SPOEQU(l) LAPACK routine (version 1.1) SPOEQU(l)
NAME
SPOEQU - compute row and column scalings intended to equilibrate a sym-
metric positive definite matrix A and reduce its condition number (with
respect to the two-norm)
SYNOPSIS
SUBROUTINE SPOEQU( N, A, LDA, S, SCOND, AMAX, INFO )
INTEGER INFO, LDA, N
REAL AMAX, SCOND
REAL A( LDA, * ), S( * )
PURPOSE
SPOEQU 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 possi-
ble diagonal scalings.
ARGUMENTS
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input) REAL 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 refer-
enced.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
S (output) REAL array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND (output) REAL
If INFO = 0, S contains the ratio of the smallest S(i) to the larg-
est S(i). If SCOND >= 0.1 and AMAX is neither too large nor too
small, it is not worth scaling by S.
AMAX (output) 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 (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the i-th diagonal entry is nonpositive.
Back to the listing of computational routines for linear equations