SRC/dpoequb.f(3)
β¨ NAME β¨
SRC/dpoequb.f β thatβs the name, bestie. Short, iconic, and to the point. This is the manual page for SRC/dpoequb.f from the Library Functions Manual. π
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine dpoequb (n, a, lda, s, scond, amax, info)
DPOEQUB
π Function/Subroutine Documentation π
subroutine dpoequb (integer n, double precision, dimension( lda, * ) a,
integer lda, double precision, dimension( * ) s, double precision scond,
double precision amax, integer info)
DPOEQUB
πΈ Purpose πΈ
Okay so DPOEQUB 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, where 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. β¨
This routine differs from DPOEQU by restricting the scaling factors to a power of the radix. Barring over- and underflow, scaling by these factors introduces no additional rounding errors. However, the scaled diagonal entries are no longer approximately 1 but lie between sqrt(radix) and 1/sqrt(radix). π«Ά
π Parameters π
NβNis INTEGER. The order of the matrixA.N >= 0.AβAis 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 ofAare referenced.LDAβLDAis INTEGER. The leading dimension of the arrayA.LDA >= max(1,N).SβSis DOUBLE PRECISION array, dimension(N). IfINFO = 0,Scontains the scale factors forA.SCONDβSCONDis DOUBLE PRECISION. IfINFO = 0,Scontains the ratio of the smallestS(i)to the largestS(i). IfSCOND >= 0.1andAMAXis neither too large nor too small, it is not worth scaling byS.AMAXβAMAXis DOUBLE PRECISION. Absolute value of largest matrix element. IfAMAXis very close to overflow or very close to underflow, the matrix should be scaled.INFOβINFOis INTEGER.= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i, the i-th diagonal element is nonpositive.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 117 of file dpoequb.f.
π Author π
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