dppequ

NAME

dppequ - compute 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)

SYNOPSIS

  SUBROUTINE DPPEQU( UPLO, N, A, SCALE, SCOND, AMAX, INFO)
  CHARACTER * 1 UPLO
  INTEGER N, INFO
  DOUBLE PRECISION SCOND, AMAX
  DOUBLE PRECISION A(*), SCALE(*)
 
  SUBROUTINE DPPEQU_64( UPLO, N, A, SCALE, SCOND, AMAX, INFO)
  CHARACTER * 1 UPLO
  INTEGER*8 N, INFO
  DOUBLE PRECISION SCOND, AMAX
  DOUBLE PRECISION A(*), SCALE(*)

F95 INTERFACE

  SUBROUTINE PPEQU( UPLO, [N], A, SCALE, SCOND, AMAX, [INFO])
  CHARACTER(LEN=1) :: UPLO
  INTEGER :: N, INFO
  REAL(8) :: SCOND, AMAX
  REAL(8), DIMENSION(:) :: A, SCALE
 
  SUBROUTINE PPEQU_64( UPLO, [N], A, SCALE, SCOND, AMAX, [INFO])
  CHARACTER(LEN=1) :: UPLO
  INTEGER(8) :: N, INFO
  REAL(8) :: SCOND, AMAX
  REAL(8), DIMENSION(:) :: A, SCALE

C INTERFACE

#include <sunperf.h>

void dppequ(char uplo, int n, double *a, double *scale, double *scond, double *amax, int *info);

void dppequ_64(char uplo, long n, double *a, double *scale, double *scond, double *amax, long *info);

PURPOSE

dppequ 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)
* N (input): The order of the matrix A. N >= 0.
* A (input): 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 A as follows: if UPLO = 'U', A(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', A(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
* SCALE (output): If INFO = 0, SCALE contains the scale factors for A.
* SCOND (output): If INFO = 0, SCALE contains the ratio of the smallest SCALE(i) to the largest SCALE(i). If SCOND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by SCALE.
* AMAX (output): 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)