cheequb (3) - Linux Man Pages
subroutine cheequb (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, real, dimension( * )S, realSCOND, realAMAX, complex, dimension( * )WORK, integerINFO)
CHEEQUB computes row and column scalings intended to equilibrate a Hermitian 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.
UPLO is CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored.
N is INTEGER The order of the matrix A. N >= 0.
A is COMPLEX array, dimension (LDA,N) The N-by-N Hermitian matrix whose scaling factors are to be computed. Only the diagonal elements of A are referenced.
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
S is REAL array, dimension (N) If INFO = 0, S contains the scale factors for A.
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 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.
WORK is COMPLEX array, dimension (3*N)
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
- April 2012
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