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man page of LAPACK-3
LAPACK-3: computes row and column scalings intended to equilibrate an M-by-N matrix A and reduce its condition number
LAPACK-3 - computes row and column scalings intended to equilibrate an
M-by-N matrix A and reduce its condition number
SUBROUTINE ZGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFO )
INTEGER INFO, LDA, M, N
DOUBLE PRECISION AMAX, COLCND, ROWCND
DOUBLE PRECISION C( * ), R( * )
COMPLEX*16 A( LDA, * )
ZGEEQU 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.
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*16 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
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
LAPACK routine (version 3.2) March 2011 LAPACK-3(3)