spoequ.f (3)

Functions/Subroutines

subroutine spoequ (N, A, LDA, S, SCOND, AMAX, INFO)

SPOEQU

subroutine spoequ (integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )S, realSCOND, realAMAX, integerINFO)

SPOEQU

Purpose:

 SPOEQU computes row and column scalings intended to equilibrate a
 symmetric 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.

Parameters:

N

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

A

          A is REAL array, dimension (LDA,N)
          The N-by-N symmetric positive definite matrix whose scaling
          factors are to be computed.  Only the diagonal elements of A
          are referenced.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

S

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

SCOND

          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

          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

          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 113 of file spoequ.f.

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