1ZPOEQUB(1) LAPACK routine (version 3.2) ZPOEQUB(1)
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6 ZPOEQUB - 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)
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11 SUBROUTINE ZPOEQUB( N, A, LDA, S, SCOND, AMAX, INFO )
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13 IMPLICIT NONE
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15 INTEGER INFO, LDA, N
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17 DOUBLE PRECISION AMAX, SCOND
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19 COMPLEX*16 A( LDA, * )
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21 DOUBLE PRECISION S( * )
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24 ZPOEQUB 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.
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33 N (input) INTEGER
34 The order of the matrix A. N >= 0.
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36 A (input) COMPLEX*16 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.
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41 LDA (input) INTEGER
42 The leading dimension of the array A. LDA >= max(1,N).
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44 S (output) DOUBLE PRECISION array, dimension (N)
45 If INFO = 0, S contains the scale factors for A.
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47 SCOND (output) DOUBLE PRECISION
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.
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52 AMAX (output) DOUBLE PRECISION
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.
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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.
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64 LAPACK routine (version 3.2) November 2008 ZPOEQUB(1)