NAME
spoequ - 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 SPOEQU( N, A, LDA, S, SCOND, AMAX, INFO )
INTEGER INFO, LDA, N
REAL AMAX, SCOND
REAL A( LDA, * ), S( * )
#include <sunperf.h>
void spoequ(int n, float *sa, int lda, float *s, float
*scond, float *amax, int *info) ;
PURPOSE
SPOEQU 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) REAL 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) REAL array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND (output) 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.
AMAX (output) REAL
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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