SGEEQU
November 2006
Purpose
SGEEQU computes row and column scalings intended to equilibrate an
M-by-N matrix A and reduce its condition number. R returns the row
scale factors and C the column scale factors, chosen to try to make
the largest element in each row and column of the matrix B with
elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
R(i) and C(j) are restricted to be between SMLNUM = smallest safe
number and BIGNUM = largest safe number. Use of these scaling
factors is not guaranteed to reduce the condition number of A but
works well in practice.
M-by-N matrix A and reduce its condition number. R returns the row
scale factors and C the column scale factors, chosen to try to make
the largest element in each row and column of the matrix B with
elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
R(i) and C(j) are restricted to be between SMLNUM = smallest safe
number and BIGNUM = largest safe number. Use of these scaling
factors is not guaranteed to reduce the condition number of A but
works well in practice.
Arguments
| M |
(input) INTEGER
The number of rows of the matrix A. M >= 0.
|
| N |
(input) INTEGER
The number of columns of the matrix A. N >= 0.
|
| A |
(input) REAL array, dimension (LDA,N)
The M-by-N matrix whose equilibration factors are
to be computed. |
| LDA |
(input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
|
| R |
(output) REAL array, dimension (M)
If INFO = 0 or INFO > M, R contains the row scale factors
for A. |
| C |
(output) REAL array, dimension (N)
If INFO = 0, C contains the column scale factors for A.
|
| ROWCND |
(output) REAL
If INFO = 0 or INFO > M, ROWCND contains the ratio of the
smallest R(i) to the largest R(i). If ROWCND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by R. |
| COLCND |
(output) REAL
If INFO = 0, COLCND contains the ratio of the smallest
C(i) to the largest C(i). If COLCND >= 0.1, it is not worth scaling by C. |
| 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, and i is <= M: the i-th row of A is exactly zero > M: the (i-M)-th column of A is exactly zero |