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author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dlanv2.f | |
download | lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2 lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/dlanv2.f')
-rw-r--r-- | SRC/dlanv2.f | 205 |
1 files changed, 205 insertions, 0 deletions
diff --git a/SRC/dlanv2.f b/SRC/dlanv2.f new file mode 100644 index 00000000..cef3f472 --- /dev/null +++ b/SRC/dlanv2.f @@ -0,0 +1,205 @@ + SUBROUTINE DLANV2( A, B, C, D, RT1R, RT1I, RT2R, RT2I, CS, SN ) +* +* -- LAPACK driver routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + DOUBLE PRECISION A, B, C, CS, D, RT1I, RT1R, RT2I, RT2R, SN +* .. +* +* Purpose +* ======= +* +* DLANV2 computes the Schur factorization of a real 2-by-2 nonsymmetric +* matrix in standard form: +* +* [ A B ] = [ CS -SN ] [ AA BB ] [ CS SN ] +* [ C D ] [ SN CS ] [ CC DD ] [-SN CS ] +* +* where either +* 1) CC = 0 so that AA and DD are real eigenvalues of the matrix, or +* 2) AA = DD and BB*CC < 0, so that AA + or - sqrt(BB*CC) are complex +* conjugate eigenvalues. +* +* Arguments +* ========= +* +* A (input/output) DOUBLE PRECISION +* B (input/output) DOUBLE PRECISION +* C (input/output) DOUBLE PRECISION +* D (input/output) DOUBLE PRECISION +* On entry, the elements of the input matrix. +* On exit, they are overwritten by the elements of the +* standardised Schur form. +* +* RT1R (output) DOUBLE PRECISION +* RT1I (output) DOUBLE PRECISION +* RT2R (output) DOUBLE PRECISION +* RT2I (output) DOUBLE PRECISION +* The real and imaginary parts of the eigenvalues. If the +* eigenvalues are a complex conjugate pair, RT1I > 0. +* +* CS (output) DOUBLE PRECISION +* SN (output) DOUBLE PRECISION +* Parameters of the rotation matrix. +* +* Further Details +* =============== +* +* Modified by V. Sima, Research Institute for Informatics, Bucharest, +* Romania, to reduce the risk of cancellation errors, +* when computing real eigenvalues, and to ensure, if possible, that +* abs(RT1R) >= abs(RT2R). +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, HALF, ONE + PARAMETER ( ZERO = 0.0D+0, HALF = 0.5D+0, ONE = 1.0D+0 ) + DOUBLE PRECISION MULTPL + PARAMETER ( MULTPL = 4.0D+0 ) +* .. +* .. Local Scalars .. + DOUBLE PRECISION AA, BB, BCMAX, BCMIS, CC, CS1, DD, EPS, P, SAB, + $ SAC, SCALE, SIGMA, SN1, TAU, TEMP, Z +* .. +* .. External Functions .. + DOUBLE PRECISION DLAMCH, DLAPY2 + EXTERNAL DLAMCH, DLAPY2 +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, MAX, MIN, SIGN, SQRT +* .. +* .. Executable Statements .. +* + EPS = DLAMCH( 'P' ) + IF( C.EQ.ZERO ) THEN + CS = ONE + SN = ZERO + GO TO 10 +* + ELSE IF( B.EQ.ZERO ) THEN +* +* Swap rows and columns +* + CS = ZERO + SN = ONE + TEMP = D + D = A + A = TEMP + B = -C + C = ZERO + GO TO 10 + ELSE IF( ( A-D ).EQ.ZERO .AND. SIGN( ONE, B ).NE.SIGN( ONE, C ) ) + $ THEN + CS = ONE + SN = ZERO + GO TO 10 + ELSE +* + TEMP = A - D + P = HALF*TEMP + BCMAX = MAX( ABS( B ), ABS( C ) ) + BCMIS = MIN( ABS( B ), ABS( C ) )*SIGN( ONE, B )*SIGN( ONE, C ) + SCALE = MAX( ABS( P ), BCMAX ) + Z = ( P / SCALE )*P + ( BCMAX / SCALE )*BCMIS +* +* If Z is of the order of the machine accuracy, postpone the +* decision on the nature of eigenvalues +* + IF( Z.GE.MULTPL*EPS ) THEN +* +* Real eigenvalues. Compute A and D. +* + Z = P + SIGN( SQRT( SCALE )*SQRT( Z ), P ) + A = D + Z + D = D - ( BCMAX / Z )*BCMIS +* +* Compute B and the rotation matrix +* + TAU = DLAPY2( C, Z ) + CS = Z / TAU + SN = C / TAU + B = B - C + C = ZERO + ELSE +* +* Complex eigenvalues, or real (almost) equal eigenvalues. +* Make diagonal elements equal. +* + SIGMA = B + C + TAU = DLAPY2( SIGMA, TEMP ) + CS = SQRT( HALF*( ONE+ABS( SIGMA ) / TAU ) ) + SN = -( P / ( TAU*CS ) )*SIGN( ONE, SIGMA ) +* +* Compute [ AA BB ] = [ A B ] [ CS -SN ] +* [ CC DD ] [ C D ] [ SN CS ] +* + AA = A*CS + B*SN + BB = -A*SN + B*CS + CC = C*CS + D*SN + DD = -C*SN + D*CS +* +* Compute [ A B ] = [ CS SN ] [ AA BB ] +* [ C D ] [-SN CS ] [ CC DD ] +* + A = AA*CS + CC*SN + B = BB*CS + DD*SN + C = -AA*SN + CC*CS + D = -BB*SN + DD*CS +* + TEMP = HALF*( A+D ) + A = TEMP + D = TEMP +* + IF( C.NE.ZERO ) THEN + IF( B.NE.ZERO ) THEN + IF( SIGN( ONE, B ).EQ.SIGN( ONE, C ) ) THEN +* +* Real eigenvalues: reduce to upper triangular form +* + SAB = SQRT( ABS( B ) ) + SAC = SQRT( ABS( C ) ) + P = SIGN( SAB*SAC, C ) + TAU = ONE / SQRT( ABS( B+C ) ) + A = TEMP + P + D = TEMP - P + B = B - C + C = ZERO + CS1 = SAB*TAU + SN1 = SAC*TAU + TEMP = CS*CS1 - SN*SN1 + SN = CS*SN1 + SN*CS1 + CS = TEMP + END IF + ELSE + B = -C + C = ZERO + TEMP = CS + CS = -SN + SN = TEMP + END IF + END IF + END IF +* + END IF +* + 10 CONTINUE +* +* Store eigenvalues in (RT1R,RT1I) and (RT2R,RT2I). +* + RT1R = A + RT2R = D + IF( C.EQ.ZERO ) THEN + RT1I = ZERO + RT2I = ZERO + ELSE + RT1I = SQRT( ABS( B ) )*SQRT( ABS( C ) ) + RT2I = -RT1I + END IF + RETURN +* +* End of DLANV2 +* + END |