1SPOEQUB(1) LAPACK routine (version 3.2)                             SPOEQUB(1)
2
3
4

NAME

6       SPOEQUB  -  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

SYNOPSIS

11       SUBROUTINE SPOEQUB( N, A, LDA, S, SCOND, AMAX, INFO )
12
13           IMPLICIT        NONE
14
15           INTEGER         INFO, LDA, N
16
17           REAL            AMAX, SCOND
18
19           REAL            A( LDA, * ), S( * )
20

PURPOSE

22       SPOEQU  computes row and column scalings intended to equilibrate a sym‐
23       metric positive definite matrix A and reduce its condition number (with
24       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

ARGUMENTS

31       N       (input) INTEGER
32               The order of the matrix A.  N >= 0.
33
34       A       (input) REAL array, dimension (LDA,N)
35               The  N-by-N  symmetric  positive  definite matrix whose scaling
36               factors are to be computed.  Only the diagonal  elements  of  A
37               are referenced.
38
39       LDA     (input) INTEGER
40               The leading dimension of the array A.  LDA >= max(1,N).
41
42       S       (output) REAL array, dimension (N)
43               If INFO = 0, S contains the scale factors for A.
44
45       SCOND   (output) REAL
46               If  INFO  = 0, S contains the ratio of the smallest S(i) to the
47               largest S(i).  If SCOND >= 0.1 and AMAX is  neither  too  large
48               nor too small, it is not worth scaling by S.
49
50       AMAX    (output) REAL
51               Absolute  value  of  largest  matrix  element.  If AMAX is very
52               close to overflow or very close to underflow, the matrix should
53               be scaled.
54
55       INFO    (output) INTEGER
56               = 0:  successful exit
57               < 0:  if INFO = -i, the i-th argument had an illegal value
58               > 0:  if INFO = i, the i-th diagonal element is nonpositive.
59
60
61
62    LAPACK routine (version 3.2) November 2008                      SPOEQUB(1)
Impressum