diff libcruft/lapack/dlasd5.f @ 7072:b48d486f641d

[project @ 2007-10-26 15:52:57 by jwe]
author jwe
date Fri, 26 Oct 2007 15:52:58 +0000
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/libcruft/lapack/dlasd5.f	Fri Oct 26 15:52:58 2007 +0000
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+      SUBROUTINE DLASD5( I, D, Z, DELTA, RHO, DSIGMA, WORK )
+*
+*  -- LAPACK auxiliary routine (version 3.1) --
+*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+*     November 2006
+*
+*     .. Scalar Arguments ..
+      INTEGER            I
+      DOUBLE PRECISION   DSIGMA, RHO
+*     ..
+*     .. Array Arguments ..
+      DOUBLE PRECISION   D( 2 ), DELTA( 2 ), WORK( 2 ), Z( 2 )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  This subroutine computes the square root of the I-th eigenvalue
+*  of a positive symmetric rank-one modification of a 2-by-2 diagonal
+*  matrix
+*
+*             diag( D ) * diag( D ) +  RHO *  Z * transpose(Z) .
+*
+*  The diagonal entries in the array D are assumed to satisfy
+*
+*             0 <= D(i) < D(j)  for  i < j .
+*
+*  We also assume RHO > 0 and that the Euclidean norm of the vector
+*  Z is one.
+*
+*  Arguments
+*  =========
+*
+*  I      (input) INTEGER
+*         The index of the eigenvalue to be computed.  I = 1 or I = 2.
+*
+*  D      (input) DOUBLE PRECISION array, dimension ( 2 )
+*         The original eigenvalues.  We assume 0 <= D(1) < D(2).
+*
+*  Z      (input) DOUBLE PRECISION array, dimension ( 2 )
+*         The components of the updating vector.
+*
+*  DELTA  (output) DOUBLE PRECISION array, dimension ( 2 )
+*         Contains (D(j) - sigma_I) in its  j-th component.
+*         The vector DELTA contains the information necessary
+*         to construct the eigenvectors.
+*
+*  RHO    (input) DOUBLE PRECISION
+*         The scalar in the symmetric updating formula.
+*
+*  DSIGMA (output) DOUBLE PRECISION
+*         The computed sigma_I, the I-th updated eigenvalue.
+*
+*  WORK   (workspace) DOUBLE PRECISION array, dimension ( 2 )
+*         WORK contains (D(j) + sigma_I) in its  j-th component.
+*
+*  Further Details
+*  ===============
+*
+*  Based on contributions by
+*     Ren-Cang Li, Computer Science Division, University of California
+*     at Berkeley, USA
+*
+*  =====================================================================
+*
+*     .. Parameters ..
+      DOUBLE PRECISION   ZERO, ONE, TWO, THREE, FOUR
+      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0,
+     $                   THREE = 3.0D+0, FOUR = 4.0D+0 )
+*     ..
+*     .. Local Scalars ..
+      DOUBLE PRECISION   B, C, DEL, DELSQ, TAU, W
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          ABS, SQRT
+*     ..
+*     .. Executable Statements ..
+*
+      DEL = D( 2 ) - D( 1 )
+      DELSQ = DEL*( D( 2 )+D( 1 ) )
+      IF( I.EQ.1 ) THEN
+         W = ONE + FOUR*RHO*( Z( 2 )*Z( 2 ) / ( D( 1 )+THREE*D( 2 ) )-
+     $       Z( 1 )*Z( 1 ) / ( THREE*D( 1 )+D( 2 ) ) ) / DEL
+         IF( W.GT.ZERO ) THEN
+            B = DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
+            C = RHO*Z( 1 )*Z( 1 )*DELSQ
+*
+*           B > ZERO, always
+*
+*           The following TAU is DSIGMA * DSIGMA - D( 1 ) * D( 1 )
+*
+            TAU = TWO*C / ( B+SQRT( ABS( B*B-FOUR*C ) ) )
+*
+*           The following TAU is DSIGMA - D( 1 )
+*
+            TAU = TAU / ( D( 1 )+SQRT( D( 1 )*D( 1 )+TAU ) )
+            DSIGMA = D( 1 ) + TAU
+            DELTA( 1 ) = -TAU
+            DELTA( 2 ) = DEL - TAU
+            WORK( 1 ) = TWO*D( 1 ) + TAU
+            WORK( 2 ) = ( D( 1 )+TAU ) + D( 2 )
+*           DELTA( 1 ) = -Z( 1 ) / TAU
+*           DELTA( 2 ) = Z( 2 ) / ( DEL-TAU )
+         ELSE
+            B = -DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
+            C = RHO*Z( 2 )*Z( 2 )*DELSQ
+*
+*           The following TAU is DSIGMA * DSIGMA - D( 2 ) * D( 2 )
+*
+            IF( B.GT.ZERO ) THEN
+               TAU = -TWO*C / ( B+SQRT( B*B+FOUR*C ) )
+            ELSE
+               TAU = ( B-SQRT( B*B+FOUR*C ) ) / TWO
+            END IF
+*
+*           The following TAU is DSIGMA - D( 2 )
+*
+            TAU = TAU / ( D( 2 )+SQRT( ABS( D( 2 )*D( 2 )+TAU ) ) )
+            DSIGMA = D( 2 ) + TAU
+            DELTA( 1 ) = -( DEL+TAU )
+            DELTA( 2 ) = -TAU
+            WORK( 1 ) = D( 1 ) + TAU + D( 2 )
+            WORK( 2 ) = TWO*D( 2 ) + TAU
+*           DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU )
+*           DELTA( 2 ) = -Z( 2 ) / TAU
+         END IF
+*        TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) )
+*        DELTA( 1 ) = DELTA( 1 ) / TEMP
+*        DELTA( 2 ) = DELTA( 2 ) / TEMP
+      ELSE
+*
+*        Now I=2
+*
+         B = -DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
+         C = RHO*Z( 2 )*Z( 2 )*DELSQ
+*
+*        The following TAU is DSIGMA * DSIGMA - D( 2 ) * D( 2 )
+*
+         IF( B.GT.ZERO ) THEN
+            TAU = ( B+SQRT( B*B+FOUR*C ) ) / TWO
+         ELSE
+            TAU = TWO*C / ( -B+SQRT( B*B+FOUR*C ) )
+         END IF
+*
+*        The following TAU is DSIGMA - D( 2 )
+*
+         TAU = TAU / ( D( 2 )+SQRT( D( 2 )*D( 2 )+TAU ) )
+         DSIGMA = D( 2 ) + TAU
+         DELTA( 1 ) = -( DEL+TAU )
+         DELTA( 2 ) = -TAU
+         WORK( 1 ) = D( 1 ) + TAU + D( 2 )
+         WORK( 2 ) = TWO*D( 2 ) + TAU
+*        DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU )
+*        DELTA( 2 ) = -Z( 2 ) / TAU
+*        TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) )
+*        DELTA( 1 ) = DELTA( 1 ) / TEMP
+*        DELTA( 2 ) = DELTA( 2 ) / TEMP
+      END IF
+      RETURN
+*
+*     End of DLASD5
+*
+      END