nag_lapack_dgeequ (f07af) computes the diagonal scaling matrices. The diagonal scaling matrices are chosen to try to make the elements of largest absolute value in each row and column of the matrix

B

given by

B = D_{R} A D_{C}

have absolute value

1

. The diagonal elements of

D_{R}

and

D_{C}

are restricted to lie in the safe range

(δ, 1 / δ)

, where

δ

is the value returned by function nag_machine_real_safe (x02am). Use of these scaling factors is not guaranteed to reduce the condition number of

A

but works well in practice.

References

None.

Parameters

Compulsory Input Parameters

1: $a (lda :)$ – double array: The first dimension of the array a must be at least $\max (1, m)$ .
The second dimension of the array a must be at least $\max (1, n)$ .

The matrix $A$ whose scaling factors are to be computed.

Optional Input Parameters

1: $m$ – int64int32nag_int scalar: Default: the first dimension of the array a.
$m$ , the number of rows of the matrix $A$ .

Constraint: $m \geq 0$ .
2: $n$ – int64int32nag_int scalar: Default: the second dimension of the array a.
$n$ , the number of columns of the matrix $A$ .

Constraint: $n \geq 0$ .

Output Parameters

1: $r (m)$ – double array: If $info = 0$ or $info > m$ , r contains the row scale factors, the diagonal elements of $D_{R}$ . The elements of r will be positive.
2: $c (n)$ – double array: If $info = 0$ , c contains the column scale factors, the diagonal elements of $D_{C}$ . The elements of c will be positive.
3: $rowcnd$ – double scalar: If $info = 0$ or $info > m$ , rowcnd contains the ratio of the smallest value of $r (i)$ to the largest value of $r (i)$ . If $rowcnd \geq 0.1$ and amax is neither too large nor too small, it is not worth scaling by $D_{R}$ .
4: $colcnd$ – double scalar: If $info = 0$ , colcnd contains the ratio of the smallest value of $c (i)$ to the largest value of $c (i)$ .
If $colcnd \geq 0.1$ , it is not worth scaling by $D_{C}$ .
5: $amax$ – double scalar: $\max |a_{i j}|$ . If amax is very close to overflow or underflow, the matrix $A$ should be scaled.
6: $info$ – int64int32nag_int scalar: $info = 0$ unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

$info < 0$: If $info = - i$ , argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

W $info > 0 and info \leq m$: Row $_$ of $A$ is exactly zero.

W $info > m$: Column $_$ of $A$ is exactly zero.

Accuracy

The computed scale factors will be close to the exact scale factors.

Further Comments

The complex analogue of this function is nag_lapack_zgeequ (f07at).

Example

This example equilibrates the general matrix

A

given by

A = (\begin{array}{l} 1.80 \times 10^{10} & 2.88 \times 10^{10} & 2.05 & - 8.90 \times 10^{9} \\ 5.25 & - 2.95 & - 9.50 \times 10^{- 9} & - 3.80 \\ 1.58 & - 2.69 & - 2.90 \times 10^{- 10} & - 1.04 \\ - 1.11 & - 0.66 & - 5.90 \times 10^{- 11} & 0.80 \end{array}) .

Details of the scaling factors, and the scaled matrix are output.

Open in the MATLAB editor: f07af_example

function f07af_example


fprintf('f07af example results\n\n');

a = [ 1.8e10, 2.88e10, 2.05,    -8.9e09;
      5.25,  -2.95,   -9.5e-09, -3.8;
      1.58,  -2.69,   -2.9e-10, -1.04;
     -1.11,  -0.66,   -5.9e-11,  0.8];

% Compute row and column scaling factors
thresh = 0.1;
[r, c, rowcnd, colcnd, amax, info] = ...
  f07af(a);

% Print rowcnd, colcnd, amax and the scale factors
format shorte;
fprintf('rowcnd = %8.1e colcnd = %8.1e amax = %8.1e\n', rowcnd, colcnd, amax);
fprintf('\nRow scale factors:\n');
disp(r');
fprintf('Column scale factors:\n');
disp(c');

% Compute values close to underflow and overflow
small = x02am/(x02aj*x02bh);
big = 1/small;

if (rowcnd >= thresh) && (amax >= small) && (amax <= big)
  if colcnd<thresh
    % Just column scale A
    as = a*diag(c);
  end
elseif colcnd>=thresh
  % Just row scale A
  as = diag(r)*a;
else
  % Row and column scale A
  as = diag(r)*a*diag(c);
end

format short
fprintf('Scaled Matrix:\n');
disp(as);

f07af example results

rowcnd =  3.9e-11 colcnd =  1.8e-09 amax =  2.9e+10

Row scale factors:
   3.4722e-11   1.9048e-01   3.7175e-01   9.0090e-01

Column scale factors:
   1.0000e+00   1.0000e+00   5.5263e+08   1.3816e+00

Scaled Matrix:
    0.6250    1.0000    0.0393   -0.4269
    1.0000   -0.5619   -1.0000   -1.0000
    0.5874   -1.0000   -0.0596   -0.5341
   -1.0000   -0.5946   -0.0294    0.9957

PDF version (NAG web site, 64-bit version, 64-bit version)

Chapter Contents

Chapter Introduction

NAG Toolbox