1CPOEQUB(1) LAPACK routine (version 3.2) CPOEQUB(1)
2
3
4
6 CPOEQUB - computes row and column scalings intended to equilibrate a
7 symmetric positive definite matrix A and reduce its condition number
8 (with respect to the two-norm)
9
11 SUBROUTINE CPOEQUB( N, A, LDA, S, SCOND, AMAX, INFO )
12
13 IMPLICIT NONE
14
15 INTEGER INFO, LDA, N
16
17 REAL AMAX, SCOND
18
19 COMPLEX A( LDA, * )
20
21 REAL S( * )
22
24 CPOEQUB computes row and column scalings intended to equilibrate a sym‐
25 metric positive definite matrix A and reduce its condition number (with
26 respect to the two-norm). S contains the scale factors, S(i) =
27 1/sqrt(A(i,i)), chosen so that the scaled matrix B with elements B(i,j)
28 = S(i)*A(i,j)*S(j) has ones on the diagonal. This choice of S puts the
29 condition number of B within a factor N of the smallest possible condi‐
30 tion number over all possible diagonal scalings.
31
33 N (input) INTEGER
34 The order of the matrix A. N >= 0.
35
36 A (input) COMPLEX array, dimension (LDA,N)
37 The N-by-N symmetric positive definite matrix whose scaling
38 factors are to be computed. Only the diagonal elements of A
39 are referenced.
40
41 LDA (input) INTEGER
42 The leading dimension of the array A. LDA >= max(1,N).
43
44 S (output) REAL array, dimension (N)
45 If INFO = 0, S contains the scale factors for A.
46
47 SCOND (output) REAL
48 If INFO = 0, S contains the ratio of the smallest S(i) to the
49 largest S(i). If SCOND >= 0.1 and AMAX is neither too large
50 nor too small, it is not worth scaling by S.
51
52 AMAX (output) REAL
53 Absolute value of largest matrix element. If AMAX is very
54 close to overflow or very close to underflow, the matrix should
55 be scaled.
56
57 INFO (output) INTEGER
58 = 0: successful exit
59 < 0: if INFO = -i, the i-th argument had an illegal value
60 > 0: if INFO = i, the i-th diagonal element is nonpositive.
61
62
63
64 LAPACK routine (version 3.2) November 2008 CPOEQUB(1)