SPPEQU(3) LAPACK routine of NEC Numeric Library Collection SPPEQU(3)
NAME
SPPEQU
SYNOPSIS
SUBROUTINE SPPEQU (UPLO, N, AP, S, SCOND, AMAX, INFO)
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.
ARGUMENTS
UPLO (input)
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input)
N is INTEGER
The order of the matrix A. N >= 0.
AP (input)
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 (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.
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 SPPEQU(3)