LAPACK
3.4.2
LAPACK: Linear Algebra PACKage
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Go to the source code of this file.
Functions/Subroutines | |
subroutine | cheequb (UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO) |
CHEEQUB |
subroutine cheequb | ( | character | UPLO, |
integer | N, | ||
complex, dimension( lda, * ) | A, | ||
integer | LDA, | ||
real, dimension( * ) | S, | ||
real | SCOND, | ||
real | AMAX, | ||
complex, dimension( * ) | WORK, | ||
integer | INFO | ||
) |
CHEEQUB
Download CHEEQUB + dependencies [TGZ] [ZIP] [TXT]CHEEQUB computes row and column scalings intended to equilibrate a Hermitian 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.
[in] | UPLO | UPLO is CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored. |
[in] | N | N is INTEGER The order of the matrix A. N >= 0. |
[in] | A | A is COMPLEX array, dimension (LDA,N) The N-by-N Hermitian matrix whose scaling factors are to be computed. Only the diagonal elements of A are referenced. |
[in] | LDA | LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). |
[out] | S | S is REAL array, dimension (N) If INFO = 0, S contains the scale factors for A. |
[out] | 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. |
[out] | 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. |
[out] | WORK | WORK is COMPLEX array, dimension (3*N) |
[out] | 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. |
Definition at line 127 of file cheequb.f.