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. π
β¨
β¨ NAME β¨
SRC/sppequ.f β the manual page for sppequ, no cap.
πΈ SYNOPSIS πΈ
Functions/Subroutines
subroutine sppequ (uplo, n, ap, s, scond, amax, info)βSPPEQU
π¦ Function/Subroutine Documentation π¦
subroutine sppequ (character uplo, integer n, real, dimension( * ) ap, real,
dimension( * ) s, real scond, real amax, integer info)
SPPEQU π
π― Purpose π―
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. π
π Parameters π
UPLOβ 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.
Nβ the order of the matrix, bestie:N is INTEGERThe order of the matrix A. N >= 0.
APβ the packed matrix storage situation:AP is REAL array, dimension (N*(N+1)/2)The upper or lower triangle of the symmetric matrix A, packedcolumnwise in a linear array. The j-th column of A is storedin 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.
Sβ the scale factors live here:S is REAL array, dimension (N)If INFO = 0, S contains the scale factors for A.
SCONDβ the ratio check, highkey important:SCOND is REALIf INFO = 0, S contains the ratio of the smallest S(i) tothe largest S(i). If SCOND >= 0.1 and AMAX is neither toolarge nor too small, it is not worth scaling by S.
AMAXβ the biggest-element vibe check:AMAX is REALAbsolute value of largest matrix element. If AMAX is veryclose to overflow or very close to underflow, the matrixshould be scaled.
INFOβ 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.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 115 of file sppequ.f. β¨
π Author π
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