Mercurial > octave
diff libcruft/lapack/dlasd5.f @ 7072:b48d486f641d
[project @ 2007-10-26 15:52:57 by jwe]
author | jwe |
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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 @@ -0,0 +1,163 @@ + 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