Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
?poequb
Computes row and column scaling factors intended to equilibrate a symmetric (Hermitian) positive definite matrix and reduce its condition number.
Syntax
call spoequb ( n , a , lda , s , scond , amax , info )
call dpoequb ( n , a , lda , s , scond , amax , info )
call cpoequb ( n , a , lda , s , scond , amax , info )
call zpoequb ( n , a , lda , s , scond , amax , info )
Include Files
mkl.fi , mkl_lapack.f90
Description
spoequb dpoequb cpoequb zpoequb
The routine computes row and column scalings intended to equilibrate a symmetric (Hermitian) positive-definite matrix A and reduce its condition number (with respect to the two-norm).
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 diagonal elements equal to 1. s(i)s[i - 1] is a power of two nearest to, but not exceeding 1/sqrt(A_{i,i}) .
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
n
INTEGER . The order of the matrix A ; n≥ 0 .
a
REAL for spoequb
DOUBLE PRECISION for dpoequb
COMPLEX for cpoequb
DOUBLE COMPLEX for zpoequb .
Array: size lda by * .
Contains the n -by- n symmetric or Hermitian positive definite matrix A whose scaling factors are to be computed. Only the diagonal elements of A are referenced.
The second dimension of a must be at least max(1,n) .
lda
INTEGER . The leading dimension of a ; lda≥ max(1, m) .
Output Parameters
s
REAL for single precision flavors
DOUBLE PRECISION for double precision flavors.
Array, size ( n ).
If info = 0 , the array s contains the scale factors for A .
scond
REAL for single precision flavors
DOUBLE PRECISION for double precision flavors.
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
REAL for single precision flavors
DOUBLE PRECISION for double precision flavors.
Absolute value of the largest element of the matrix A . If amax is very close to SMLNUM or BIGNUM , the matrix should be scaled.
info
INTEGER .
If info = 0 , the execution is successful.
If info = -i , the i -th parameter had an illegal value.
If info = i , the i -th diagonal element of A is nonpositive.
Return Values
No return value, info is an Output Parameter.