zppequ (l) - Linux Manuals

zppequ: computes row and column scalings intended to equilibrate a Hermitian positive definite matrix A in packed storage and reduce its condition number (with respect to the two-norm)

NAME

ZPPEQU - computes row and column scalings intended to equilibrate a Hermitian positive definite matrix A in packed storage and reduce its condition number (with respect to the two-norm)

SYNOPSIS

SUBROUTINE ZPPEQU(

UPLO, N, AP, S, SCOND, AMAX, INFO )

    

CHARACTER UPLO

    

INTEGER INFO, N

    

DOUBLE PRECISION AMAX, SCOND

    

DOUBLE PRECISION S( * )

    

COMPLEX*16 AP( * )

PURPOSE

ZPPEQU computes row and column scalings intended to equilibrate a Hermitian 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.

ARGUMENTS

UPLO (input) CHARACTER*1

= aqUaq: Upper triangle of A is stored;
= aqLaq: Lower triangle of A is stored.

N (input) INTEGER

The order of the matrix A. N >= 0.

AP (input) COMPLEX*16 array, dimension (N*(N+1)/2)

The upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = aqUaq, AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = aqLaq, AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.

S (output) DOUBLE PRECISION array, dimension (N)

If INFO = 0, S contains the scale factors for A.

SCOND (output) 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 (output) 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 (output) 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.