SRC/zheequb.f(3) | Library Functions Manual | SRC/zheequb.f(3) |
NAME
SRC/zheequb.f
SYNOPSIS
Functions/Subroutines
subroutine zheequb (uplo, n, a, lda, s, scond, amax, work,
info)
ZHEEQUB
Function/Subroutine Documentation
subroutine zheequb (character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, double precision, dimension( * ) s, double precision scond, double precision amax, complex*16, dimension( * ) work, integer info)
ZHEEQUB
Purpose:
!> !> ZHEEQUB computes row and column scalings intended to equilibrate a !> Hermitian matrix A (with respect to the Euclidean norm) and reduce !> its condition number. The scale factors S are computed by the BIN !> algorithm (see references) so that the scaled matrix B with elements !> B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a factor N of !> the smallest possible condition number over all possible diagonal !> scalings. !>
Parameters
UPLO
!> UPLO is CHARACTER*1 !> = 'U': Upper triangle of A is stored; !> = 'L': Lower triangle of A is stored. !>
N
!> N is INTEGER !> The order of the matrix A. N >= 0. !>
A
!> A is COMPLEX*16 array, dimension (LDA,N) !> The N-by-N Hermitian matrix whose scaling factors are to be !> computed. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
S
!> S is DOUBLE PRECISION array, dimension (N) !> If INFO = 0, S contains the scale factors for A. !>
SCOND
!> SCOND is 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. !>
AMAX
!> AMAX is DOUBLE PRECISION !> Largest absolute value of any matrix element. If AMAX is !> very close to overflow or very close to underflow, the !> matrix should be scaled. !>
WORK
!> WORK is COMPLEX*16 array, dimension (2*N) !>
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.
References:
Livne, O.E. and Golub, G.H., "Scaling by
Binormalization",
Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
DOI 10.1023/B:NUMA.0000016606.32820.69
Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679
Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
DOI 10.1023/B:NUMA.0000016606.32820.69
Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679
Definition at line 131 of file zheequb.f.
Author
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