1CPBEQU(1) LAPACK routine (version 3.1) CPBEQU(1)
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6 CPBEQU - row and column scalings intended to equilibrate a Hermitian
7 positive definite band matrix A and reduce its condition number (with
8 respect to the two-norm)
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11 SUBROUTINE CPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
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13 CHARACTER UPLO
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15 INTEGER INFO, KD, LDAB, N
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17 REAL AMAX, SCOND
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19 REAL S( * )
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21 COMPLEX AB( LDAB, * )
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24 CPBEQU computes row and column scalings intended to equilibrate a Her‐
25 mitian positive definite band matrix A and reduce its condition number
26 (with 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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34 UPLO (input) CHARACTER*1
35 = 'U': Upper triangular of A is stored;
36 = 'L': Lower triangular of A is stored.
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38 N (input) INTEGER
39 The order of the matrix A. N >= 0.
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41 KD (input) INTEGER
42 The number of superdiagonals of the matrix A if UPLO = 'U', or
43 the number of subdiagonals if UPLO = 'L'. KD >= 0.
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45 AB (input) COMPLEX array, dimension (LDAB,N)
46 The upper or lower triangle of the Hermitian band matrix A,
47 stored in the first KD+1 rows of the array. The j-th column of
48 A is stored in the j-th column of the array AB as follows: if
49 UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if
50 UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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52 LDAB (input) INTEGER
53 The leading dimension of the array A. LDAB >= KD+1.
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55 S (output) REAL array, dimension (N)
56 If INFO = 0, S contains the scale factors for A.
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58 SCOND (output) REAL
59 If INFO = 0, S contains the ratio of the smallest S(i) to the
60 largest S(i). If SCOND >= 0.1 and AMAX is neither too large
61 nor too small, it is not worth scaling by S.
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63 AMAX (output) REAL
64 Absolute value of largest matrix element. If AMAX is very
65 close to overflow or very close to underflow, the matrix should
66 be scaled.
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68 INFO (output) INTEGER
69 = 0: successful exit
70 < 0: if INFO = -i, the i-th argument had an illegal value.
71 > 0: if INFO = i, the i-th diagonal element is nonpositive.
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75 LAPACK routine (version 3.1) November 2006 CPBEQU(1)