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NAME DPOEQU - compute row and column scalings intended to equili- brate a symmetric positive definite matrix A and reduce its condition number (with respect to the two-norm) SYNOPSIS SUBROUTINE DPOEQU( N, A, LDA, S, SCOND, AMAX, INFO ) INTEGER INFO, LDA, N DOUBLE PRECISION AMAX, SCOND DOUBLE PRECISION A( LDA, * ), S( * ) PURPOSE DPOEQU computes row and column scalings intended to equili- brate 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 con- dition number over all possible diagonal scalings. ARGUMENTS N (input) INTEGER The order of the matrix A. N >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,N) The N-by-N symmetric positive definite matrix whose scaling factors are to be computed. Only the diago- nal elements of A are referenced. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). S (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, S contains the scale factors for A. SCOND (output) DOUBLE PRECISION 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 large nor too small, it is not worth scaling by S. AMAX (output) DOUBLE PRECISION Absolute value of largest matrix element. If AMAX is very close to overflow or very close to under- flow, the matrix should be scaled. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the i-th diagonal entry is nonpo- sitive.