NAG CL Interface
f07htc (zpbequ)

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1 Purpose

f07htc computes a diagonal scaling matrix S intended to equilibrate a complex n × n Hermitian positive definite band matrix A , with bandwidth (2kd+1) , and reduce its condition number.

2 Specification

#include <nag.h>
void  f07htc (Nag_OrderType order, Nag_UploType uplo, Integer n, Integer kd, const Complex ab[], Integer pdab, double s[], double *scond, double *amax, NagError *fail)
The function may be called by the names: f07htc, nag_lapacklin_zpbequ or nag_zpbequ.

3 Description

f07htc computes a diagonal scaling matrix S chosen so that
sj=1 / ajj .  
This means that the matrix B given by
B=SAS ,  
has diagonal elements equal to unity. This in turn means that the condition number of B , κ2(B) , is within a factor n of the matrix of smallest possible condition number over all possible choices of diagonal scalings (see Corollary 7.6 of Higham (2002)).

4 References

Higham N J (2002) Accuracy and Stability of Numerical Algorithms (2nd Edition) SIAM, Philadelphia

5 Arguments

1: order Nag_OrderType Input
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by order=Nag_RowMajor. See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2: uplo Nag_UploType Input
On entry: indicates whether the upper or lower triangular part of A is stored in the array ab, as follows:
The upper triangle of A is stored.
The lower triangle of A is stored.
Constraint: uplo=Nag_Upper or Nag_Lower.
3: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
4: kd Integer Input
On entry: kd, the number of superdiagonals of the matrix A if uplo=Nag_Upper, or the number of subdiagonals if uplo=Nag_Lower.
Constraint: kd0.
5: ab[dim] const Complex Input
Note: the dimension, dim, of the array ab must be at least max(1,pdab×n).
On entry: the upper or lower triangle of the Hermitian positive definite band matrix A whose scaling factors are to be computed.
This is stored as a notional two-dimensional array with row elements or column elements stored contiguously. The storage of elements of Aij, depends on the order and uplo arguments as follows:
if order=Nag_ColMajor and uplo=Nag_Upper,
Aij is stored in ab[kd+i-j+(j-1)×pdab], for j=1,,n and i=max(1,j-kd),,j;
if order=Nag_ColMajor and uplo=Nag_Lower,
Aij is stored in ab[i-j+(j-1)×pdab], for j=1,,n and i=j,,min(n,j+kd);
if order=Nag_RowMajor and uplo=Nag_Upper,
Aij is stored in ab[j-i+(i-1)×pdab], for i=1,,n and j=i,,min(n,i+kd);
if order=Nag_RowMajor and uplo=Nag_Lower,
Aij is stored in ab[kd+j-i+(i-1)×pdab], for i=1,,n and j=max(1,i-kd),,i.
Only the elements of the array ab corresponding to the diagonal elements of A are referenced. (Row (kd+1) of ab when uplo=Nag_Upper, row 1 of ab when uplo=Nag_Lower.)
6: pdab Integer Input
On entry: the stride separating row or column elements (depending on the value of order) of the matrix A in the array ab.
Constraint: pdabkd+1.
7: s[n] double Output
On exit: if fail.code= NE_NOERROR, s contains the diagonal elements of the scaling matrix S.
8: scond double * Output
On exit: if fail.code= NE_NOERROR, scond contains the ratio of the smallest value of s to the largest value of s. If scond0.1 and amax is neither too large nor too small, it is not worth scaling by S.
9: amax double * Output
On exit: max|aij|. If amax is very close to overflow or underflow, the matrix A should be scaled.
10: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
On entry, kd=value.
Constraint: kd0.
On entry, n=value.
Constraint: n0.
On entry, pdab=value.
Constraint: pdab>0.
On entry, pdab=value and kd=value.
Constraint: pdabkd+1.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
The valueth diagonal element of A is not positive (and hence A cannot be positive definite).
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

7 Accuracy

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

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
f07htc is not threaded in any implementation.

9 Further Comments

The real analogue of this function is f07hfc.

10 Example

This example equilibrates the Hermitian positive definite matrix A given by
A = ( 9.39 -i1.08-1.73i -i0 -i0 1.08+1.73i -i1.69 (-0.04+0.29i)×1010 -i0 0 (-0.04-0.29i)×1010 2.65×1020 (-0.33+2.24i)×1010 0 -i0 (-0.33-2.24i)×1010 -i2.17 ) .  
Details of the scaling factors and the scaled matrix are output.

10.1 Program Text

Program Text (f07htce.c)

10.2 Program Data

Program Data (f07htce.d)

10.3 Program Results

Program Results (f07htce.r)