dpoequb.f man page

dpoequb.f

Synopsis

Functions/Subroutines

subroutine dpoequb (N, A, LDA, S, SCOND, AMAX, INFO)
DPOEQUB

Function/Subroutine Documentation

subroutine dpoequb (integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) S, double precision SCOND, double precision AMAX, integer INFO)

DPOEQUB

Purpose:

DPOEQUB computes row and column scalings intended to equilibrate a
symmetric positive definite matrix A and reduce its condition number
(with respect to the two-norm).  S contains the scale factors,
S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal.  This
choice of S puts the condition number of B within a factor N of the
smallest possible condition number over all possible diagonal
scalings.

This routine differs from DPOEQU by restricting the scaling factors
to a power of the radix.  Barring over- and underflow, scaling by
these factors introduces no additional rounding errors.  However, the
scaled diagonal entries are no longer approximately 1 but lie
Parameters:

N

N is INTEGER
The order of the matrix A.  N >= 0.

A

A is DOUBLE PRECISION array, dimension (LDA,N)
The N-by-N symmetric positive definite matrix whose scaling
factors are to be computed.  Only the diagonal elements of A
are referenced.

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

S

S is DOUBLE PRECISION array, dimension (N)
If INFO = 0, S contains the scale factors for A.

SCOND

SCOND is DOUBLE PRECISION
If INFO = 0, S contains the ratio of the smallest S(i) to
the largest S(i).  If SCOND >= 0.1 and AMAX is neither too
large nor too small, it is not worth scaling by S.

AMAX

AMAX is DOUBLE PRECISION
Absolute value of largest matrix element.  If AMAX is very
close to overflow or very close to underflow, the matrix
should be scaled.

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  if INFO = i, the i-th diagonal element is nonpositive.
Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

December 2016

Definition at line 120 of file dpoequb.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

The man page dpoequb(3) is an alias of dpoequb.f(3).

Tue Nov 14 2017 Version 3.8.0 LAPACK