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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