( JJ )
            SMIN = MIN( SMIN, S( I ) )
            AMAX = MAX( AMAX, S( I ) )
   20    CONTINUE
      END IF
*
      IF( SMIN.LE.ZERO ) THEN
*
*        Find the first non-positive diagonal element and return.
*
         DO 30 I = 1, N
            IF( S( I ).LE.ZERO ) THEN
               INFO = I
               RETURN
            END IF
   30    CONTINUE
      ELSE
*
*        Set the scale factors to the reciprocals
*        of the diagonal elements.
*
         DO 40 I = 1, N
            S( I ) = ONE / SQRT( S( I ) )
   40    CONTINUE
*
*        Compute SCOND = min(S(I)) / max(S(I))
*
         SCOND = SQRT( SMIN ) / SQRT( AMAX )
      END IF
      RETURN
*
*     End of DPPEQU
*
      END