summaryrefslogtreecommitdiff
path: root/SRC/slaev2.f
blob: f4028e11b7d1a9b1ab20f528d7290647f5627e4e (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
*> \brief \b SLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SLAEV2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaev2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaev2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaev2.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE SLAEV2( A, B, C, RT1, RT2, CS1, SN1 )
*
*       .. Scalar Arguments ..
*       REAL               A, B, C, CS1, RT1, RT2, SN1
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> SLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix
*>    [  A   B  ]
*>    [  B   C  ].
*> On return, RT1 is the eigenvalue of larger absolute value, RT2 is the
*> eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right
*> eigenvector for RT1, giving the decomposition
*>
*>    [ CS1  SN1 ] [  A   B  ] [ CS1 -SN1 ]  =  [ RT1  0  ]
*>    [-SN1  CS1 ] [  B   C  ] [ SN1  CS1 ]     [  0  RT2 ].
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] A
*> \verbatim
*>          A is REAL
*>          The (1,1) element of the 2-by-2 matrix.
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*>          B is REAL
*>          The (1,2) element and the conjugate of the (2,1) element of
*>          the 2-by-2 matrix.
*> \endverbatim
*>
*> \param[in] C
*> \verbatim
*>          C is REAL
*>          The (2,2) element of the 2-by-2 matrix.
*> \endverbatim
*>
*> \param[out] RT1
*> \verbatim
*>          RT1 is REAL
*>          The eigenvalue of larger absolute value.
*> \endverbatim
*>
*> \param[out] RT2
*> \verbatim
*>          RT2 is REAL
*>          The eigenvalue of smaller absolute value.
*> \endverbatim
*>
*> \param[out] CS1
*> \verbatim
*>          CS1 is REAL
*> \endverbatim
*>
*> \param[out] SN1
*> \verbatim
*>          SN1 is REAL
*>          The vector (CS1, SN1) is a unit right eigenvector for RT1.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup OTHERauxiliary
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  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.
*>
*>  CS1 and SN1 are accurate to a few ulps barring over/underflow.
*>
*>  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.
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE SLAEV2( A, B, C, RT1, RT2, CS1, SN1 )
*
*  -- LAPACK auxiliary routine (version 3.7.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     December 2016
*
*     .. Scalar Arguments ..
      REAL               A, B, C, CS1, RT1, RT2, SN1
*     ..
*
* =====================================================================
*
*     .. Parameters ..
      REAL               ONE
      PARAMETER          ( ONE = 1.0E0 )
      REAL               TWO
      PARAMETER          ( TWO = 2.0E0 )
      REAL               ZERO
      PARAMETER          ( ZERO = 0.0E0 )
      REAL               HALF
      PARAMETER          ( HALF = 0.5E0 )
*     ..
*     .. Local Scalars ..
      INTEGER            SGN1, SGN2
      REAL               AB, ACMN, ACMX, ACS, ADF, CS, CT, DF, RT, SM,
     $                   TB, TN
*     ..
*     .. 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 )
         SGN1 = -1
*
*        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 )
         SGN1 = 1
*
*        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
         SGN1 = 1
      END IF
*
*     Compute the eigenvector
*
      IF( DF.GE.ZERO ) THEN
         CS = DF + RT
         SGN2 = 1
      ELSE
         CS = DF - RT
         SGN2 = -1
      END IF
      ACS = ABS( CS )
      IF( ACS.GT.AB ) THEN
         CT = -TB / CS
         SN1 = ONE / SQRT( ONE+CT*CT )
         CS1 = CT*SN1
      ELSE
         IF( AB.EQ.ZERO ) THEN
            CS1 = ONE
            SN1 = ZERO
         ELSE
            TN = -CS / TB
            CS1 = ONE / SQRT( ONE+TN*TN )
            SN1 = TN*CS1
         END IF
      END IF
      IF( SGN1.EQ.SGN2 ) THEN
         TN = CS1
         CS1 = -SN1
         SN1 = TN
      END IF
      RETURN
*
*     End of SLAEV2
*
      END