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| author | Christoph Conrads <gitlab@christoph-conrads.name> | 2016-09-20 17:04:42 +0200 |
|---|---|---|
| committer | Christoph Conrads <gitlab@christoph-conrads.name> | 2016-09-29 17:01:43 +0200 |
| commit | ac521225cda428797b67bd4004048d1d2817edd9 (patch) | |
| tree | 8d89fe02b1593ff6337e8a696513a35ab0479176 /SRC/dpoequb.f | |
| parent | 3bab67b085bbfc57f6152a6a6741d3330b172cc0 (diff) | |
Doc: highlight what xPOEQUB actually does
Replace the function description taken from xPOEQU, highlight that
scaling factors computed by xPOEQUB do not introduce round-off errors,
and fix the function name in the description.
Diffstat (limited to 'SRC/dpoequb.f')
| -rw-r--r-- | SRC/dpoequb.f | 14 |
1 files changed, 7 insertions, 7 deletions
diff --git a/SRC/dpoequb.f b/SRC/dpoequb.f index fcee160e..d2369141 100644 --- a/SRC/dpoequb.f +++ b/SRC/dpoequb.f @@ -34,14 +34,14 @@ *> *> \verbatim *> -*> DPOEQU computes row and column scalings intended to equilibrate a +*> DPOEQUB computes row and column scalings intended to equilibrate a *> symmetric positive definite matrix A and reduce its condition number -*> (with respect to the two-norm). S contains the scale factors, -*> S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with -*> elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. 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. +*> (with respect to the spectral norm). S contains the scale factors, +*> chosen so that the scaled matrix B with elements +*> B(i,j) = S(i)*A(i,j)*S(j) has diagonal entries close to one. S(i) is +*> a power of b nearest to but not exceeding 1/sqrt(A(i,i)), where b is +*> the basis use for floating point numbers on this machine. This choice +*> of S avoids round-off errors when computing B. *> \endverbatim * * Arguments: |