dpbequ.f (3)

Functions/Subroutines

subroutine dpbequ (UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO)

DPBEQU

subroutine dpbequ (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )S, double precisionSCOND, double precisionAMAX, integerINFO)

DPBEQU

Purpose:

 DPBEQU computes row and column scalings intended to equilibrate a
 symmetric positive definite band 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.

Parameters:

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangular of A is stored;
          = 'L':  Lower triangular of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

AB

          AB is DOUBLE PRECISION array, dimension (LDAB,N)
          The upper or lower triangle of the symmetric band matrix A,
          stored in the first KD+1 rows of the array.  The j-th column
          of A is stored in the j-th column of the array AB as follows:
          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).

LDAB

          LDAB is INTEGER
          The leading dimension of the array A.  LDAB >= KD+1.

S

          S is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, S contains the scale factors for A.

SCOND

          SCOND is 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.

AMAX

          AMAX is 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.

INFO

          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.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Definition at line 130 of file dpbequ.f.

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