spoequ.f (3)  Linux Manuals
NAME
spoequ.f 
SYNOPSIS
Functions/Subroutines
subroutine spoequ (N, A, LDA, S, SCOND, AMAX, INFO)
SPOEQU
Function/Subroutine Documentation
subroutine spoequ (integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )S, realSCOND, realAMAX, integerINFO)
SPOEQU
Purpose:

SPOEQU computes row and column scalings intended to equilibrate a symmetric positive definite matrix A and reduce its condition number (with respect to the twonorm). 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:

N
N is INTEGER The order of the matrix A. N >= 0.
AA is REAL array, dimension (LDA,N) The NbyN symmetric positive definite matrix whose scaling factors are to be computed. Only the diagonal elements of A are referenced.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
SS is REAL array, dimension (N) If INFO = 0, S contains the scale factors for A.
SCONDSCOND 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.
AMAXAMAX 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.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: if INFO = i, the ith diagonal element is nonpositive.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 November 2011
Definition at line 113 of file spoequ.f.
Author
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