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