Developer Reference for Intel® oneAPI Math Kernel Library for C
?heequb
Computes row and column scaling factors intended to equilibrate a Hermitian indefinite matrix and reduce its condition number.
Syntax
lapack_int LAPACKE_cheequb(int matrix_layout, char uplo, lapack_int n,
const lapack_complex_float *a, lapack_int lda, float *s,
float *scond, float *amax);
lapack_int LAPACKE_zheequb(int matrix_layout, char uplo, lapack_int n,
const lapack_complex_double *a, lapack_int lda, double *s,
double *scond, double *amax);
Include Files
mkl.h
Description
The routine computes row and column scalings intended to equilibrate a Hermitian indefinite matrix A and reduce its condition number (with respect to the two-norm).
The array s contains the scale factors, s(i) = 1/sqrt(A(i,i))s[i-1] = 1/sqrt(a_{i,i}) . These factors are chosen so that the scaled matrix B with elements b(i,j)=s(i)*a(i,j)*s(j)b_{i,j}=s[i-1]*a_{i,j}*s[j-1] 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.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major ( LAPACK_ROW_MAJOR ) or column major ( LAPACK_COL_MAJOR ).
uplo
Must be ‘U’ or ‘L’ .
Indicates whether the upper or lower triangular part of A is stored:
If uplo = 'U' , the array a stores the upper triangular part of the matrix A .
If uplo = 'L' , the array a stores the lower triangular part of the matrix A .
- n
-
Specifies the order of the matrix A . The value of n must be at least zero.
a , work
Array a : size max(1, lda * n ) .
Contains the n -by- n symmetric indefinite matrix A whose scaling factors are to be computed. Only the diagonal elements of A are referenced.
lda
The leading dimension of a ; lda≥ max(1, m) .
Output Parameters
s
Array, size ( n ).
If info = 0 , the array s contains the scale factors for A .
scond
If info = 0 , scond contains the ratio of the smallest s(i)s[i] to the largest s(i)s[i] . If scond≥ 0.1 , and amax is neither too large nor too small, it is not worth scaling by s .
amax
Absolute value of the largest element of the matrix A . If amax is very close to SMLNUM or BIGNUM , the matrix should be scaled.
Return Values
This function returns a value info .
If info = 0 , the execution is successful.
If info = -i , parameter i had an illegal value.
If info = i , the i -th diagonal element of A is nonpositive.