LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ dsyequb()

subroutine dsyequb ( character uplo,
integer n,
double precision, dimension( lda, * ) a,
integer lda,
double precision, dimension( * ) s,
double precision scond,
double precision amax,
double precision, dimension( * ) work,
integer info )

DSYEQUB

Download DSYEQUB + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> DSYEQUB computes row and column scalings intended to equilibrate a
!> symmetric matrix A (with respect to the Euclidean norm) and reduce
!> its condition number. The scale factors S are computed by the BIN
!> algorithm (see references) so that the scaled matrix B with elements
!> B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a factor N of
!> the smallest possible condition number over all possible diagonal
!> scalings.
!>
Parameters
[in]UPLO
!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!>
[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 matrix whose scaling factors are to be
!>          computed.
!>
[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
!>          Largest absolute value of any matrix element. If AMAX is
!>          very close to overflow or very close to underflow, the
!>          matrix should be scaled.
!>
[out]WORK
!>          WORK is DOUBLE PRECISION array, dimension (2*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.
!>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
References:
Livne, O.E. and Golub, G.H., "Scaling by Binormalization",
Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
DOI 10.1023/B:NUMA.0000016606.32820.69
Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679