diff options
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: |