Provided by: liblapack-doc_3.12.0-3build1.1_all
NAME
poequb - poequb: equilibration, power of 2
SYNOPSIS
Functions subroutine cpoequb (n, a, lda, s, scond, amax, info) CPOEQUB subroutine dpoequb (n, a, lda, s, scond, amax, info) DPOEQUB subroutine spoequb (n, a, lda, s, scond, amax, info) SPOEQUB subroutine zpoequb (n, a, lda, s, scond, amax, info) ZPOEQUB
Detailed Description
Function Documentation
subroutine cpoequb (integer n, complex, dimension( lda, * ) a, integer lda, real, dimension( * ) s, real scond, real amax, integer info) CPOEQUB Purpose: CPOEQUB 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 CPOEQU 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 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 REAL array, dimension (N) If INFO = 0, S contains the scale factors for A. 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. 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. 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. subroutine dpoequb (integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( * ) s, double precision scond, double precision amax, integer info) DPOEQUB Purpose: DPOEQUB 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. This routine differs from DPOEQU 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 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. 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. subroutine spoequb (integer n, real, dimension( lda, * ) a, integer lda, real, dimension( * ) s, real scond, real amax, integer info) SPOEQUB Purpose: SPOEQUB 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. This routine differs from SPOEQU 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 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 referenced. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). S S is REAL array, dimension (N) If INFO = 0, S contains the scale factors for A. 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. 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. 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. 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.
Author
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