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NAME
DPBEQU - compute row and column scalings intended to equili-
brate a symmetric positive definite band matrix A and reduce
its condition number (with respect to the two-norm)
SYNOPSIS
SUBROUTINE DPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX,
INFO )
CHARACTER UPLO
INTEGER INFO, KD, LDAB, N
DOUBLE PRECISION AMAX, SCOND
DOUBLE PRECISION AB( LDAB, * ), S( * )
PURPOSE
DPBEQU computes row and column scalings intended to equili-
brate a symmetric positive definite band matrix A and reduce
its condition number (with respect to the two-norm). S con-
tains 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 diago-
nal scalings.
ARGUMENTS
UPLO (input) CHARACTER*1
= 'U': Upper triangular of A is stored;
= 'L': Lower triangular of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
KD (input) INTEGER
The number of superdiagonals of the matrix A if UPLO
= 'U', or the number of subdiagonals if UPLO = 'L'.
KD >= 0.
AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
The upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the
array. The j-th column of A is stored in the j-th
column of the array AB as follows: if UPLO = 'U',
AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if
UPLO = 'L', AB(1+i-j,j) = A(i,j) for
j<=i<=min(n,j+kd).
LDAB (input) INTEGER
The leading dimension of the array A. LDAB >=
KD+1.
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 under-
flow, 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 entry is nonpo-
sitive.