zppequ(3S)
ZPPEQU - compute row and column scalings intended to equilibrate a Hermitian positive definite matrix A in packed storage and reduce its condition number (with respect to the two-norm)
As shipped in IRIX 6.5.30. Added in IRIX 6.5.15.
NAME ZPPEQU - compute row and column scalings intended to equilibrate a Hermitian positive definite matrix A in packed storage and reduce its condition number (with respect to the two-norm) SYNOPSIS SUBROUTINE ZPPEQU( UPLO, N, AP, S, SCOND, AMAX, INFO ) CHARACTER UPLO INTEGER INFO, N DOUBLE PRECISION AMAX, SCOND DOUBLE PRECISION S( * ) COMPLEX*16 AP( * ) IMPLEMENTATION These routines are part of the SCSL Scientific Library and can be loaded using either the -lscs or the -lscs_mp option. The -lscs_mp option directs the linker to use the multi-processor version of the library. When linking to SCSL with -lscs or -lscs_mp, the default integer size is 4 bytes (32 bits). Another version of SCSL is available in which integers are 8 bytes (64 bits). This version allows the user access to larger memory sizes and helps when porting legacy Cray codes. It can be loaded by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use only one of the two versions; 4-byte integer and 8-byte integer library calls cannot be mixed. PURPOSE ZPPEQU computes row and column scalings intended to equilibrate a Hermitian positive definite matrix A in packed storage 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 triangle of A is stored; = 'L': Lower triangle of A is stored. N (input) INTEGER The order of the matrix A. N >= 0. AP (input) COMPLEX*16 array, dimension (N*(N+1)/2) The upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=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 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. SEE ALSO INTRO_LAPACK(3S), INTRO_SCSL(3S) This man page is available only online.