NAME
dpoequ - compute row and column scalings intended to equili-
brate a symmetric positive definite matrix A and reduce its
condition number (with respect to the two-norm)
SYNOPSIS
SUBROUTINE DPOEQU( N, A, LDA, S, SCOND, AMAX, INFO )
INTEGER INFO, LDA, N
DOUBLE PRECISION AMAX, SCOND
DOUBLE PRECISION A( LDA, * ), S( * )
#include <sunperf.h>
void dpoequ(int n, double *da, int lda, double *s, double
*scond, double *amax, int *info) ;
PURPOSE
DPOEQU computes row and column scalings intended to equili-
brate a symmetric positive definite matrix A 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 con-
dition number over all possible diagonal scalings.
ARGUMENTS
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input) DOUBLE PRECISION array, dimension (LDA,N)
The N-by-N symmetric positive definite matrix
whose scaling factors are to be computed. Only
the diagonal elements of A are referenced.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,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.
AMAX (output) DOUBLE PRECISION
Absolute value of largest matrix element. If AMAX
is very close to overflow or very close to under-
flow, the matrix should be scaled.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille-
gal value
> 0: if INFO = i, the i-th diagonal element is
nonpositive.
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