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dpoequb.f File Reference

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Functions/Subroutines

subroutine dpoequb (N, A, LDA, S, SCOND, AMAX, INFO)
 DPOEQUB More...
 

Function/Subroutine Documentation

subroutine dpoequb ( integer  N,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( * )  S,
double precision  SCOND,
double precision  AMAX,
integer  INFO 
)

DPOEQUB

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Purpose:
 DPOEQU computes row and column scalings intended to equilibrate a
 symmetric positive definite 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.
Parameters
[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 positive definite matrix whose scaling
          factors are to be computed.  Only the diagonal elements of A
          are referenced.
[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
          Absolute value of largest matrix element.  If AMAX is very
          close to overflow or very close to underflow, the matrix
          should be scaled.
[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.
Date
November 2011

Definition at line 113 of file dpoequb.f.

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