SRC/spoequb.f(3)

πŸ’– SRC/spoequb.f πŸ’–

okay bestie, welcome to the Library Functions Manual page for SRC/spoequb.f. this is a LAPACK Fortran routine and it's giving very β€œsmall file, serious math” energy. ✨

🌸 NAME 🌸

SRC/spoequb.f

that's the name, no notes πŸ’…

πŸ¦‹ SYNOPSIS πŸ¦‹

Functions/Subroutines

subroutine spoequb (n, a, lda, s, scond, amax, info)
    SPOEQUB

πŸ’… Function/Subroutine Documentation πŸ’…

subroutine spoequb (integer n, real, dimension( lda, * ) a, integer lda,
    real, dimension( * ) s, real scond, real amax, integer info)

SPOEQUB

Purpose

SPOEQUB 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.

This routine differs from SPOEQU 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).

Parameters

  • N β€” N is INTEGER. The order of the matrix A. N >= 0.
  • A β€” A is REAL 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.
  • LDA β€” LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,N).
  • S β€” S is REAL array, dimension (N). If INFO = 0, S contains the scale factors for A.
  • SCOND β€” SCOND 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. (the page literally says S in that ratio line, bestie β€” preserving it exactly πŸ™ˆ)
  • AMAX β€” AMAX 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.
  • INFO β€” 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.

πŸ“ Definition at line 117 of file spoequb.f. πŸ“

πŸ‘‘ Author πŸ‘‘

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