man dgeequ (Fonctions bibliothèques) - compute row and column scalings intended to equilibrate an M-by-N matrix A and reduce its condition number

NAME

DGEEQU - compute row and column scalings intended to equilibrate an M-by-N matrix A and reduce its condition number

SYNOPSIS

SUBROUTINE DGEEQU(
M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFO )
INTEGER INFO, LDA, M, N
DOUBLE PRECISION AMAX, COLCND, ROWCND
DOUBLE PRECISION A( LDA, * ), C( * ), R( * )

PURPOSE

DGEEQU 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.

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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (M)
If INFO = 0 or INFO > M, R contains the row scale factors for A.
C (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, C contains the column scale factors for A.
ROWCND (output) DOUBLE PRECISION
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) DOUBLE PRECISION
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) 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, and i is

<= M: the i-th row of A is exactly zero

> M: the (i-M)-th column of A is exactly zero