CHEEQUB(3) LAPACK routine of NEC Numeric Library Collection CHEEQUB(3)
NAME
CHEEQUB
SYNOPSIS
SUBROUTINE CHEEQUB (UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO)
PURPOSE
CHEEQUB computes row and column scalings intended to equilibrate a
Hermitian 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.
ARGUMENTS
UPLO (input)
UPLO is CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N (input)
N is INTEGER
The order of the matrix A. N >= 0.
A (input)
A is COMPLEX array, dimension (LDA,N)
The N-by-N Hermitian matrix whose scaling
factors are to be computed. Only the diagonal elements of A
are referenced.
LDA (input)
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
S (output)
S is REAL array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND (output)
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 (output)
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.
WORK (output)
WORK is COMPLEX array, dimension (3*N)
INFO (output)
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.
LAPACK routine 31 October 2017 CHEEQUB(3)