SRC/dggbal.f(3)

πŸ’… NAME πŸ’…

Okay bestie, welcome to SRC/dggbal.f(3) β€” yep, that's the page, and it lives in the Library Functions Manual. We're about to make matrix balancing make sense, no cap.

SRC/dggbal.f


✨ SYNOPSIS ✨

Under Functions/Subroutines you've got this iconic little signature:

subroutine dggbal (job, n, a, lda, b, ldb, ilo, ihi, lscale, rscale,
    work, info)
    DGGBAL

πŸ¦‹ Function/Subroutine Documentation πŸ¦‹

🫢 The signature, in full 🫢

subroutine dggbal (character job, integer n, double precision, dimension(
    lda, * ) a, integer lda, double precision, dimension( ldb, * ) b,
    integer ldb, integer ilo, integer ihi, double precision, dimension( * )
    lscale, double precision, dimension( * ) rscale, double precision,
    dimension( * ) work, integer info)
DGGBAL

🎯 Purpose 🎯

Okay so DGGBAL balances a pair of general real matrices (A,B). It's giving main-character energy for your generalized eigenvalue problem, fr fr.

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. πŸ’…

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. Slay. ✨

🌸 Parameters 🌸

JOB

JOB is 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

N is INTEGER.

The order of the matrices A and B. N >= 0.

A

A is DOUBLE PRECISION 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 DOUBLE PRECISION 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 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

RSCALE is 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:

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.

And yes, bestie, that formula block says LSCALE(j) inside the RSCALE description in the source β€” I'm keeping it exactly as written, no edits, no "fixing" the copy-paste moment 🫢

WORK

WORK is DOUBLE PRECISION 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.

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

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ” Further Details πŸ”

See R.C. WARD, Balancing the generalized eigenvalue problem, SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.

Definition at line 175 of file dggbal.f.

πŸ“œ Author πŸ“œ

Generated automatically by Doxygen for LAPACK from the source code.


That's the whole page, bestie πŸ’– β€” sourced from SRC/dggbal.f(3) and stamped LAPACK Version 3.12.0. The footer's date slot is giving empty, so no date to report β€” just vibes and balanced matrices βœ¨πŸ¦‹

πŸ“¦ where this page comes from