NAME

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)

SYNOPSIS

  SUBROUTINE ZPOEQU( N, A, LDA, SCALE, SCOND, AMAX, INFO)
  DOUBLE COMPLEX A(LDA,*)
  INTEGER N, LDA, INFO
  DOUBLE PRECISION SCOND, AMAX
  DOUBLE PRECISION SCALE(*)
  SUBROUTINE ZPOEQU_64( N, A, LDA, SCALE, SCOND, AMAX, INFO)
  DOUBLE COMPLEX A(LDA,*)
  INTEGER*8 N, LDA, INFO
  DOUBLE PRECISION SCOND, AMAX
  DOUBLE PRECISION SCALE(*)

F95 INTERFACE

  SUBROUTINE POEQU( [N], A, [LDA], SCALE, SCOND, AMAX, [INFO])
  COMPLEX(8), DIMENSION(:,:) :: A
  INTEGER :: N, LDA, INFO
  REAL(8) :: SCOND, AMAX
  REAL(8), DIMENSION(:) :: SCALE
  SUBROUTINE POEQU_64( [N], A, [LDA], SCALE, SCOND, AMAX, [INFO])
  COMPLEX(8), DIMENSION(:,:) :: A
  INTEGER(8) :: N, LDA, INFO
  REAL(8) :: SCOND, AMAX
  REAL(8), DIMENSION(:) :: SCALE

C INTERFACE

#include <sunperf.h>

void zpoequ(int n, doublecomplex *a, int lda, double *scale, double *scond, double *amax, int *info);

void zpoequ_64(long n, doublecomplex *a, long lda, double *scale, double *scond, double *amax, long *info);

PURPOSE

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.

ARGUMENTS