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SUBROUTINE DPOEQUB( N, A, LDA, S, SCOND, AMAX, INFO )
* * -- LAPACK routine (version 3.2) -- * -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- * -- Jason Riedy of Univ. of California Berkeley. -- * -- November 2008 -- * * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley and NAG Ltd. -- * IMPLICIT NONE * .. * .. Scalar Arguments .. INTEGER INFO, LDA, N DOUBLE PRECISION AMAX, SCOND * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), S( * ) * .. * * Purpose * ======= * * DPOEQU computes row and column scalings intended to equilibrate 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 condition 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 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. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I DOUBLE PRECISION SMIN, BASE, TMP * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. External Subroutines .. EXTERNAL XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN, SQRT, LOG, INT * .. * .. Executable Statements .. * * Test the input parameters. * * Positive definite only performs 1 pass of equilibration. * INFO = 0 IF( N.LT.0 ) THEN INFO = -1 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -3 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DPOEQUB', -INFO ) RETURN END IF * * Quick return if possible. * IF( N.EQ.0 ) THEN SCOND = ONE AMAX = ZERO RETURN END IF BASE = DLAMCH( 'B' ) TMP = -0.5D+0 / LOG ( BASE ) * * Find the minimum and maximum diagonal elements. * S( 1 ) = A( 1, 1 ) SMIN = S( 1 ) AMAX = S( 1 ) DO 10 I = 2, N S( I ) = A( I, I ) SMIN = MIN( SMIN, S( I ) ) AMAX = MAX( AMAX, S( I ) ) 10 CONTINUE * IF( SMIN.LE.ZERO ) THEN * * Find the first non-positive diagonal element and return. * DO 20 I = 1, N IF( S( I ).LE.ZERO ) THEN INFO = I RETURN END IF 20 CONTINUE ELSE * * Set the scale factors to the reciprocals * of the diagonal elements. * DO 30 I = 1, N S( I ) = BASE ** INT( TMP * LOG( S( I ) ) ) 30 CONTINUE * * Compute SCOND = min(S(I)) / max(S(I)). * SCOND = SQRT( SMIN ) / SQRT( AMAX ) END IF * RETURN * * End of DPOEQUB * END |