dppequ.f (3) - Linux Manuals
NAME
dppequ.f -
SYNOPSIS
Functions/Subroutines
subroutine dppequ (UPLO, N, AP, S, SCOND, AMAX, INFO)
DPPEQU
Function/Subroutine Documentation
subroutine dppequ (characterUPLO, integerN, double precision, dimension( * )AP, double precision, dimension( * )S, double precisionSCOND, double precisionAMAX, integerINFO)
DPPEQU
Purpose:
-
DPPEQU 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 condition number over all possible diagonal scalings.
Parameters:
-
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The order of the matrix A. N >= 0.
APAP is DOUBLE PRECISION 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.
SS is DOUBLE PRECISION array, dimension (N) If INFO = 0, S contains the scale factors for A.
SCONDSCOND 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.
AMAXAMAX 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.
INFOINFO 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.
Date:
- November 2011
Definition at line 117 of file dppequ.f.
Author
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