SGGBAL(3)
okay bestie, this is sggbal.f(3) from the Library Functions Manual β manual name folded in at the top like a little name tag π
π NAME π
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sggbal.f β thatβs the file this page is about, bestie π«Ά
β¨ SYNOPSIS β¨
Functions/Subroutines:
subroutine SGGBAL (job, n, a, lda, b, ldb, ilo, ihi, lscale, rscale, work, info)
SGGBAL
πΈ Function/Subroutine Documentation πΈ
Hereβs the full signature, character-for-character:
subroutine SGGBAL (character job, integer n, real, dimension( lda, * ) a,
integer lda, real, dimension( ldb, * ) b, integer ldb, integer ilo,
integer ihi, real, dimension( * ) lscale, real, dimension( * ) rscale,
real, dimension( * ) work, integer info)
SGGBAL
π Purpose π
SGGBAL balances a pair of general real matrices (A,B). Itβs giving two-step glow-up β¨
- First, it permutes
AandBby similarity transformations to isolate eigenvalues in the first1toILO-1and lastIHI+1toNelements on the diagonal. - Second, it applies a diagonal similarity transformation to rows and columns
ILOtoIHIto make the rows and columns as close in norm as possible.
Both steps are optional, bestie. Balancing may reduce the 1-norm of the matrices, and it can improve the accuracy of the computed eigenvalues and/or eigenvectors in the generalized eigenvalue problem A*x = lambda*B*x. slay for numerical stability π
π Parameters π
JOB
JOB is CHARACTER*1. It specifies the operations to be performed on A and B:
= 'N'β none: simply setILO = 1,IHI = N,LSCALE(I) = 1.0andRSCALE(I) = 1.0fori = 1,...,N.= 'P'β permute only;= 'S'β scale only;= 'B'β both permute and scale.
N
N is INTEGER. The order of the matrices A and B. N >= 0.
A
A is REAL 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
LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,N).
B
B is REAL 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
LDB is INTEGER. The leading dimension of the array B. LDB >= 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 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
LSCALE is REAL 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
RSCALE is REAL 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 (and yes, the original text literally says LSCALE(j) right here β keeping it exact, bestie):
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.
WORK
WORK is 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
INFO is INTEGER.
= 0β successful exit< 0β ifINFO = -i, thei-th argument had an illegal value.
π¦ Author π¦
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π₯ Further Details π₯
See R.C. WARD, Balancing the generalized eigenvalue problem, SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
β Definition at line β
Definition at line 175 of file sggbal.f.
π Author π
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