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authorlangou <julien.langou@ucdenver.edu>2016-09-29 13:17:38 +0200
committerGitHub <noreply@github.com>2016-09-29 13:17:38 +0200
commit3bab67b085bbfc57f6152a6a6741d3330b172cc0 (patch)
tree1fe370b8190c08eb05a68e7d97a5fdf2f859daa0 /SRC/cheequb.f
parent6af7aa2b64b54283367947eec9e4cbfa8be71254 (diff)
parent1cc2c0ec135631c8f1d020ba57157b4c43fdb590 (diff)
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Merge pull request #55 from cconrads-scicomp/master
Doc: fix xyyEQUB documentation
Diffstat (limited to 'SRC/cheequb.f')
-rw-r--r--SRC/cheequb.f40
1 files changed, 23 insertions, 17 deletions
diff --git a/SRC/cheequb.f b/SRC/cheequb.f
index afa368f3..7f8dc20a 100644
--- a/SRC/cheequb.f
+++ b/SRC/cheequb.f
@@ -37,12 +37,11 @@
*> \verbatim
*>
*> CHEEQUB computes row and column scalings intended to equilibrate a
-*> Hermitian 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
+*> Hermitian matrix A (with respect to the Euclidean norm) and reduce
+*> its condition number. The scale factors S are computed by the BIN
+*> algorithm (see references) so that the scaled matrix B with elements
+*> B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a factor N of
+*> the smallest possible condition number over all possible diagonal
*> scalings.
*> \endverbatim
*
@@ -52,28 +51,27 @@
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
-*> = 'U': Upper triangles of A and B are stored;
-*> = 'L': Lower triangles of A and B are stored.
+*> = 'U': Upper triangle of A is stored;
+*> = 'L': Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
-*> The order of the matrix A. N >= 0.
+*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is COMPLEX array, dimension (LDA,N)
-*> The N-by-N Hermitian matrix whose scaling
-*> factors are to be computed. Only the diagonal elements of A
-*> are referenced.
+*> The N-by-N Hermitian matrix whose scaling factors are to be
+*> computed.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
-*> The leading dimension of the array A. LDA >= max(1,N).
+*> The leading dimension of the array A. LDA >= max(1,N).
*> \endverbatim
*>
*> \param[out] S
@@ -86,16 +84,16 @@
*> \verbatim
*> SCOND is REAL
*> If INFO = 0, S contains the ratio of the smallest S(i) to
-*> the largest S(i). If SCOND >= 0.1 and AMAX is neither too
+*> the largest S(i). If SCOND >= 0.1 and AMAX is neither too
*> large nor too small, it is not worth scaling by S.
*> \endverbatim
*>
*> \param[out] AMAX
*> \verbatim
*> AMAX is REAL
-*> Absolute value of largest matrix element. If AMAX is very
-*> close to overflow or very close to underflow, the matrix
-*> should be scaled.
+*> Largest absolute value of any matrix element. If AMAX is
+*> very close to overflow or very close to underflow, the
+*> matrix should be scaled.
*> \endverbatim
*>
*> \param[out] WORK
@@ -123,6 +121,14 @@
*
*> \ingroup complexHEcomputational
*
+*> \par References:
+* ================
+*>
+*> Livne, O.E. and Golub, G.H., "Scaling by Binormalization", \n
+*> Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004. \n
+*> DOI 10.1023/B:NUMA.0000016606.32820.69 \n
+*> Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679
+*>
* =====================================================================
SUBROUTINE CHEEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO )
*