LAPACK
3.6.1
LAPACK: Linear Algebra PACKage
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subroutine dpoequb | ( | integer | N, |
double precision, dimension( lda, * ) | A, | ||
integer | LDA, | ||
double precision, dimension( * ) | S, | ||
double precision | SCOND, | ||
double precision | AMAX, | ||
integer | INFO | ||
) |
DPOEQUB
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DPOEQU 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.
[in] | N | N is INTEGER The order of the matrix A. N >= 0. |
[in] | 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. |
[in] | LDA | LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). |
[out] | S | S is DOUBLE PRECISION array, dimension (N) If INFO = 0, S contains the scale factors for A. |
[out] | 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. |
[out] | 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. |
[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 114 of file dpoequb.f.