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SUBROUTINE <a name="SGGBAL.1"></a><a href="sggbal.f.html#SGGBAL.1">SGGBAL</a>( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE,
$ RSCALE, WORK, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> -- LAPACK routine (version 3.1) --
</span><span class="comment">*</span><span class="comment"> Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment"> November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> .. Scalar Arguments ..
</span> CHARACTER JOB
INTEGER IHI, ILO, INFO, LDA, LDB, N
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Array Arguments ..
</span> REAL A( LDA, * ), B( LDB, * ), LSCALE( * ),
$ RSCALE( * ), WORK( * )
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Purpose
</span><span class="comment">*</span><span class="comment"> =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> <a name="SGGBAL.20"></a><a href="sggbal.f.html#SGGBAL.1">SGGBAL</a> balances a pair of general real matrices (A,B). This
</span><span class="comment">*</span><span class="comment"> involves, first, permuting A and B by similarity transformations to
</span><span class="comment">*</span><span class="comment"> isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N
</span><span class="comment">*</span><span class="comment"> elements on the diagonal; and second, applying a diagonal similarity
</span><span class="comment">*</span><span class="comment"> transformation to rows and columns ILO to IHI to make the rows
</span><span class="comment">*</span><span class="comment"> and columns as close in norm as possible. Both steps are optional.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Balancing may reduce the 1-norm of the matrices, and improve the
</span><span class="comment">*</span><span class="comment"> accuracy of the computed eigenvalues and/or eigenvectors in the
</span><span class="comment">*</span><span class="comment"> generalized eigenvalue problem A*x = lambda*B*x.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Arguments
</span><span class="comment">*</span><span class="comment"> =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> JOB (input) CHARACTER*1
</span><span class="comment">*</span><span class="comment"> Specifies the operations to be performed on A and B:
</span><span class="comment">*</span><span class="comment"> = 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0
</span><span class="comment">*</span><span class="comment"> and RSCALE(I) = 1.0 for i = 1,...,N.
</span><span class="comment">*</span><span class="comment"> = 'P': permute only;
</span><span class="comment">*</span><span class="comment"> = 'S': scale only;
</span><span class="comment">*</span><span class="comment"> = 'B': both permute and scale.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> N (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The order of the matrices A and B. N >= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> A (input/output) REAL array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment"> On entry, the input matrix A.
</span><span class="comment">*</span><span class="comment"> On exit, A is overwritten by the balanced matrix.
</span><span class="comment">*</span><span class="comment"> If JOB = 'N', A is not referenced.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LDA (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The leading dimension of the array A. LDA >= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> B (input/output) REAL array, dimension (LDB,N)
</span><span class="comment">*</span><span class="comment"> On entry, the input matrix B.
</span><span class="comment">*</span><span class="comment"> On exit, B is overwritten by the balanced matrix.
</span><span class="comment">*</span><span class="comment"> If JOB = 'N', B is not referenced.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LDB (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The leading dimension of the array B. LDB >= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> ILO (output) INTEGER
</span><span class="comment">*</span><span class="comment"> IHI (output) INTEGER
</span><span class="comment">*</span><span class="comment"> ILO and IHI are set to integers such that on exit
</span><span class="comment">*</span><span class="comment"> A(i,j) = 0 and B(i,j) = 0 if i > j and
</span><span class="comment">*</span><span class="comment"> j = 1,...,ILO-1 or i = IHI+1,...,N.
</span><span class="comment">*</span><span class="comment"> If JOB = 'N' or 'S', ILO = 1 and IHI = N.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LSCALE (output) REAL array, dimension (N)
</span><span class="comment">*</span><span class="comment"> Details of the permutations and scaling factors applied
</span><span class="comment">*</span><span class="comment"> to the left side of A and B. If P(j) is the index of the
</span><span class="comment">*</span><span class="comment"> row interchanged with row j, and D(j)
</span><span class="comment">*</span><span class="comment"> is the scaling factor applied to row j, then
</span><span class="comment">*</span><span class="comment"> LSCALE(j) = P(j) for J = 1,...,ILO-1
</span><span class="comment">*</span><span class="comment"> = D(j) for J = ILO,...,IHI
</span><span class="comment">*</span><span class="comment"> = P(j) for J = IHI+1,...,N.
</span><span class="comment">*</span><span class="comment"> The order in which the interchanges are made is N to IHI+1,
</span><span class="comment">*</span><span class="comment"> then 1 to ILO-1.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> RSCALE (output) REAL array, dimension (N)
</span><span class="comment">*</span><span class="comment"> Details of the permutations and scaling factors applied
</span><span class="comment">*</span><span class="comment"> to the right side of A and B. If P(j) is the index of the
</span><span class="comment">*</span><span class="comment"> column interchanged with column j, and D(j)
</span><span class="comment">*</span><span class="comment"> is the scaling factor applied to column j, then
</span><span class="comment">*</span><span class="comment"> LSCALE(j) = P(j) for J = 1,...,ILO-1
</span><span class="comment">*</span><span class="comment"> = D(j) for J = ILO,...,IHI
</span><span class="comment">*</span><span class="comment"> = P(j) for J = IHI+1,...,N.
</span><span class="comment">*</span><span class="comment"> The order in which the interchanges are made is N to IHI+1,
</span><span class="comment">*</span><span class="comment"> then 1 to ILO-1.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> WORK (workspace) REAL array, dimension (lwork)
</span><span class="comment">*</span><span class="comment"> lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and
</span><span class="comment">*</span><span class="comment"> at least 1 when JOB = 'N' or 'P'.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> INFO (output) INTEGER
</span><span class="comment">*</span><span class="comment"> = 0: successful exit
</span><span class="comment">*</span><span class="comment"> < 0: if INFO = -i, the i-th argument had an illegal value.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Further Details
</span><span class="comment">*</span><span class="comment"> ===============
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> See R.C. WARD, Balancing the generalized eigenvalue problem,
</span><span class="comment">*</span><span class="comment"> SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> .. Parameters ..
</span> REAL ZERO, HALF, ONE
PARAMETER ( ZERO = 0.0E+0, HALF = 0.5E+0, ONE = 1.0E+0 )
REAL THREE, SCLFAC
PARAMETER ( THREE = 3.0E+0, SCLFAC = 1.0E+1 )
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Local Scalars ..
</span> INTEGER I, ICAB, IFLOW, IP1, IR, IRAB, IT, J, JC, JP1,
$ K, KOUNT, L, LCAB, LM1, LRAB, LSFMAX, LSFMIN,
$ M, NR, NRP2
REAL ALPHA, BASL, BETA, CAB, CMAX, COEF, COEF2,
$ COEF5, COR, EW, EWC, GAMMA, PGAMMA, RAB, SFMAX,
$ SFMIN, SUM, T, TA, TB, TC
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. External Functions ..
</span> LOGICAL <a name="LSAME.121"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
INTEGER ISAMAX
REAL SDOT, <a name="SLAMCH.123"></a><a href="slamch.f.html#SLAMCH.1">SLAMCH</a>
EXTERNAL <a name="LSAME.124"></a><a href="lsame.f.html#LSAME.1">LSAME</a>, ISAMAX, SDOT, <a name="SLAMCH.124"></a><a href="slamch.f.html#SLAMCH.1">SLAMCH</a>
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. External Subroutines ..
</span> EXTERNAL SAXPY, SSCAL, SSWAP, <a name="XERBLA.127"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Intrinsic Functions ..
</span> INTRINSIC ABS, INT, LOG10, MAX, MIN, REAL, SIGN
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Test the input parameters
</span><span class="comment">*</span><span class="comment">
</span> INFO = 0
IF( .NOT.<a name="LSAME.137"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOB, <span class="string">'N'</span> ) .AND. .NOT.<a name="LSAME.137"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOB, <span class="string">'P'</span> ) .AND.
$ .NOT.<a name="LSAME.138"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOB, <span class="string">'S'</span> ) .AND. .NOT.<a name="LSAME.138"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOB, <span class="string">'B'</span> ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -4
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -6
END IF
IF( INFO.NE.0 ) THEN
CALL <a name="XERBLA.148"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="SGGBAL.148"></a><a href="sggbal.f.html#SGGBAL.1">SGGBAL</a>'</span>, -INFO )
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span> IF( N.EQ.0 ) THEN
ILO = 1
IHI = N
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span> IF( N.EQ.1 ) THEN
ILO = 1
IHI = N
LSCALE( 1 ) = ONE
RSCALE( 1 ) = ONE
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span> IF( <a name="LSAME.168"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOB, <span class="string">'N'</span> ) ) THEN
ILO = 1
IHI = N
DO 10 I = 1, N
LSCALE( I ) = ONE
RSCALE( I ) = ONE
10 CONTINUE
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span> K = 1
L = N
IF( <a name="LSAME.180"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOB, <span class="string">'S'</span> ) )
$ GO TO 190
<span class="comment">*</span><span class="comment">
</span> GO TO 30
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Permute the matrices A and B to isolate the eigenvalues.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Find row with one nonzero in columns 1 through L
</span><span class="comment">*</span><span class="comment">
</span> 20 CONTINUE
L = LM1
IF( L.NE.1 )
$ GO TO 30
<span class="comment">*</span><span class="comment">
</span> RSCALE( 1 ) = ONE
LSCALE( 1 ) = ONE
GO TO 190
<span class="comment">*</span><span class="comment">
</span> 30 CONTINUE
LM1 = L - 1
DO 80 I = L, 1, -1
DO 40 J = 1, LM1
JP1 = J + 1
IF( A( I, J ).NE.ZERO .OR. B( I, J ).NE.ZERO )
$ GO TO 50
40 CONTINUE
J = L
GO TO 70
<span class="comment">*</span><span class="comment">
</span> 50 CONTINUE
DO 60 J = JP1, L
IF( A( I, J ).NE.ZERO .OR. B( I, J ).NE.ZERO )
$ GO TO 80
60 CONTINUE
J = JP1 - 1
<span class="comment">*</span><span class="comment">
</span> 70 CONTINUE
M = L
IFLOW = 1
GO TO 160
80 CONTINUE
GO TO 100
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Find column with one nonzero in rows K through N
</span><span class="comment">*</span><span class="comment">
</span> 90 CONTINUE
K = K + 1
<span class="comment">*</span><span class="comment">
</span> 100 CONTINUE
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