balance

Diagonal scaling to improve eigenvalue accuracy.

Syntax

  • B = balance(A)

  • B = balance(A,'noperm')

  • [T, B] = balance(A)

  • [S, P, B] = balance(A)

Input argument

  • A - a matrix: square, finite single or double.

Output argument

  • B - balanced matrix.

  • T - similarity transformation: Rearrange the elements of a diagonal matrix containing integer powers of two in order to minimize the impact of roundoff errors.

  • S - scaling vector

  • P - permutation vector

Description

B = balance(A) returns the balanced matrix B.

B = balance(A, 'noperm') scales A without permuting its rows and columns.

Used function(s)

LAPACKE_dgebal, LAPACKE_sgebal, LAPACKE_zgebal, LAPACKE_cgebal

Example

A = [10  1000  100000; .1  10  1000; .001  .1  10]
F = balance(A)

See also

eig.

History

Version
Description

1.0.0

initial version

Author

Allan CORNET

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