SRC/spoequb.f(3)
π SRC/spoequb.f π
okay bestie, welcome to the Library Functions Manual page for SRC/spoequb.f. this is a LAPACK Fortran routine and it's giving very βsmall file, serious mathβ energy. β¨
πΈ NAME πΈ
SRC/spoequb.f
that's the name, no notes π
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine spoequb (n, a, lda, s, scond, amax, info)
SPOEQUB
π Function/Subroutine Documentation π
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
NβNis INTEGER. The order of the matrixA.N >= 0.AβAis REAL array, dimension(LDA,N). TheN-by-Nsymmetric 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 REAL array, dimension(N). IfINFO = 0,Scontains the scale factors forA.SCONDβSCONDis REAL. 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. (the page literally saysSin that ratio line, bestie β preserving it exactly π)AMAXβAMAXis REAL. 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, thei-th argument had an illegal value> 0: ifINFO = i, thei-th diagonal element is nonpositive.
Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Definition at line 117 of file spoequb.f. π
π Author π
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