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IRIX 6.2 Development Libraries
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zppequ.z
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zppequ
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1996-03-14
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133 lines
ZZZZPPPPPPPPEEEEQQQQUUUU((((3333FFFF)))) ZZZZPPPPPPPPEEEEQQQQUUUU((((3333FFFF))))
NNNNAAAAMMMMEEEE
ZPPEQU - compute row and column scalings intended to equilibrate a
Hermitian positive definite matrix A in packed storage and reduce its
condition number (with respect to the two-norm)
SSSSYYYYNNNNOOOOPPPPSSSSIIIISSSS
SUBROUTINE ZPPEQU( UPLO, N, AP, S, SCOND, AMAX, INFO )
CHARACTER UPLO
INTEGER INFO, N
DOUBLE PRECISION AMAX, SCOND
DOUBLE PRECISION S( * )
COMPLEX*16 AP( * )
PPPPUUUURRRRPPPPOOOOSSSSEEEE
ZPPEQU computes row and column scalings intended to equilibrate a
Hermitian 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.
AAAARRRRGGGGUUUUMMMMEEEENNNNTTTTSSSS
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
AP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
The upper or lower triangle of the Hermitian matrix A, packed
columnwise in a linear array. The j-th column of A is stored in
the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) =
A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) =
A(i,j) for j<=i<=n.
S (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND (output) 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.
PPPPaaaaggggeeee 1111
ZZZZPPPPPPPPEEEEQQQQUUUU((((3333FFFF)))) ZZZZPPPPPPPPEEEEQQQQUUUU((((3333FFFF))))
AMAX (output) 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 (output) 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.
PPPPaaaaggggeeee 2222