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Mon Nov 21 20:43:15 2011 UTC (12 years, 5 months ago) by bertrand
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Mise à jour de Lapack.

    1: *> \brief \b ZLAESY
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    9: *> Download ZLAESY + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlaesy.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlaesy.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlaesy.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZLAESY( A, B, C, RT1, RT2, EVSCAL, CS1, SN1 )
   22:    23: *       .. Scalar Arguments ..
   24: *       COMPLEX*16         A, B, C, CS1, EVSCAL, RT1, RT2, SN1
   25: *       ..
   26: *  
   27: *
   28: *> \par Purpose:
   29: *  =============
   30: *>
   31: *> \verbatim
   32: *>
   33: *> ZLAESY computes the eigendecomposition of a 2-by-2 symmetric matrix
   34: *>    ( ( A, B );( B, C ) )
   35: *> provided the norm of the matrix of eigenvectors is larger than
   36: *> some threshold value.
   37: *>
   38: *> RT1 is the eigenvalue of larger absolute value, and RT2 of
   39: *> smaller absolute value.  If the eigenvectors are computed, then
   40: *> on return ( CS1, SN1 ) is the unit eigenvector for RT1, hence
   41: *>
   42: *> [  CS1     SN1   ] . [ A  B ] . [ CS1    -SN1   ] = [ RT1  0  ]
   43: *> [ -SN1     CS1   ]   [ B  C ]   [ SN1     CS1   ]   [  0  RT2 ]
   44: *> \endverbatim
   45: *
   46: *  Arguments:
   47: *  ==========
   48: *
   49: *> \param[in] A
   50: *> \verbatim
   51: *>          A is COMPLEX*16
   52: *>          The ( 1, 1 ) element of input matrix.
   53: *> \endverbatim
   54: *>
   55: *> \param[in] B
   56: *> \verbatim
   57: *>          B is COMPLEX*16
   58: *>          The ( 1, 2 ) element of input matrix.  The ( 2, 1 ) element
   59: *>          is also given by B, since the 2-by-2 matrix is symmetric.
   60: *> \endverbatim
   61: *>
   62: *> \param[in] C
   63: *> \verbatim
   64: *>          C is COMPLEX*16
   65: *>          The ( 2, 2 ) element of input matrix.
   66: *> \endverbatim
   67: *>
   68: *> \param[out] RT1
   69: *> \verbatim
   70: *>          RT1 is COMPLEX*16
   71: *>          The eigenvalue of larger modulus.
   72: *> \endverbatim
   73: *>
   74: *> \param[out] RT2
   75: *> \verbatim
   76: *>          RT2 is COMPLEX*16
   77: *>          The eigenvalue of smaller modulus.
   78: *> \endverbatim
   79: *>
   80: *> \param[out] EVSCAL
   81: *> \verbatim
   82: *>          EVSCAL is COMPLEX*16
   83: *>          The complex value by which the eigenvector matrix was scaled
   84: *>          to make it orthonormal.  If EVSCAL is zero, the eigenvectors
   85: *>          were not computed.  This means one of two things:  the 2-by-2
   86: *>          matrix could not be diagonalized, or the norm of the matrix
   87: *>          of eigenvectors before scaling was larger than the threshold
   88: *>          value THRESH (set below).
   89: *> \endverbatim
   90: *>
   91: *> \param[out] CS1
   92: *> \verbatim
   93: *>          CS1 is COMPLEX*16
   94: *> \endverbatim
   95: *>
   96: *> \param[out] SN1
   97: *> \verbatim
   98: *>          SN1 is COMPLEX*16
   99: *>          If EVSCAL .NE. 0,  ( CS1, SN1 ) is the unit right eigenvector
  100: *>          for RT1.
  101: *> \endverbatim
  102: *
  103: *  Authors:
  104: *  ========
  105: *
  106: *> \author Univ. of Tennessee 
  107: *> \author Univ. of California Berkeley 
  108: *> \author Univ. of Colorado Denver 
  109: *> \author NAG Ltd. 
  110: *
  111: *> \date November 2011
  112: *
  113: *> \ingroup complex16SYauxiliary
  114: *
  115: *  =====================================================================
  116:       SUBROUTINE ZLAESY( A, B, C, RT1, RT2, EVSCAL, CS1, SN1 )
  117: *
  118: *  -- LAPACK auxiliary routine (version 3.4.0) --
  119: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  120: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  121: *     November 2011
  122: *
  123: *     .. Scalar Arguments ..
  124:       COMPLEX*16         A, B, C, CS1, EVSCAL, RT1, RT2, SN1
  125: *     ..
  126: *
  127: * =====================================================================
  128: *
  129: *     .. Parameters ..
  130:       DOUBLE PRECISION   ZERO
  131:       PARAMETER          ( ZERO = 0.0D0 )
  132:       DOUBLE PRECISION   ONE
  133:       PARAMETER          ( ONE = 1.0D0 )
  134:       COMPLEX*16         CONE
  135:       PARAMETER          ( CONE = ( 1.0D0, 0.0D0 ) )
  136:       DOUBLE PRECISION   HALF
  137:       PARAMETER          ( HALF = 0.5D0 )
  138:       DOUBLE PRECISION   THRESH
  139:       PARAMETER          ( THRESH = 0.1D0 )
  140: *     ..
  141: *     .. Local Scalars ..
  142:       DOUBLE PRECISION   BABS, EVNORM, TABS, Z
  143:       COMPLEX*16         S, T, TMP
  144: *     ..
  145: *     .. Intrinsic Functions ..
  146:       INTRINSIC          ABS, MAX, SQRT
  147: *     ..
  148: *     .. Executable Statements ..
  149: *
  150: *
  151: *     Special case:  The matrix is actually diagonal.
  152: *     To avoid divide by zero later, we treat this case separately.
  153: *
  154:       IF( ABS( B ).EQ.ZERO ) THEN
  155:          RT1 = A
  156:          RT2 = C
  157:          IF( ABS( RT1 ).LT.ABS( RT2 ) ) THEN
  158:             TMP = RT1
  159:             RT1 = RT2
  160:             RT2 = TMP
  161:             CS1 = ZERO
  162:             SN1 = ONE
  163:          ELSE
  164:             CS1 = ONE
  165:             SN1 = ZERO
  166:          END IF
  167:       ELSE
  168: *
  169: *        Compute the eigenvalues and eigenvectors.
  170: *        The characteristic equation is
  171: *           lambda **2 - (A+C) lambda + (A*C - B*B)
  172: *        and we solve it using the quadratic formula.
  173: *
  174:          S = ( A+C )*HALF
  175:          T = ( A-C )*HALF
  176: *
  177: *        Take the square root carefully to avoid over/under flow.
  178: *
  179:          BABS = ABS( B )
  180:          TABS = ABS( T )
  181:          Z = MAX( BABS, TABS )
  182:          IF( Z.GT.ZERO )
  183:      $      T = Z*SQRT( ( T / Z )**2+( B / Z )**2 )
  184: *
  185: *        Compute the two eigenvalues.  RT1 and RT2 are exchanged
  186: *        if necessary so that RT1 will have the greater magnitude.
  187: *
  188:          RT1 = S + T
  189:          RT2 = S - T
  190:          IF( ABS( RT1 ).LT.ABS( RT2 ) ) THEN
  191:             TMP = RT1
  192:             RT1 = RT2
  193:             RT2 = TMP
  194:          END IF
  195: *
  196: *        Choose CS1 = 1 and SN1 to satisfy the first equation, then
  197: *        scale the components of this eigenvector so that the matrix
  198: *        of eigenvectors X satisfies  X * X**T = I .  (No scaling is
  199: *        done if the norm of the eigenvalue matrix is less than THRESH.)
  200: *
  201:          SN1 = ( RT1-A ) / B
  202:          TABS = ABS( SN1 )
  203:          IF( TABS.GT.ONE ) THEN
  204:             T = TABS*SQRT( ( ONE / TABS )**2+( SN1 / TABS )**2 )
  205:          ELSE
  206:             T = SQRT( CONE+SN1*SN1 )
  207:          END IF
  208:          EVNORM = ABS( T )
  209:          IF( EVNORM.GE.THRESH ) THEN
  210:             EVSCAL = CONE / T
  211:             CS1 = EVSCAL
  212:             SN1 = SN1*EVSCAL
  213:          ELSE
  214:             EVSCAL = ZERO
  215:          END IF
  216:       END IF
  217:       RETURN
  218: *
  219: *     End of ZLAESY
  220: *
  221:       END

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