F07AFF (DGEEQU) computes the diagonal scaling matrices. The diagonal scaling matrices are chosen to try to make the elements of largest absolute value in each row and column of the matrix
B
given by
have absolute value
1. The diagonal elements of
DR
and
DC
are restricted to lie in the safe range
δ,1/δ
, where
δ
is the value returned by routine
X02AMF. Use of these scaling factors is not guaranteed to reduce the condition number of
A
but works well in practice.
None.
The computed scale factors will be close to the exact scale factors.
The complex analogue of this routine is
F07ATF (ZGEEQU).
This example equilibrates the general matrix
A
given by
Details of the scaling factors, and the scaled matrix are output.