NAG FL Interface
f07aff (dgeequ)

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1 Purpose

f07aff computes diagonal scaling matrices DR and DC intended to equilibrate a real m × n matrix A and reduce its condition number.

2 Specification

Fortran Interface
Subroutine f07aff ( m, n, a, lda, r, c, rowcnd, colcnd, amax, info)
Integer, Intent (In) :: m, n, lda
Integer, Intent (Out) :: info
Real (Kind=nag_wp), Intent (In) :: a(lda,*)
Real (Kind=nag_wp), Intent (Out) :: r(m), c(n), rowcnd, colcnd, amax
C Header Interface
#include <nag.h>
void  f07aff_ (const Integer *m, const Integer *n, const double a[], const Integer *lda, double r[], double c[], double *rowcnd, double *colcnd, double *amax, Integer *info)
The routine may be called by the names f07aff, nagf_lapacklin_dgeequ or its LAPACK name dgeequ.

3 Description

f07aff 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
B=DRADC  
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.

4 References

None.

5 Arguments

1: m Integer Input
On entry: m, the number of rows of the matrix A.
Constraint: m0.
2: n Integer Input
On entry: n, the number of columns of the matrix A.
Constraint: n0.
3: a(lda,*) Real (Kind=nag_wp) array Input
Note: the second dimension of the array a must be at least max(1,n).
On entry: the matrix A whose scaling factors are to be computed.
4: lda Integer Input
On entry: the first dimension of the array a as declared in the (sub)program from which f07aff is called.
Constraint: ldamax(1,m).
5: r(m) Real (Kind=nag_wp) array Output
On exit: if info=0 or info>m, r contains the row scale factors, the diagonal elements of DR. The elements of r will be positive.
6: c(n) Real (Kind=nag_wp) array Output
On exit: if info=0, c contains the column scale factors, the diagonal elements of DC. The elements of c will be positive.
7: rowcnd Real (Kind=nag_wp) Output
On exit: if info=0 or info>m, rowcnd contains the ratio of the smallest value of r(i) to the largest value of r(i). If rowcnd0.1 and amax is neither too large nor too small, it is not worth scaling by DR.
8: colcnd Real (Kind=nag_wp) Output
On exit: if info=0, colcnd contains the ratio of the smallest value of c(i) to the largest value of c(i).
If colcnd0.1, it is not worth scaling by DC.
9: amax Real (Kind=nag_wp) Output
On exit: max|aij|. If amax is very close to overflow or underflow, the matrix A should be scaled.
10: info Integer Output
On exit: info=0 unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

info<0
If info=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
info>0andinfom
Row value of A is exactly zero.
info>m
Column value of A is exactly zero.

7 Accuracy

The computed scale factors will be close to the exact scale factors.

8 Parallelism and Performance

f07aff is not threaded in any implementation.

9 Further Comments

The complex analogue of this routine is f07atf.

10 Example

This example equilibrates the general matrix A given by
A = ( -1.80×1010 -2.88×1010 -2.05 -8.90×109 -5.25 -2.95 -9.50×10−9 -3.80 -1.58 -2.69 -2.90×10−10 -1.04 -1.11 -0.66 -5.90×10−11 -0.80 ) .  
Details of the scaling factors, and the scaled matrix are output.

10.1 Program Text

Program Text (f07affe.f90)

10.2 Program Data

Program Data (f07affe.d)

10.3 Program Results

Program Results (f07affe.r)