CPPEQU computes row and column scalings intended to equilibrate a


 Hermitian positive definite matrix A in packed storage 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.

UPLO

          UPLO is CHARACTER*1


          = 'U':  Upper triangle of A is stored;


          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER


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

AP

          AP is COMPLEX array, dimension (N*(N+1)/2)


          The upper or lower triangle of the Hermitian matrix A, packed


          columnwise in a linear array.  The j-th column of A is stored


          in the array AP as follows:


          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;


          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.

S

          S is REAL array, dimension (N)


          If INFO = 0, S contains the scale factors for A.

SCOND

          SCOND is REAL


          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 REAL


          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.

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

December 2016