239 lines
6.3 KiB
Fortran
239 lines
6.3 KiB
Fortran
*> \brief \b DPPEQU
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download DPPEQU + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dppequ.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dppequ.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dppequ.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DPPEQU( UPLO, N, AP, S, SCOND, AMAX, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER INFO, N
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* DOUBLE PRECISION AMAX, SCOND
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION AP( * ), S( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DPPEQU computes row and column scalings intended to equilibrate a
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*> symmetric positive definite matrix A in packed storage and reduce
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*> its condition number (with respect to the two-norm). S contains the
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*> scale factors, S(i)=1/sqrt(A(i,i)), chosen so that the scaled matrix
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*> B with elements B(i,j)=S(i)*A(i,j)*S(j) has ones on the diagonal.
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*> This choice of S puts the condition number of B within a factor N of
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*> the smallest possible condition number over all possible diagonal
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*> scalings.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> = 'U': Upper triangle of A is stored;
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*> = 'L': Lower triangle of A is stored.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] AP
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*> \verbatim
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*> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
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*> The upper or lower triangle of the symmetric matrix A, packed
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*> columnwise in a linear array. The j-th column of A is stored
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*> in the array AP as follows:
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*> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
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*> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
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*> \endverbatim
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*>
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*> \param[out] S
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*> \verbatim
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*> S is DOUBLE PRECISION array, dimension (N)
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*> If INFO = 0, S contains the scale factors for A.
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*> \endverbatim
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*>
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*> \param[out] SCOND
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*> \verbatim
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*> SCOND is DOUBLE PRECISION
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*> If INFO = 0, S contains the ratio of the smallest S(i) to
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*> the largest S(i). If SCOND >= 0.1 and AMAX is neither too
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*> large nor too small, it is not worth scaling by S.
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*> \endverbatim
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*>
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*> \param[out] AMAX
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*> \verbatim
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*> AMAX is DOUBLE PRECISION
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*> Absolute value of largest matrix element. If AMAX is very
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*> close to overflow or very close to underflow, the matrix
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*> should be scaled.
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -i, the i-th argument had an illegal value
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*> > 0: if INFO = i, the i-th diagonal element is nonpositive.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date November 2011
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*
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*> \ingroup doubleOTHERcomputational
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*
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* =====================================================================
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SUBROUTINE DPPEQU( UPLO, N, AP, S, SCOND, AMAX, INFO )
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*
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* -- LAPACK computational routine (version 3.4.0) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* November 2011
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER INFO, N
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DOUBLE PRECISION AMAX, SCOND
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION AP( * ), S( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ONE, ZERO
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PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
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* ..
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* .. Local Scalars ..
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LOGICAL UPPER
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INTEGER I, JJ
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DOUBLE PRECISION SMIN
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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EXTERNAL LSAME
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* ..
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* .. External Subroutines ..
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EXTERNAL XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MAX, MIN, SQRT
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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UPPER = LSAME( UPLO, 'U' )
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IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
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INFO = -1
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ELSE IF( N.LT.0 ) THEN
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INFO = -2
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DPPEQU', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible
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*
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IF( N.EQ.0 ) THEN
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SCOND = ONE
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AMAX = ZERO
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RETURN
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END IF
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*
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* Initialize SMIN and AMAX.
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*
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S( 1 ) = AP( 1 )
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SMIN = S( 1 )
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AMAX = S( 1 )
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*
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IF( UPPER ) THEN
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*
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* UPLO = 'U': Upper triangle of A is stored.
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* Find the minimum and maximum diagonal elements.
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*
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JJ = 1
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DO 10 I = 2, N
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JJ = JJ + I
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S( I ) = AP( JJ )
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SMIN = MIN( SMIN, S( I ) )
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AMAX = MAX( AMAX, S( I ) )
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10 CONTINUE
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*
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ELSE
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*
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* UPLO = 'L': Lower triangle of A is stored.
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* Find the minimum and maximum diagonal elements.
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*
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JJ = 1
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DO 20 I = 2, N
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JJ = JJ + N - I + 2
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S( I ) = AP( JJ )
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SMIN = MIN( SMIN, S( I ) )
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AMAX = MAX( AMAX, S( I ) )
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20 CONTINUE
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END IF
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*
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IF( SMIN.LE.ZERO ) THEN
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*
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* Find the first non-positive diagonal element and return.
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*
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DO 30 I = 1, N
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IF( S( I ).LE.ZERO ) THEN
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INFO = I
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RETURN
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END IF
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30 CONTINUE
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ELSE
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*
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* Set the scale factors to the reciprocals
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* of the diagonal elements.
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*
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DO 40 I = 1, N
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S( I ) = ONE / SQRT( S( I ) )
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40 CONTINUE
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*
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* Compute SCOND = min(S(I)) / max(S(I))
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*
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SCOND = SQRT( SMIN ) / SQRT( AMAX )
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END IF
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RETURN
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*
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* End of DPPEQU
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*
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END
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