File:  [local] / rpl / lapack / lapack / dlanv2.f
Revision 1.5: download - view: text, annotated - select for diffs - revision graph
Sat Aug 7 13:18:07 2010 UTC (13 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: HEAD
Mise à jour de lapack vers la version 3.2.2.

    1:       SUBROUTINE DLANV2( A, B, C, D, RT1R, RT1I, RT2R, RT2I, CS, SN )
    2: *
    3: *  -- LAPACK auxiliary routine (version 3.2.2) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *     June 2010
    7: *
    8: *     .. Scalar Arguments ..
    9:       DOUBLE PRECISION   A, B, C, CS, D, RT1I, RT1R, RT2I, RT2R, SN
   10: *     ..
   11: *
   12: *  Purpose
   13: *  =======
   14: *
   15: *  DLANV2 computes the Schur factorization of a real 2-by-2 nonsymmetric
   16: *  matrix in standard form:
   17: *
   18: *       [ A  B ] = [ CS -SN ] [ AA  BB ] [ CS  SN ]
   19: *       [ C  D ]   [ SN  CS ] [ CC  DD ] [-SN  CS ]
   20: *
   21: *  where either
   22: *  1) CC = 0 so that AA and DD are real eigenvalues of the matrix, or
   23: *  2) AA = DD and BB*CC < 0, so that AA + or - sqrt(BB*CC) are complex
   24: *  conjugate eigenvalues.
   25: *
   26: *  Arguments
   27: *  =========
   28: *
   29: *  A       (input/output) DOUBLE PRECISION
   30: *  B       (input/output) DOUBLE PRECISION
   31: *  C       (input/output) DOUBLE PRECISION
   32: *  D       (input/output) DOUBLE PRECISION
   33: *          On entry, the elements of the input matrix.
   34: *          On exit, they are overwritten by the elements of the
   35: *          standardised Schur form.
   36: *
   37: *  RT1R    (output) DOUBLE PRECISION
   38: *  RT1I    (output) DOUBLE PRECISION
   39: *  RT2R    (output) DOUBLE PRECISION
   40: *  RT2I    (output) DOUBLE PRECISION
   41: *          The real and imaginary parts of the eigenvalues. If the
   42: *          eigenvalues are a complex conjugate pair, RT1I > 0.
   43: *
   44: *  CS      (output) DOUBLE PRECISION
   45: *  SN      (output) DOUBLE PRECISION
   46: *          Parameters of the rotation matrix.
   47: *
   48: *  Further Details
   49: *  ===============
   50: *
   51: *  Modified by V. Sima, Research Institute for Informatics, Bucharest,
   52: *  Romania, to reduce the risk of cancellation errors,
   53: *  when computing real eigenvalues, and to ensure, if possible, that
   54: *  abs(RT1R) >= abs(RT2R).
   55: *
   56: *  =====================================================================
   57: *
   58: *     .. Parameters ..
   59:       DOUBLE PRECISION   ZERO, HALF, ONE
   60:       PARAMETER          ( ZERO = 0.0D+0, HALF = 0.5D+0, ONE = 1.0D+0 )
   61:       DOUBLE PRECISION   MULTPL
   62:       PARAMETER          ( MULTPL = 4.0D+0 )
   63: *     ..
   64: *     .. Local Scalars ..
   65:       DOUBLE PRECISION   AA, BB, BCMAX, BCMIS, CC, CS1, DD, EPS, P, SAB,
   66:      $                   SAC, SCALE, SIGMA, SN1, TAU, TEMP, Z
   67: *     ..
   68: *     .. External Functions ..
   69:       DOUBLE PRECISION   DLAMCH, DLAPY2
   70:       EXTERNAL           DLAMCH, DLAPY2
   71: *     ..
   72: *     .. Intrinsic Functions ..
   73:       INTRINSIC          ABS, MAX, MIN, SIGN, SQRT
   74: *     ..
   75: *     .. Executable Statements ..
   76: *
   77:       EPS = DLAMCH( 'P' )
   78:       IF( C.EQ.ZERO ) THEN
   79:          CS = ONE
   80:          SN = ZERO
   81:          GO TO 10
   82: *
   83:       ELSE IF( B.EQ.ZERO ) THEN
   84: *
   85: *        Swap rows and columns
   86: *
   87:          CS = ZERO
   88:          SN = ONE
   89:          TEMP = D
   90:          D = A
   91:          A = TEMP
   92:          B = -C
   93:          C = ZERO
   94:          GO TO 10
   95:       ELSE IF( ( A-D ).EQ.ZERO .AND. SIGN( ONE, B ).NE.SIGN( ONE, C ) )
   96:      $          THEN
   97:          CS = ONE
   98:          SN = ZERO
   99:          GO TO 10
  100:       ELSE
  101: *
  102:          TEMP = A - D
  103:          P = HALF*TEMP
  104:          BCMAX = MAX( ABS( B ), ABS( C ) )
  105:          BCMIS = MIN( ABS( B ), ABS( C ) )*SIGN( ONE, B )*SIGN( ONE, C )
  106:          SCALE = MAX( ABS( P ), BCMAX )
  107:          Z = ( P / SCALE )*P + ( BCMAX / SCALE )*BCMIS
  108: *
  109: *        If Z is of the order of the machine accuracy, postpone the
  110: *        decision on the nature of eigenvalues
  111: *
  112:          IF( Z.GE.MULTPL*EPS ) THEN
  113: *
  114: *           Real eigenvalues. Compute A and D.
  115: *
  116:             Z = P + SIGN( SQRT( SCALE )*SQRT( Z ), P )
  117:             A = D + Z
  118:             D = D - ( BCMAX / Z )*BCMIS
  119: *
  120: *           Compute B and the rotation matrix
  121: *
  122:             TAU = DLAPY2( C, Z )
  123:             CS = Z / TAU
  124:             SN = C / TAU
  125:             B = B - C
  126:             C = ZERO
  127:          ELSE
  128: *
  129: *           Complex eigenvalues, or real (almost) equal eigenvalues.
  130: *           Make diagonal elements equal.
  131: *
  132:             SIGMA = B + C
  133:             TAU = DLAPY2( SIGMA, TEMP )
  134:             CS = SQRT( HALF*( ONE+ABS( SIGMA ) / TAU ) )
  135:             SN = -( P / ( TAU*CS ) )*SIGN( ONE, SIGMA )
  136: *
  137: *           Compute [ AA  BB ] = [ A  B ] [ CS -SN ]
  138: *                   [ CC  DD ]   [ C  D ] [ SN  CS ]
  139: *
  140:             AA = A*CS + B*SN
  141:             BB = -A*SN + B*CS
  142:             CC = C*CS + D*SN
  143:             DD = -C*SN + D*CS
  144: *
  145: *           Compute [ A  B ] = [ CS  SN ] [ AA  BB ]
  146: *                   [ C  D ]   [-SN  CS ] [ CC  DD ]
  147: *
  148:             A = AA*CS + CC*SN
  149:             B = BB*CS + DD*SN
  150:             C = -AA*SN + CC*CS
  151:             D = -BB*SN + DD*CS
  152: *
  153:             TEMP = HALF*( A+D )
  154:             A = TEMP
  155:             D = TEMP
  156: *
  157:             IF( C.NE.ZERO ) THEN
  158:                IF( B.NE.ZERO ) THEN
  159:                   IF( SIGN( ONE, B ).EQ.SIGN( ONE, C ) ) THEN
  160: *
  161: *                    Real eigenvalues: reduce to upper triangular form
  162: *
  163:                      SAB = SQRT( ABS( B ) )
  164:                      SAC = SQRT( ABS( C ) )
  165:                      P = SIGN( SAB*SAC, C )
  166:                      TAU = ONE / SQRT( ABS( B+C ) )
  167:                      A = TEMP + P
  168:                      D = TEMP - P
  169:                      B = B - C
  170:                      C = ZERO
  171:                      CS1 = SAB*TAU
  172:                      SN1 = SAC*TAU
  173:                      TEMP = CS*CS1 - SN*SN1
  174:                      SN = CS*SN1 + SN*CS1
  175:                      CS = TEMP
  176:                   END IF
  177:                ELSE
  178:                   B = -C
  179:                   C = ZERO
  180:                   TEMP = CS
  181:                   CS = -SN
  182:                   SN = TEMP
  183:                END IF
  184:             END IF
  185:          END IF
  186: *
  187:       END IF
  188: *
  189:    10 CONTINUE
  190: *
  191: *     Store eigenvalues in (RT1R,RT1I) and (RT2R,RT2I).
  192: *
  193:       RT1R = A
  194:       RT2R = D
  195:       IF( C.EQ.ZERO ) THEN
  196:          RT1I = ZERO
  197:          RT2I = ZERO
  198:       ELSE
  199:          RT1I = SQRT( ABS( B ) )*SQRT( ABS( C ) )
  200:          RT2I = -RT1I
  201:       END IF
  202:       RETURN
  203: *
  204: *     End of DLANV2
  205: *
  206:       END

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