Move LAPACK trunk into position.

1 files changed, 123 insertions, 0 deletions

diff --git a/SRC/dlae2.f b/SRC/dlae2.f
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+      SUBROUTINE DLAE2( A, B, C, RT1, RT2 )
+*
+*  -- LAPACK auxiliary routine (version 3.1) --
+*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+*     November 2006
+*
+*     .. Scalar Arguments ..
+      DOUBLE PRECISION   A, B, C, RT1, RT2
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  DLAE2  computes the eigenvalues of a 2-by-2 symmetric matrix
+*     [  A   B  ]
+*     [  B   C  ].
+*  On return, RT1 is the eigenvalue of larger absolute value, and RT2
+*  is the eigenvalue of smaller absolute value.
+*
+*  Arguments
+*  =========
+*
+*  A       (input) DOUBLE PRECISION
+*          The (1,1) element of the 2-by-2 matrix.
+*
+*  B       (input) DOUBLE PRECISION
+*          The (1,2) and (2,1) elements 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.
+*
+*  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.
+*
+*  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 ..
+      DOUBLE PRECISION   AB, ACMN, ACMX, ADF, DF, RT, SM, TB
+*     ..
+*     .. 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 )
+*
+*        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 )
+*
+*        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
+      END IF
+      RETURN
+*
+*     End of DLAE2
+*
+      END