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LAPACK-3

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LAPACK-3: balances a pair of general complex matrices (A,B)

NAME
LAPACK-3 - balances a pair of general complex matrices (A,B)

SYNOPSIS

SUBROUTINE ZGGBAL( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE, WORK, INFO ) CHARACTER JOB INTEGER IHI, ILO, INFO, LDA, LDB, N 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. LAPACK routine (version 3.2) March 2011 LAPACK-3(3)
 
 
 

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