diff libcruft/lapack/dlaev2.f @ 2814:ffa60dc8e49b

[project @ 1997-03-14 04:30:59 by jwe]
author jwe
date Fri, 14 Mar 1997 04:31:14 +0000
parents
children 15cddaacbc2d
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/libcruft/lapack/dlaev2.f	Fri Mar 14 04:31:14 1997 +0000
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+      SUBROUTINE DLAEV2( A, B, C, RT1, RT2, CS1, SN1 )
+*
+*  -- LAPACK auxiliary routine (version 2.0) --
+*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+*     Courant Institute, Argonne National Lab, and Rice University
+*     October 31, 1992
+*
+*     .. Scalar Arguments ..
+      DOUBLE PRECISION   A, B, C, CS1, RT1, RT2, SN1
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  DLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix
+*     [  A   B  ]
+*     [  B   C  ].
+*  On return, RT1 is the eigenvalue of larger absolute value, RT2 is the
+*  eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right
+*  eigenvector for RT1, giving the decomposition
+*
+*     [ CS1  SN1 ] [  A   B  ] [ CS1 -SN1 ]  =  [ RT1  0  ]
+*     [-SN1  CS1 ] [  B   C  ] [ SN1  CS1 ]     [  0  RT2 ].
+*
+*  Arguments
+*  =========
+*
+*  A       (input) DOUBLE PRECISION
+*          The (1,1) element of the 2-by-2 matrix.
+*
+*  B       (input) DOUBLE PRECISION
+*          The (1,2) element and the conjugate of the (2,1) element of
+*          the 2-by-2 matrix.
+*
+*  C       (input) DOUBLE PRECISION
+*          The (2,2) element of the 2-by-2 matrix.
+*
+*  RT1     (output) DOUBLE PRECISION
+*          The eigenvalue of larger absolute value.
+*
+*  RT2     (output) DOUBLE PRECISION
+*          The eigenvalue of smaller absolute value.
+*
+*  CS1     (output) DOUBLE PRECISION
+*  SN1     (output) DOUBLE PRECISION
+*          The vector (CS1, SN1) is a unit right eigenvector for RT1.
+*
+*  Further Details
+*  ===============
+*
+*  RT1 is accurate to a few ulps barring over/underflow.
+*
+*  RT2 may be inaccurate if there is massive cancellation in the
+*  determinant A*C-B*B; higher precision or correctly rounded or
+*  correctly truncated arithmetic would be needed to compute RT2
+*  accurately in all cases.
+*
+*  CS1 and SN1 are accurate to a few ulps barring over/underflow.
+*
+*  Overflow is possible only if RT1 is within a factor of 5 of overflow.
+*  Underflow is harmless if the input data is 0 or exceeds
+*     underflow_threshold / macheps.
+*
+* =====================================================================
+*
+*     .. Parameters ..
+      DOUBLE PRECISION   ONE
+      PARAMETER          ( ONE = 1.0D0 )
+      DOUBLE PRECISION   TWO
+      PARAMETER          ( TWO = 2.0D0 )
+      DOUBLE PRECISION   ZERO
+      PARAMETER          ( ZERO = 0.0D0 )
+      DOUBLE PRECISION   HALF
+      PARAMETER          ( HALF = 0.5D0 )
+*     ..
+*     .. Local Scalars ..
+      INTEGER            SGN1, SGN2
+      DOUBLE PRECISION   AB, ACMN, ACMX, ACS, ADF, CS, CT, DF, RT, SM,
+     $                   TB, TN
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          ABS, SQRT
+*     ..
+*     .. Executable Statements ..
+*
+*     Compute the eigenvalues
+*
+      SM = A + C
+      DF = A - C
+      ADF = ABS( DF )
+      TB = B + B
+      AB = ABS( TB )
+      IF( ABS( A ).GT.ABS( C ) ) THEN
+         ACMX = A
+         ACMN = C
+      ELSE
+         ACMX = C
+         ACMN = A
+      END IF
+      IF( ADF.GT.AB ) THEN
+         RT = ADF*SQRT( ONE+( AB / ADF )**2 )
+      ELSE IF( ADF.LT.AB ) THEN
+         RT = AB*SQRT( ONE+( ADF / AB )**2 )
+      ELSE
+*
+*        Includes case AB=ADF=0
+*
+         RT = AB*SQRT( TWO )
+      END IF
+      IF( SM.LT.ZERO ) THEN
+         RT1 = HALF*( SM-RT )
+         SGN1 = -1
+*
+*        Order of execution important.
+*        To get fully accurate smaller eigenvalue,
+*        next line needs to be executed in higher precision.
+*
+         RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B
+      ELSE IF( SM.GT.ZERO ) THEN
+         RT1 = HALF*( SM+RT )
+         SGN1 = 1
+*
+*        Order of execution important.
+*        To get fully accurate smaller eigenvalue,
+*        next line needs to be executed in higher precision.
+*
+         RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B
+      ELSE
+*
+*        Includes case RT1 = RT2 = 0
+*
+         RT1 = HALF*RT
+         RT2 = -HALF*RT
+         SGN1 = 1
+      END IF
+*
+*     Compute the eigenvector
+*
+      IF( DF.GE.ZERO ) THEN
+         CS = DF + RT
+         SGN2 = 1
+      ELSE
+         CS = DF - RT
+         SGN2 = -1
+      END IF
+      ACS = ABS( CS )
+      IF( ACS.GT.AB ) THEN
+         CT = -TB / CS
+         SN1 = ONE / SQRT( ONE+CT*CT )
+         CS1 = CT*SN1
+      ELSE
+         IF( AB.EQ.ZERO ) THEN
+            CS1 = ONE
+            SN1 = ZERO
+         ELSE
+            TN = -CS / TB
+            CS1 = ONE / SQRT( ONE+TN*TN )
+            SN1 = TN*CS1
+         END IF
+      END IF
+      IF( SGN1.EQ.SGN2 ) THEN
+         TN = CS1
+         CS1 = -SN1
+         SN1 = TN
+      END IF
+      RETURN
+*
+*     End of DLAEV2
+*
+      END