Annotation of rpl/lapack/lapack/dlasd5.f, revision 1.18
1.11 bertrand 1: *> \brief \b DLASD5 computes the square root of the i-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix. Used by sbdsdc.
1.8 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.15 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.15 bertrand 9: *> Download DLASD5 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasd5.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasd5.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasd5.f">
1.8 bertrand 15: *> [TXT]</a>
1.15 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DLASD5( I, D, Z, DELTA, RHO, DSIGMA, WORK )
1.15 bertrand 22: *
1.8 bertrand 23: * .. Scalar Arguments ..
24: * INTEGER I
25: * DOUBLE PRECISION DSIGMA, RHO
26: * ..
27: * .. Array Arguments ..
28: * DOUBLE PRECISION D( 2 ), DELTA( 2 ), WORK( 2 ), Z( 2 )
29: * ..
1.15 bertrand 30: *
1.8 bertrand 31: *
32: *> \par Purpose:
33: * =============
34: *>
35: *> \verbatim
36: *>
37: *> This subroutine computes the square root of the I-th eigenvalue
38: *> of a positive symmetric rank-one modification of a 2-by-2 diagonal
39: *> matrix
40: *>
41: *> diag( D ) * diag( D ) + RHO * Z * transpose(Z) .
42: *>
43: *> The diagonal entries in the array D are assumed to satisfy
44: *>
45: *> 0 <= D(i) < D(j) for i < j .
46: *>
47: *> We also assume RHO > 0 and that the Euclidean norm of the vector
48: *> Z is one.
49: *> \endverbatim
50: *
51: * Arguments:
52: * ==========
53: *
54: *> \param[in] I
55: *> \verbatim
56: *> I is INTEGER
57: *> The index of the eigenvalue to be computed. I = 1 or I = 2.
58: *> \endverbatim
59: *>
60: *> \param[in] D
61: *> \verbatim
62: *> D is DOUBLE PRECISION array, dimension ( 2 )
63: *> The original eigenvalues. We assume 0 <= D(1) < D(2).
64: *> \endverbatim
65: *>
66: *> \param[in] Z
67: *> \verbatim
68: *> Z is DOUBLE PRECISION array, dimension ( 2 )
69: *> The components of the updating vector.
70: *> \endverbatim
71: *>
72: *> \param[out] DELTA
73: *> \verbatim
74: *> DELTA is DOUBLE PRECISION array, dimension ( 2 )
75: *> Contains (D(j) - sigma_I) in its j-th component.
76: *> The vector DELTA contains the information necessary
77: *> to construct the eigenvectors.
78: *> \endverbatim
79: *>
80: *> \param[in] RHO
81: *> \verbatim
82: *> RHO is DOUBLE PRECISION
83: *> The scalar in the symmetric updating formula.
84: *> \endverbatim
85: *>
86: *> \param[out] DSIGMA
87: *> \verbatim
88: *> DSIGMA is DOUBLE PRECISION
89: *> The computed sigma_I, the I-th updated eigenvalue.
90: *> \endverbatim
91: *>
92: *> \param[out] WORK
93: *> \verbatim
94: *> WORK is DOUBLE PRECISION array, dimension ( 2 )
95: *> WORK contains (D(j) + sigma_I) in its j-th component.
96: *> \endverbatim
97: *
98: * Authors:
99: * ========
100: *
1.15 bertrand 101: *> \author Univ. of Tennessee
102: *> \author Univ. of California Berkeley
103: *> \author Univ. of Colorado Denver
104: *> \author NAG Ltd.
1.8 bertrand 105: *
1.15 bertrand 106: *> \ingroup OTHERauxiliary
1.8 bertrand 107: *
108: *> \par Contributors:
109: * ==================
110: *>
111: *> Ren-Cang Li, Computer Science Division, University of California
112: *> at Berkeley, USA
113: *>
114: * =====================================================================
1.1 bertrand 115: SUBROUTINE DLASD5( I, D, Z, DELTA, RHO, DSIGMA, WORK )
116: *
1.18 ! bertrand 117: * -- LAPACK auxiliary routine --
1.1 bertrand 118: * -- LAPACK is a software package provided by Univ. of Tennessee, --
119: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
120: *
121: * .. Scalar Arguments ..
122: INTEGER I
123: DOUBLE PRECISION DSIGMA, RHO
124: * ..
125: * .. Array Arguments ..
126: DOUBLE PRECISION D( 2 ), DELTA( 2 ), WORK( 2 ), Z( 2 )
127: * ..
128: *
129: * =====================================================================
130: *
131: * .. Parameters ..
132: DOUBLE PRECISION ZERO, ONE, TWO, THREE, FOUR
133: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0,
134: $ THREE = 3.0D+0, FOUR = 4.0D+0 )
135: * ..
136: * .. Local Scalars ..
137: DOUBLE PRECISION B, C, DEL, DELSQ, TAU, W
138: * ..
139: * .. Intrinsic Functions ..
140: INTRINSIC ABS, SQRT
141: * ..
142: * .. Executable Statements ..
143: *
144: DEL = D( 2 ) - D( 1 )
145: DELSQ = DEL*( D( 2 )+D( 1 ) )
146: IF( I.EQ.1 ) THEN
147: W = ONE + FOUR*RHO*( Z( 2 )*Z( 2 ) / ( D( 1 )+THREE*D( 2 ) )-
148: $ Z( 1 )*Z( 1 ) / ( THREE*D( 1 )+D( 2 ) ) ) / DEL
149: IF( W.GT.ZERO ) THEN
150: B = DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
151: C = RHO*Z( 1 )*Z( 1 )*DELSQ
152: *
153: * B > ZERO, always
154: *
155: * The following TAU is DSIGMA * DSIGMA - D( 1 ) * D( 1 )
156: *
157: TAU = TWO*C / ( B+SQRT( ABS( B*B-FOUR*C ) ) )
158: *
159: * The following TAU is DSIGMA - D( 1 )
160: *
161: TAU = TAU / ( D( 1 )+SQRT( D( 1 )*D( 1 )+TAU ) )
162: DSIGMA = D( 1 ) + TAU
163: DELTA( 1 ) = -TAU
164: DELTA( 2 ) = DEL - TAU
165: WORK( 1 ) = TWO*D( 1 ) + TAU
166: WORK( 2 ) = ( D( 1 )+TAU ) + D( 2 )
167: * DELTA( 1 ) = -Z( 1 ) / TAU
168: * DELTA( 2 ) = Z( 2 ) / ( DEL-TAU )
169: ELSE
170: B = -DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
171: C = RHO*Z( 2 )*Z( 2 )*DELSQ
172: *
173: * The following TAU is DSIGMA * DSIGMA - D( 2 ) * D( 2 )
174: *
175: IF( B.GT.ZERO ) THEN
176: TAU = -TWO*C / ( B+SQRT( B*B+FOUR*C ) )
177: ELSE
178: TAU = ( B-SQRT( B*B+FOUR*C ) ) / TWO
179: END IF
180: *
181: * The following TAU is DSIGMA - D( 2 )
182: *
183: TAU = TAU / ( D( 2 )+SQRT( ABS( D( 2 )*D( 2 )+TAU ) ) )
184: DSIGMA = D( 2 ) + TAU
185: DELTA( 1 ) = -( DEL+TAU )
186: DELTA( 2 ) = -TAU
187: WORK( 1 ) = D( 1 ) + TAU + D( 2 )
188: WORK( 2 ) = TWO*D( 2 ) + TAU
189: * DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU )
190: * DELTA( 2 ) = -Z( 2 ) / TAU
191: END IF
192: * TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) )
193: * DELTA( 1 ) = DELTA( 1 ) / TEMP
194: * DELTA( 2 ) = DELTA( 2 ) / TEMP
195: ELSE
196: *
197: * Now I=2
198: *
199: B = -DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
200: C = RHO*Z( 2 )*Z( 2 )*DELSQ
201: *
202: * The following TAU is DSIGMA * DSIGMA - D( 2 ) * D( 2 )
203: *
204: IF( B.GT.ZERO ) THEN
205: TAU = ( B+SQRT( B*B+FOUR*C ) ) / TWO
206: ELSE
207: TAU = TWO*C / ( -B+SQRT( B*B+FOUR*C ) )
208: END IF
209: *
210: * The following TAU is DSIGMA - D( 2 )
211: *
212: TAU = TAU / ( D( 2 )+SQRT( D( 2 )*D( 2 )+TAU ) )
213: DSIGMA = D( 2 ) + TAU
214: DELTA( 1 ) = -( DEL+TAU )
215: DELTA( 2 ) = -TAU
216: WORK( 1 ) = D( 1 ) + TAU + D( 2 )
217: WORK( 2 ) = TWO*D( 2 ) + TAU
218: * DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU )
219: * DELTA( 2 ) = -Z( 2 ) / TAU
220: * TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) )
221: * DELTA( 1 ) = DELTA( 1 ) / TEMP
222: * DELTA( 2 ) = DELTA( 2 ) / TEMP
223: END IF
224: RETURN
225: *
226: * End of DLASD5
227: *
228: END
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