1DPBEQU(1) LAPACK routine (version 3.2) DPBEQU(1)
2
3
4
6 DPBEQU - computes row and column scalings intended to equilibrate a
7 symmetric positive definite band matrix A and reduce its condition num‐
8 ber (with respect to the two-norm)
9
11 SUBROUTINE DPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
12
13 CHARACTER UPLO
14
15 INTEGER INFO, KD, LDAB, N
16
17 DOUBLE PRECISION AMAX, SCOND
18
19 DOUBLE PRECISION AB( LDAB, * ), S( * )
20
22 DPBEQU computes row and column scalings intended to equilibrate a sym‐
23 metric positive definite band matrix A and reduce its condition number
24 (with respect to the two-norm). S contains the scale factors, S(i) =
25 1/sqrt(A(i,i)), chosen so that the scaled matrix B with elements B(i,j)
26 = S(i)*A(i,j)*S(j) has ones on the diagonal. This choice of S puts the
27 condition number of B within a factor N of the smallest possible condi‐
28 tion number over all possible diagonal scalings.
29
31 UPLO (input) CHARACTER*1
32 = 'U': Upper triangular of A is stored;
33 = 'L': Lower triangular of A is stored.
34
35 N (input) INTEGER
36 The order of the matrix A. N >= 0.
37
38 KD (input) INTEGER
39 The number of superdiagonals of the matrix A if UPLO = 'U', or
40 the number of subdiagonals if UPLO = 'L'. KD >= 0.
41
42 AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
43 The upper or lower triangle of the symmetric band matrix A,
44 stored in the first KD+1 rows of the array. The j-th column of
45 A is stored in the j-th column of the array AB as follows: if
46 UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if
47 UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
48
49 LDAB (input) INTEGER
50 The leading dimension of the array A. LDAB >= KD+1.
51
52 S (output) DOUBLE PRECISION array, dimension (N)
53 If INFO = 0, S contains the scale factors for A.
54
55 SCOND (output) DOUBLE PRECISION
56 If INFO = 0, S contains the ratio of the smallest S(i) to the
57 largest S(i). If SCOND >= 0.1 and AMAX is neither too large
58 nor too small, it is not worth scaling by S.
59
60 AMAX (output) DOUBLE PRECISION
61 Absolute value of largest matrix element. If AMAX is very
62 close to overflow or very close to underflow, the matrix should
63 be scaled.
64
65 INFO (output) INTEGER
66 = 0: successful exit
67 < 0: if INFO = -i, the i-th argument had an illegal value.
68 > 0: if INFO = i, the i-th diagonal element is nonpositive.
69
70
71
72 LAPACK routine (version 3.2) November 2008 DPBEQU(1)