dgebal.f man page

dgebal.f —

Synopsis

Functions/Subroutines

subroutine dgebal (JOB, N, A, LDA, ILO, IHI, SCALE, INFO)
DGEBAL

Function/Subroutine Documentation

subroutine dgebal (characterJOB, integerN, double precision, dimension( lda, * )A, integerLDA, integerILO, integerIHI, double precision, dimension( * )SCALE, integerINFO)

DGEBAL

Purpose:

DGEBAL balances a general real matrix A.  This involves, first,
permuting A by a similarity transformation 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 matrix, and improve the
accuracy of the computed eigenvalues and/or eigenvectors.

Parameters:

JOB

JOB is CHARACTER*1
Specifies the operations to be performed on A:
= 'N':  none:  simply set ILO = 1, IHI = N, SCALE(I) = 1.0
        for i = 1,...,N;
= 'P':  permute only;
= 'S':  scale only;
= 'B':  both permute and scale.

N

N is INTEGER
The order of the matrix A.  N >= 0.

A

A is DOUBLE 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.
See Further Details.

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

ILO

ILO is INTEGER

IHI

IHI is INTEGER
ILO and IHI are set to integers such that on exit
A(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.

SCALE

SCALE is DOUBLE array, dimension (N)
Details of the permutations and scaling factors applied to
A.  If P(j) is the index of the row and column interchanged
with row and column j and D(j) is the scaling factor
applied to row and column j, then
SCALE(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.

INFO

INFO is INTEGER
= 0:  successful exit.
< 0:  if INFO = -i, the i-th argument had an illegal value.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2013

Further Details:

The permutations consist of row and column interchanges which put
the matrix in the form

           ( T1   X   Y  )
   P A P = (  0   B   Z  )
           (  0   0   T2 )

where T1 and T2 are upper triangular matrices whose eigenvalues lie
along the diagonal.  The column indices ILO and IHI mark the starting
and ending columns of the submatrix B. Balancing consists of applying
a diagonal similarity transformation inv(D) * B * D to make the
1-norms of each row of B and its corresponding column nearly equal.
The output matrix is

   ( T1     X*D          Y    )
   (  0  inv(D)*B*D  inv(D)*Z ).
   (  0      0           T2   )

Information about the permutations P and the diagonal matrix D is
returned in the vector SCALE.

This subroutine is based on the EISPACK routine BALANC.

Modified by Tzu-Yi Chen, Computer Science Division, University of
  California at Berkeley, USA

Definition at line 161 of file dgebal.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

dgebal(3) is an alias of dgebal.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK