table of contents
zpoequb.f(3) | LAPACK | zpoequb.f(3) |
NAME¶
zpoequb.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine zpoequb (N, A, LDA, S, SCOND,
AMAX, INFO)
ZPOEQUB
Function/Subroutine Documentation¶
subroutine zpoequb (integer N, complex*16, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) S, double precision SCOND, double precision AMAX, integer INFO)¶
ZPOEQUB
Purpose:
ZPOEQUB computes row and column scalings intended to equilibrate a
Hermitian 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 ZPOEQU 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
between sqrt(radix) and 1/sqrt(radix).
Parameters:
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N)
The N-by-N Hermitian 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 121 of file zpoequb.f.
Author¶
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