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
have absolute value
. The diagonal elements of
are restricted to lie in the safe range
is the value returned by routine x02amf
. Use of these scaling factors is not guaranteed to reduce the condition number of
but works well in practice.
The computed scale factors will be close to the exact scale factors.
The complex analogue of this routine is f07btf
This example equilibrates the band matrix
Details of the scaling factors, and the scaled matrix are output.