summaryrefslogtreecommitdiff
path: root/SRC/dlasv2.f
diff options
context:
space:
mode:
authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dlasv2.f
downloadlapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz
lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2
lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/dlasv2.f')
-rw-r--r--SRC/dlasv2.f249
1 files changed, 249 insertions, 0 deletions
diff --git a/SRC/dlasv2.f b/SRC/dlasv2.f
new file mode 100644
index 00000000..4a00b25d
--- /dev/null
+++ b/SRC/dlasv2.f
@@ -0,0 +1,249 @@
+ SUBROUTINE DLASV2( F, G, H, SSMIN, SSMAX, SNR, CSR, SNL, CSL )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ DOUBLE PRECISION CSL, CSR, F, G, H, SNL, SNR, SSMAX, SSMIN
+* ..
+*
+* Purpose
+* =======
+*
+* DLASV2 computes the singular value decomposition of a 2-by-2
+* triangular matrix
+* [ F G ]
+* [ 0 H ].
+* On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the
+* smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and
+* right singular vectors for abs(SSMAX), giving the decomposition
+*
+* [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ]
+* [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ].
+*
+* Arguments
+* =========
+*
+* F (input) DOUBLE PRECISION
+* The (1,1) element of the 2-by-2 matrix.
+*
+* G (input) DOUBLE PRECISION
+* The (1,2) element of the 2-by-2 matrix.
+*
+* H (input) DOUBLE PRECISION
+* The (2,2) element of the 2-by-2 matrix.
+*
+* SSMIN (output) DOUBLE PRECISION
+* abs(SSMIN) is the smaller singular value.
+*
+* SSMAX (output) DOUBLE PRECISION
+* abs(SSMAX) is the larger singular value.
+*
+* SNL (output) DOUBLE PRECISION
+* CSL (output) DOUBLE PRECISION
+* The vector (CSL, SNL) is a unit left singular vector for the
+* singular value abs(SSMAX).
+*
+* SNR (output) DOUBLE PRECISION
+* CSR (output) DOUBLE PRECISION
+* The vector (CSR, SNR) is a unit right singular vector for the
+* singular value abs(SSMAX).
+*
+* Further Details
+* ===============
+*
+* Any input parameter may be aliased with any output parameter.
+*
+* Barring over/underflow and assuming a guard digit in subtraction, all
+* output quantities are correct to within a few units in the last
+* place (ulps).
+*
+* In IEEE arithmetic, the code works correctly if one matrix element is
+* infinite.
+*
+* Overflow will not occur unless the largest singular value itself
+* overflows or is within a few ulps of overflow. (On machines with
+* partial overflow, like the Cray, overflow may occur if the largest
+* singular value is within a factor of 2 of overflow.)
+*
+* Underflow is harmless if underflow is gradual. Otherwise, results
+* may correspond to a matrix modified by perturbations of size near
+* the underflow threshold.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D0 )
+ DOUBLE PRECISION HALF
+ PARAMETER ( HALF = 0.5D0 )
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D0 )
+ DOUBLE PRECISION TWO
+ PARAMETER ( TWO = 2.0D0 )
+ DOUBLE PRECISION FOUR
+ PARAMETER ( FOUR = 4.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL GASMAL, SWAP
+ INTEGER PMAX
+ DOUBLE PRECISION A, CLT, CRT, D, FA, FT, GA, GT, HA, HT, L, M,
+ $ MM, R, S, SLT, SRT, T, TEMP, TSIGN, TT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, SIGN, SQRT
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Executable Statements ..
+*
+ FT = F
+ FA = ABS( FT )
+ HT = H
+ HA = ABS( H )
+*
+* PMAX points to the maximum absolute element of matrix
+* PMAX = 1 if F largest in absolute values
+* PMAX = 2 if G largest in absolute values
+* PMAX = 3 if H largest in absolute values
+*
+ PMAX = 1
+ SWAP = ( HA.GT.FA )
+ IF( SWAP ) THEN
+ PMAX = 3
+ TEMP = FT
+ FT = HT
+ HT = TEMP
+ TEMP = FA
+ FA = HA
+ HA = TEMP
+*
+* Now FA .ge. HA
+*
+ END IF
+ GT = G
+ GA = ABS( GT )
+ IF( GA.EQ.ZERO ) THEN
+*
+* Diagonal matrix
+*
+ SSMIN = HA
+ SSMAX = FA
+ CLT = ONE
+ CRT = ONE
+ SLT = ZERO
+ SRT = ZERO
+ ELSE
+ GASMAL = .TRUE.
+ IF( GA.GT.FA ) THEN
+ PMAX = 2
+ IF( ( FA / GA ).LT.DLAMCH( 'EPS' ) ) THEN
+*
+* Case of very large GA
+*
+ GASMAL = .FALSE.
+ SSMAX = GA
+ IF( HA.GT.ONE ) THEN
+ SSMIN = FA / ( GA / HA )
+ ELSE
+ SSMIN = ( FA / GA )*HA
+ END IF
+ CLT = ONE
+ SLT = HT / GT
+ SRT = ONE
+ CRT = FT / GT
+ END IF
+ END IF
+ IF( GASMAL ) THEN
+*
+* Normal case
+*
+ D = FA - HA
+ IF( D.EQ.FA ) THEN
+*
+* Copes with infinite F or H
+*
+ L = ONE
+ ELSE
+ L = D / FA
+ END IF
+*
+* Note that 0 .le. L .le. 1
+*
+ M = GT / FT
+*
+* Note that abs(M) .le. 1/macheps
+*
+ T = TWO - L
+*
+* Note that T .ge. 1
+*
+ MM = M*M
+ TT = T*T
+ S = SQRT( TT+MM )
+*
+* Note that 1 .le. S .le. 1 + 1/macheps
+*
+ IF( L.EQ.ZERO ) THEN
+ R = ABS( M )
+ ELSE
+ R = SQRT( L*L+MM )
+ END IF
+*
+* Note that 0 .le. R .le. 1 + 1/macheps
+*
+ A = HALF*( S+R )
+*
+* Note that 1 .le. A .le. 1 + abs(M)
+*
+ SSMIN = HA / A
+ SSMAX = FA*A
+ IF( MM.EQ.ZERO ) THEN
+*
+* Note that M is very tiny
+*
+ IF( L.EQ.ZERO ) THEN
+ T = SIGN( TWO, FT )*SIGN( ONE, GT )
+ ELSE
+ T = GT / SIGN( D, FT ) + M / T
+ END IF
+ ELSE
+ T = ( M / ( S+T )+M / ( R+L ) )*( ONE+A )
+ END IF
+ L = SQRT( T*T+FOUR )
+ CRT = TWO / L
+ SRT = T / L
+ CLT = ( CRT+SRT*M ) / A
+ SLT = ( HT / FT )*SRT / A
+ END IF
+ END IF
+ IF( SWAP ) THEN
+ CSL = SRT
+ SNL = CRT
+ CSR = SLT
+ SNR = CLT
+ ELSE
+ CSL = CLT
+ SNL = SLT
+ CSR = CRT
+ SNR = SRT
+ END IF
+*
+* Correct signs of SSMAX and SSMIN
+*
+ IF( PMAX.EQ.1 )
+ $ TSIGN = SIGN( ONE, CSR )*SIGN( ONE, CSL )*SIGN( ONE, F )
+ IF( PMAX.EQ.2 )
+ $ TSIGN = SIGN( ONE, SNR )*SIGN( ONE, CSL )*SIGN( ONE, G )
+ IF( PMAX.EQ.3 )
+ $ TSIGN = SIGN( ONE, SNR )*SIGN( ONE, SNL )*SIGN( ONE, H )
+ SSMAX = SIGN( SSMAX, TSIGN )
+ SSMIN = SIGN( SSMIN, TSIGN*SIGN( ONE, F )*SIGN( ONE, H ) )
+ RETURN
+*
+* End of DLASV2
+*
+ END