1DPPEQU(1) LAPACK routine (version 3.1) DPPEQU(1)
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6 DPPEQU - row and column scalings intended to equilibrate a symmetric
7 positive definite matrix A in packed storage and reduce its condition
8 number (with respect to the two-norm)
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11 SUBROUTINE DPPEQU( UPLO, N, AP, S, SCOND, AMAX, INFO )
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13 CHARACTER UPLO
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15 INTEGER INFO, N
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17 DOUBLE PRECISION AMAX, SCOND
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19 DOUBLE PRECISION AP( * ), S( * )
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22 DPPEQU computes row and column scalings intended to equilibrate a sym‐
23 metric positive definite matrix A in packed storage and reduce its con‐
24 dition number (with respect to the two-norm). S contains the scale
25 factors, S(i)=1/sqrt(A(i,i)), chosen so that the scaled matrix B with
26 elements B(i,j)=S(i)*A(i,j)*S(j) has ones on the diagonal. This choice
27 of S puts the condition number of B within a factor N of the smallest
28 possible condition number over all possible diagonal scalings.
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32 UPLO (input) CHARACTER*1
33 = 'U': Upper triangle of A is stored;
34 = 'L': Lower triangle 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 AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
40 The upper or lower triangle of the symmetric matrix A, packed
41 columnwise in a linear array. The j-th column of A is stored
42 in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) =
43 A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) =
44 A(i,j) for j<=i<=n.
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46 S (output) DOUBLE PRECISION array, dimension (N)
47 If INFO = 0, S contains the scale factors for A.
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49 SCOND (output) DOUBLE PRECISION
50 If INFO = 0, S contains the ratio of the smallest S(i) to the
51 largest S(i). If SCOND >= 0.1 and AMAX is neither too large
52 nor too small, it is not worth scaling by S.
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54 AMAX (output) DOUBLE PRECISION
55 Absolute value of largest matrix element. If AMAX is very
56 close to overflow or very close to underflow, the matrix should
57 be scaled.
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59 INFO (output) INTEGER
60 = 0: successful exit
61 < 0: if INFO = -i, the i-th argument had an illegal value
62 > 0: if INFO = i, the i-th diagonal element is nonpositive.
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66 LAPACK routine (version 3.1) November 2006 DPPEQU(1)