NAG FL Interfacef07atf (zgeequ)

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1Purpose

f07atf computes real diagonal scaling matrices ${D}_{R}$ and ${D}_{C}$ intended to equilibrate a complex $m×n$ matrix $A$ and reduce its condition number.

2Specification

Fortran Interface
 Subroutine f07atf ( m, n, a, lda, r, c, amax, info)
 Integer, Intent (In) :: m, n, lda Integer, Intent (Out) :: info Real (Kind=nag_wp), Intent (Out) :: r(m), c(n), rowcnd, colcnd, amax Complex (Kind=nag_wp), Intent (In) :: a(lda,*)
#include <nag.h>
 void f07atf_ (const Integer *m, const Integer *n, const Complex a[], const Integer *lda, double r[], double c[], double *rowcnd, double *colcnd, double *amax, Integer *info)
The routine may be called by the names f07atf, nagf_lapacklin_zgeequ or its LAPACK name zgeequ.

3Description

f07atf computes the diagonal scaling matrices. The diagonal scaling matrices are chosen to try to make the elements of largest absolute value in each row and column of the matrix $B$ given by
 $B=DRADC$
have absolute value $1$. The diagonal elements of ${D}_{R}$ and ${D}_{C}$ are restricted to lie in the safe range $\left(\delta ,1/\delta \right)$, where $\delta$ is the value returned by routine x02amf. Use of these scaling factors is not guaranteed to reduce the condition number of $A$ but works well in practice.

None.

5Arguments

1: $\mathbf{m}$Integer Input
On entry: $m$, the number of rows of the matrix $A$.
Constraint: ${\mathbf{m}}\ge 0$.
2: $\mathbf{n}$Integer Input
On entry: $n$, the number of columns of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
3: $\mathbf{a}\left({\mathbf{lda}},*\right)$Complex (Kind=nag_wp) array Input
Note: the second dimension of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
On entry: the matrix $A$ whose scaling factors are to be computed.
4: $\mathbf{lda}$Integer Input
On entry: the first dimension of the array a as declared in the (sub)program from which f07atf is called.
Constraint: ${\mathbf{lda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{m}}\right)$.
5: $\mathbf{r}\left({\mathbf{m}}\right)$Real (Kind=nag_wp) array Output
On exit: if ${\mathbf{info}}={\mathbf{0}}$ or ${\mathbf{info}}>\mathbf{m}$, r contains the row scale factors, the diagonal elements of ${D}_{R}$. The elements of r will be positive.
6: $\mathbf{c}\left({\mathbf{n}}\right)$Real (Kind=nag_wp) array Output
On exit: if ${\mathbf{info}}={\mathbf{0}}$, c contains the column scale factors, the diagonal elements of ${D}_{C}$. The elements of c will be positive.
7: $\mathbf{rowcnd}$Real (Kind=nag_wp) Output
On exit: if ${\mathbf{info}}={\mathbf{0}}$ or ${\mathbf{info}}>\mathbf{m}$, rowcnd contains the ratio of the smallest value of ${\mathbf{r}}\left(i\right)$ to the largest value of ${\mathbf{r}}\left(i\right)$. If ${\mathbf{rowcnd}}\ge 0.1$ and amax is neither too large nor too small, it is not worth scaling by ${D}_{R}$.
8: $\mathbf{colcnd}$Real (Kind=nag_wp) Output
On exit: if ${\mathbf{info}}={\mathbf{0}}$, colcnd contains the ratio of the smallest value of ${\mathbf{c}}\left(i\right)$ to the largest value of ${\mathbf{c}}\left(i\right)$.
If ${\mathbf{colcnd}}\ge 0.1$, it is not worth scaling by ${D}_{C}$.
9: $\mathbf{amax}$Real (Kind=nag_wp) Output
On exit: $\mathrm{max}|{a}_{ij}|$. If amax is very close to overflow or underflow, the matrix $A$ should be scaled.
10: $\mathbf{info}$Integer Output
On exit: ${\mathbf{info}}=0$ unless the routine detects an error (see Section 6).

6Error Indicators and Warnings

${\mathbf{info}}<0$
If ${\mathbf{info}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.
${\mathbf{info}}>0 \text{and} {\mathbf{info}}\le {\mathbf{m}}$
Row $⟨\mathit{\text{value}}⟩$ of $A$ is exactly zero.
${\mathbf{info}}>{\mathbf{m}}$
Column $⟨\mathit{\text{value}}⟩$ of $A$ is exactly zero.

7Accuracy

The computed scale factors will be close to the exact scale factors.

8Parallelism and Performance

f07atf makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

The real analogue of this routine is f07aff.

10Example

This example equilibrates the general matrix $A$ given by
 $A = ( -1.34+2.55i ((0.28+3.17i)×1010 ((-6.39-2.20i -1.70-1.41i ((3.31-0.15i)×1010 ((-0.15+1.34i ((2.41+0.39i)×10−10 -0.56+1.47i ((-0.83-0.69i)×10−10 ) .$
Details of the scaling factors, and the scaled matrix are output.

10.1Program Text

Program Text (f07atfe.f90)

10.2Program Data

Program Data (f07atfe.d)

10.3Program Results

Program Results (f07atfe.r)