SPPEQU(l) LAPACK routine (version 1.1) SPPEQU(l)
NAME
SPPEQU - compute row and column scalings intended to equilibrate a sym-
metric positive definite matrix A in packed storage and reduce its condi-
tion number (with respect to the two-norm)
SYNOPSIS
SUBROUTINE SPPEQU( UPLO, N, AP, S, SCOND, AMAX, INFO )
CHARACTER UPLO
INTEGER INFO, N
REAL AMAX, SCOND
REAL AP( * ), S( * )
PURPOSE
SPPEQU 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 condi-
tion number over all possible diagonal scalings.
ARGUMENTS
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
AP (input) REAL 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 (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.
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