cpbequ(3F)

CPBEQU - compute row and column scalings intended to equilibrate a Hermitian positive definite band matrix A and reduce its condition number (with respect to the two-norm)

As shipped in IRIX 6.5.19. Unchanged since IRIX 6.5.

NAME
     CPBEQU - compute row and column scalings intended to equilibrate a
     Hermitian positive definite band matrix A and reduce its condition number
     (with respect to the two-norm)

SYNOPSIS
     SUBROUTINE CPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )

         CHARACTER      UPLO

         INTEGER        INFO, KD, LDAB, N

         REAL           AMAX, SCOND

         REAL           S( * )

         COMPLEX        AB( LDAB, * )

PURPOSE
     CPBEQU computes row and column scalings intended to equilibrate a
     Hermitian positive definite band 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
     condition number over all possible diagonal scalings.


ARGUMENTS
     UPLO    (input) CHARACTER*1
             = 'U':  Upper triangular of A is stored;
             = 'L':  Lower triangular of A is stored.

     N       (input) INTEGER
             The order of the matrix A.  N >= 0.

     KD      (input) INTEGER
             The number of superdiagonals of the matrix A if UPLO = 'U', or
             the number of subdiagonals if UPLO = 'L'.  KD >= 0.

     AB      (input) COMPLEX array, dimension (LDAB,N)
             The upper or lower triangle of the Hermitian band matrix A,
             stored in the first KD+1 rows of the array.  The j-th column of A
             is stored in the j-th column of the array AB as follows:  if UPLO
             = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO =
             'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).

     LDAB     (input) INTEGER
              The leading dimension of the array A.  LDAB >= KD+1.
     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 underflow, the matrix should be
             scaled.

     INFO    (output) 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.