LAPACK 3.11.0
LAPACK: Linear Algebra PACKage

◆ dsyequb()

subroutine dsyequb ( character  UPLO,
integer  N,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( * )  S,
double precision  SCOND,
double precision  AMAX,
double precision, dimension( * )  WORK,
integer  INFO 
)

DSYEQUB

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Purpose:
 DSYEQUB computes row and column scalings intended to equilibrate a
 symmetric 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
[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]A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The N-by-N symmetric matrix whose scaling factors are to be
          computed.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,N).
[out]S
          S is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, S contains the scale factors for A.
[out]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.
[out]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.
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (2*N)
[out]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