spbequ - compute 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)
SUBROUTINE SPBEQU( UPLO, N, NDIAG, A, LDA, SCALE, SCOND, AMAX, INFO) CHARACTER * 1 UPLO INTEGER N, NDIAG, LDA, INFO REAL SCOND, AMAX REAL A(LDA,*), SCALE(*)
SUBROUTINE SPBEQU_64( UPLO, N, NDIAG, A, LDA, SCALE, SCOND, AMAX, * INFO) CHARACTER * 1 UPLO INTEGER*8 N, NDIAG, LDA, INFO REAL SCOND, AMAX REAL A(LDA,*), SCALE(*)
SUBROUTINE PBEQU( UPLO, [N], NDIAG, A, [LDA], SCALE, SCOND, AMAX, * [INFO]) CHARACTER(LEN=1) :: UPLO INTEGER :: N, NDIAG, LDA, INFO REAL :: SCOND, AMAX REAL, DIMENSION(:) :: SCALE REAL, DIMENSION(:,:) :: A
SUBROUTINE PBEQU_64( UPLO, [N], NDIAG, A, [LDA], SCALE, SCOND, AMAX, * [INFO]) CHARACTER(LEN=1) :: UPLO INTEGER(8) :: N, NDIAG, LDA, INFO REAL :: SCOND, AMAX REAL, DIMENSION(:) :: SCALE REAL, DIMENSION(:,:) :: A
#include <sunperf.h>
void spbequ(char uplo, int n, int ndiag, float *a, int lda, float *scale, float *scond, float *amax, int *info);
void spbequ_64(char uplo, long n, long ndiag, float *a, long lda, float *scale, float *scond, float *amax, long *info);
spbequ 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.
= 'U': Upper triangular of A is stored;
= 'L': Lower triangular of A is stored.
A(kd+1+i-j,j)
= A(i,j)
for max(1,j-kd)
< =i < =j;
if UPLO = 'L', A(1+i-j,j)
= A(i,j)
for j < =i < =min(n,j+kd).
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.
= 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.