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- ZPOEQU - compute row and column scalings intended to equilibrate a
- Hermitian positive definite matrix A and reduce its condition number
- (with respect to the two-norm)
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- SSSSYYYYNNNNOOOOPPPPSSSSIIIISSSS
- SUBROUTINE ZPOEQU( N, A, LDA, S, SCOND, AMAX, INFO )
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- INTEGER INFO, LDA, N
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- DOUBLE PRECISION AMAX, SCOND
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- DOUBLE PRECISION S( * )
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- COMPLEX*16 A( LDA, * )
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- These routines are part of the SCSL Scientific Library and can be loaded
- using either the -lscs or the -lscs_mp option. The -lscs_mp option
- directs the linker to use the multi-processor version of the library.
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- When linking to SCSL with -lscs or -lscs_mp, the default integer size is
- 4 bytes (32 bits). Another version of SCSL is available in which integers
- are 8 bytes (64 bits). This version allows the user access to larger
- memory sizes and helps when porting legacy Cray codes. It can be loaded
- by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use
- only one of the two versions; 4-byte integer and 8-byte integer library
- calls cannot be mixed.
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- PPPPUUUURRRRPPPPOOOOSSSSEEEE
- ZPOEQU computes row and column scalings intended to equilibrate a
- Hermitian 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.
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- N (input) INTEGER
- The order of the matrix A. N >= 0.
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- A (input) COMPLEX*16 array, dimension (LDA,N)
- The N-by-N Hermitian positive definite matrix whose scaling
- factors are to be computed. Only the diagonal elements of A are
- referenced.
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- LDA (input) INTEGER
- The leading dimension of the array A. LDA >= max(1,N).
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- S (output) DOUBLE PRECISION array, dimension (N)
- If INFO = 0, S contains the scale factors for A.
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- SCOND (output) DOUBLE PRECISION
- 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.
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- AMAX (output) DOUBLE PRECISION
- Absolute value of largest matrix element. If AMAX is very close
- to overflow or very close to underflow, the matrix should be
- scaled.
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- INFO (output) 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.
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- SSSSEEEEEEEE AAAALLLLSSSSOOOO
- INTRO_LAPACK(3S), INTRO_SCSL(3S)
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- This man page is available only online.
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