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NAME
CGEEQU - compute row and column scalings intended to equili-
brate an M by N matrix A and reduce its condition number
SYNOPSIS
SUBROUTINE CGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
INFO )
INTEGER INFO, LDA, M, N
REAL AMAX, COLCND, ROWCND
REAL C( * ), R( * )
COMPLEX A( LDA, * )
PURPOSE
CGEEQU computes row and column scalings intended to equili-
brate an M by N matrix A and reduce its condition number. R
returns the row scale factors and C the column scale fac-
tors, chosen to try to make the largest entry 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) COMPLEX 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) REAL array, dimension (M)
If INFO = 0 or INFO > M, R contains the row scale
factors for A.
C (output) REAL array, dimension (N)
If INFO = 0, C contains the column scale factors
for A.
ROWCND (output) REAL
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) REAL
If INFO = 0, COLCND contains the ratio of the smal-
lest C(i) to the largest C(i). If COLCND >= 0.1, it
is not worth scaling by C.
AMAX (output) REAL
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, and i is
<= M: the i-th row of A is exactly zero
> M: the (i-M)-th column of A is exactly zero