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authorChristoph Conrads <gitlab@christoph-conrads.name>2016-09-21 16:08:23 +0200
committerChristoph Conrads <gitlab@christoph-conrads.name>2016-09-29 17:01:43 +0200
commit4958a3718bd37740abbf2e831821158b5de935bd (patch)
tree1fe370b8190c08eb05a68e7d97a5fdf2f859daa0 /SRC/cpoequb.f
parentac521225cda428797b67bd4004048d1d2817edd9 (diff)
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Revert "Doc: highlight what xPOEQUB actually does"
This reverts commit 3c66ad2c7d6e2e73e369dbd919bba259b42e2f6d.
Diffstat (limited to 'SRC/cpoequb.f')
-rw-r--r--SRC/cpoequb.f14
1 files changed, 8 insertions, 6 deletions
diff --git a/SRC/cpoequb.f b/SRC/cpoequb.f
index bf86d1a4..e0f47420 100644
--- a/SRC/cpoequb.f
+++ b/SRC/cpoequb.f
@@ -37,12 +37,12 @@
*>
*> CPOEQUB computes row and column scalings intended to equilibrate a
*> symmetric positive definite matrix A and reduce its condition number
-*> (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.
+*> (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.
*> \endverbatim
*
* Arguments:
@@ -151,6 +151,8 @@
*
* Test the input parameters.
*
+* Positive definite only performs 1 pass of equilibration.
+*
INFO = 0
IF( N.LT.0 ) THEN
INFO = -1