1DPBEQU(1) LAPACK routine (version 3.1) DPBEQU(1)
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6 DPBEQU - row and column scalings intended to equilibrate a symmetric
7 positive definite band matrix A and reduce its condition number (with
8 respect to the two-norm)
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11 SUBROUTINE DPBEQU( 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 DOUBLE PRECISION AMAX, SCOND
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19 DOUBLE PRECISION AB( LDAB, * ), S( * )
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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.
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32 UPLO (input) CHARACTER*1
33 = 'U': Upper triangular of A is stored;
34 = 'L': Lower triangular of A is stored.
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36 N (input) INTEGER
37 The order of the matrix A. N >= 0.
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39 KD (input) INTEGER
40 The number of superdiagonals of the matrix A if UPLO = 'U', or
41 the number of subdiagonals if UPLO = 'L'. KD >= 0.
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43 AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
44 The upper or lower triangle of the symmetric band matrix A,
45 stored in the first KD+1 rows of the array. The j-th column of
46 A is stored in the j-th column of the array AB as follows: if
47 UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if
48 UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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50 LDAB (input) INTEGER
51 The leading dimension of the array A. LDAB >= KD+1.
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53 S (output) DOUBLE PRECISION array, dimension (N)
54 If INFO = 0, S contains the scale factors for A.
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56 SCOND (output) DOUBLE PRECISION
57 If INFO = 0, S contains the ratio of the smallest S(i) to the
58 largest S(i). If SCOND >= 0.1 and AMAX is neither too large
59 nor too small, it is not worth scaling by S.
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61 AMAX (output) DOUBLE PRECISION
62 Absolute value of largest matrix element. If AMAX is very
63 close to overflow or very close to underflow, the matrix should
64 be scaled.
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66 INFO (output) INTEGER
67 = 0: successful exit
68 < 0: if INFO = -i, the i-th argument had an illegal value.
69 > 0: if INFO = i, the i-th diagonal element is nonpositive.
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73 LAPACK routine (version 3.1) November 2006 DPBEQU(1)