Developer Reference

  • 0.9
  • 09/09/2020
  • Public Content
Contents

?ppequ

Computes row and column scaling factors intended to equilibrate a symmetric (Hermitian) positive definite matrix in packed storage and reduce its condition number.

Syntax

lapack_int LAPACKE_sppequ
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
const float*
ap
,
float*
s
,
float*
scond
,
float*
amax
);
lapack_int LAPACKE_dppequ
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
const double*
ap
,
double*
s
,
double*
scond
,
double*
amax
);
lapack_int LAPACKE_cppequ
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
const lapack_complex_float*
ap
,
float*
s
,
float*
scond
,
float*
amax
);
lapack_int LAPACKE_zppequ
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
const lapack_complex_double*
ap
,
double*
s
,
double*
scond
,
double*
amax
);
Include Files
  • mkl.h
Description
The routine computes row and column scalings intended to equilibrate a symmetric (Hermitian) positive definite matrix
A
in packed storage and reduce its condition number (with respect to the two-norm).
The output array
s
returns scale factors such that contains
Equation
These factors are chosen so that the scaled matrix
B
with elements
b
i
j
=
s
[i-1]*
a
i
j
*
s
[j-1]
has diagonal elements equal to 1.
This choice of
s
puts the condition number of
B
within a factor
n
of the smallest possible condition number over all possible diagonal scalings.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
uplo
Must be
'U'
or
'L'
.
Indicates whether the upper or lower triangular part of
A
is packed in the array
ap
:
If
uplo
=
'U'
, the array
ap
stores the upper triangular part of the matrix
A
.
If
uplo
=
'L'
, the array
ap
stores the lower triangular part of the matrix
A
.
n
The order of matrix
A
;
n
0
.
ap
Array, size at least
max(1,
n
(
n
+1)/2)
. The array
ap
contains the upper or the lower triangular part of the matrix
A
(as specified by
uplo
) in packed storage (see Matrix Storage Schemes).
Output Parameters
s
Array, size (
n
).
If
info
= 0
, the array
s
contains the scale factors for
A
.
scond
If
info
= 0
,
scond
contains the ratio of the smallest
s
[i]
to the largest
s
[i]
.
amax
Absolute value of the largest element of the matrix
A
.
Return Values
This function returns a value
info
.
If
info
= 0
, the execution is successful.
If
info
=
-i
, parameter
i
had an illegal value.
If
info
=
i
, the
i
-th diagonal element of
A
is nonpositive.
Application Notes
If
scond
0.1
and
amax
is neither too large nor too small, it is not worth scaling by
s
.
If
amax
is very close to
SMLNUM
or very close to
BIGNUM
, the matrix
A
should be scaled.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804