SRC/sppequ.f(3)

SRC/sppequ.f

okay bestie, welcome to SRC/sppequ.f(3) from the Library Functions Manual β€” this is the page for the sppequ routine, and it's lowkey iconic for scaling symmetric positive definite matrices. πŸ’…βœ¨

✨ NAME ✨

SRC/sppequ.f β€” the manual page for sppequ, no cap.

🌸 SYNOPSIS 🌸

Functions/Subroutines

  • subroutine sppequ (uplo, n, ap, s, scond, amax, info) β€” SPPEQU

πŸ¦‹ Function/Subroutine Documentation πŸ¦‹

subroutine sppequ (character uplo, integer n, real, dimension( * ) ap, real,
       dimension( * ) s, real scond, real amax, integer info)

SPPEQU πŸ‘‘

🎯 Purpose 🎯

SPPEQU computes row and column scalings intended to equilibrate a symmetric 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. periodt. πŸ’–

πŸ’… Parameters πŸ’…

  • UPLO β€” the triangle selector, and it's giving choose-your-fighter:
    • UPLO is CHARACTER*1
    • = 'U': Upper triangle of A is stored;
    • = 'L': Lower triangle of A is stored.
  • N β€” the order of the matrix, bestie:
    • N is INTEGER
    • The order of the matrix A. N >= 0.
  • AP β€” the packed matrix storage situation:
    • AP is REAL array, dimension (N*(N+1)/2)
    • The upper or lower triangle of the symmetric matrix A, packed
    • columnwise in a linear array. The j-th column of A is stored
    • in the array AP as follows:
    • if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
    • if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
  • S β€” the scale factors live here:
    • S is REAL array, dimension (N)
    • If INFO = 0, S contains the scale factors for A.
  • SCOND β€” the ratio check, highkey important:
    • 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.
  • AMAX β€” the biggest-element vibe check:
    • 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€” the exit-status icon:
    • 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.

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Definition at line 115 of file sppequ.f. ✨

πŸŽ€ Author πŸŽ€

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