DGGBAL(l) LAPACK routine (version 1.1) DGGBAL(l)
NAME
DGGBAL - balance a pair of general real matrices (A,B) for the generalized
eigenvalue problem A*X = lambda*B*X
SYNOPSIS
SUBROUTINE DGGBAL( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE, WORK,
INFO )
CHARACTER JOB
INTEGER IHI, ILO, INFO, LDA, LDB, N
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), LSCALE( * ), RSCALE(
* ), WORK( * )
PURPOSE
DGGBAL balances a pair of general real matrices (A,B) for the generalized
eigenvalue problem A*X = lambda*B*X. 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 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.
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) 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 (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) 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 (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 about the permutations and scaling factors applied to the
left side of A and B. 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 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 about the permutations and scaling factors applied to the
right side of A and B. 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 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 (workspace) DOUBLE PRECISION array, dimension (6*N)
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.
Back to the listing of computational routines for eigenvalue problems