LAPACK
3.4.2
LAPACK: Linear Algebra PACKage

Go to the source code of this file.
Functions/Subroutines  
subroutine  sppequ (UPLO, N, AP, S, SCOND, AMAX, INFO) 
SPPEQU 
subroutine sppequ  (  character  UPLO, 
integer  N,  
real, dimension( * )  AP,  
real, dimension( * )  S,  
real  SCOND,  
real  AMAX,  
integer  INFO  
) 
SPPEQU
Download SPPEQU + dependencies [TGZ] [ZIP] [TXT]SPPEQU computes row and column scalings intended to equilibrate a symmetric positive definite matrix A in packed storage and reduce its condition number (with respect to the twonorm). 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.
[in]  UPLO  UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. 
[in]  N  N is INTEGER The order of the matrix A. N >= 0. 
[in]  AP  AP is REAL array, dimension (N*(N+1)/2) The upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The jth column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j1)*(2nj)/2) = A(i,j) for j<=i<=n. 
[out]  S  S is REAL array, dimension (N) If INFO = 0, S contains the scale factors for A. 
[out]  SCOND  SCOND is REAL 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. 
[out]  AMAX  AMAX is REAL Absolute value of largest matrix element. If AMAX is very close to overflow or very close to underflow, the matrix should be scaled. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: if INFO = i, the ith diagonal element is nonpositive. 
Definition at line 117 of file sppequ.f.