Scroll to navigation

dppequ.f(3) LAPACK dppequ.f(3)

NAME

dppequ.f

SYNOPSIS

Functions/Subroutines


subroutine dppequ (UPLO, N, AP, S, SCOND, AMAX, INFO)
DPPEQU

Function/Subroutine Documentation

subroutine dppequ (character UPLO, integer N, double precision, dimension( * ) AP, double precision, dimension( * ) S, double precision SCOND, double precision AMAX, integer INFO)

DPPEQU

Purpose:


DPPEQU computes row and column scalings intended to equilibrate a
symmetric 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.

Parameters:

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 DOUBLE PRECISION array, dimension (N*(N+1)/2)
The upper or lower triangle of the symmetric 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 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 118 of file dppequ.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Tue Nov 14 2017 Version 3.8.0