#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dlagv2_(doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal *alphar, doublereal *alphai, doublereal * beta, doublereal *csl, doublereal *snl, doublereal *csr, doublereal * snr) { /* -- LAPACK auxiliary routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DLAGV2 computes the Generalized Schur factorization of a real 2-by-2 matrix pencil (A,B) where B is upper triangular. This routine computes orthogonal (rotation) matrices given by CSL, SNL and CSR, SNR such that 1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0 types), then [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] [ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] [ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ], 2) if the pencil (A,B) has a pair of complex conjugate eigenvalues, then [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] [ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] [ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ] where b11 >= b22 > 0. Arguments ========= A (input/output) DOUBLE PRECISION array, dimension (LDA, 2) On entry, the 2 x 2 matrix A. On exit, A is overwritten by the ``A-part'' of the generalized Schur form. LDA (input) INTEGER THe leading dimension of the array A. LDA >= 2. B (input/output) DOUBLE PRECISION array, dimension (LDB, 2) On entry, the upper triangular 2 x 2 matrix B. On exit, B is overwritten by the ``B-part'' of the generalized Schur form. LDB (input) INTEGER THe leading dimension of the array B. LDB >= 2. ALPHAR (output) DOUBLE PRECISION array, dimension (2) ALPHAI (output) DOUBLE PRECISION array, dimension (2) BETA (output) DOUBLE PRECISION array, dimension (2) (ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may be zero. CSL (output) DOUBLE PRECISION The cosine of the left rotation matrix. SNL (output) DOUBLE PRECISION The sine of the left rotation matrix. CSR (output) DOUBLE PRECISION The cosine of the right rotation matrix. SNR (output) DOUBLE PRECISION The sine of the right rotation matrix. Further Details =============== Based on contributions by Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA ===================================================================== Parameter adjustments */ /* Table of constant values */ static integer c__2 = 2; static integer c__1 = 1; /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset; doublereal d__1, d__2, d__3, d__4, d__5, d__6; /* Local variables */ static doublereal r__, t, h1, h2, h3, wi, qq, rr, wr1, wr2, ulp; extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *), dlag2_( doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *); static doublereal anorm, bnorm, scale1, scale2; extern /* Subroutine */ int dlasv2_(doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *); extern doublereal dlapy2_(doublereal *, doublereal *); static doublereal ascale, bscale; extern doublereal dlamch_(char *); static doublereal safmin; extern /* Subroutine */ int dlartg_(doublereal *, doublereal *, doublereal *, doublereal *, doublereal *); a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --alphar; --alphai; --beta; /* Function Body */ safmin = dlamch_("S"); ulp = dlamch_("P"); /* Scale A Computing MAX */ d__5 = (d__1 = a[a_dim1 + 1], abs(d__1)) + (d__2 = a[a_dim1 + 2], abs( d__2)), d__6 = (d__3 = a[(a_dim1 << 1) + 1], abs(d__3)) + (d__4 = a[(a_dim1 << 1) + 2], abs(d__4)), d__5 = max(d__5,d__6); anorm = max(d__5,safmin); ascale = 1. / anorm; a[a_dim1 + 1] = ascale * a[a_dim1 + 1]; a[(a_dim1 << 1) + 1] = ascale * a[(a_dim1 << 1) + 1]; a[a_dim1 + 2] = ascale * a[a_dim1 + 2]; a[(a_dim1 << 1) + 2] = ascale * a[(a_dim1 << 1) + 2]; /* Scale B Computing MAX */ d__4 = (d__3 = b[b_dim1 + 1], abs(d__3)), d__5 = (d__1 = b[(b_dim1 << 1) + 1], abs(d__1)) + (d__2 = b[(b_dim1 << 1) + 2], abs(d__2)), d__4 = max(d__4,d__5); bnorm = max(d__4,safmin); bscale = 1. / bnorm; b[b_dim1 + 1] = bscale * b[b_dim1 + 1]; b[(b_dim1 << 1) + 1] = bscale * b[(b_dim1 << 1) + 1]; b[(b_dim1 << 1) + 2] = bscale * b[(b_dim1 << 1) + 2]; /* Check if A can be deflated */ if ((d__1 = a[a_dim1 + 2], abs(d__1)) <= ulp) { *csl = 1.; *snl = 0.; *csr = 1.; *snr = 0.; a[a_dim1 + 2] = 0.; b[b_dim1 + 2] = 0.; /* Check if B is singular */ } else if ((d__1 = b[b_dim1 + 1], abs(d__1)) <= ulp) { dlartg_(&a[a_dim1 + 1], &a[a_dim1 + 2], csl, snl, &r__); *csr = 1.; *snr = 0.; drot_(&c__2, &a[a_dim1 + 1], lda, &a[a_dim1 + 2], lda, csl, snl); drot_(&c__2, &b[b_dim1 + 1], ldb, &b[b_dim1 + 2], ldb, csl, snl); a[a_dim1 + 2] = 0.; b[b_dim1 + 1] = 0.; b[b_dim1 + 2] = 0.; } else if ((d__1 = b[(b_dim1 << 1) + 2], abs(d__1)) <= ulp) { dlartg_(&a[(a_dim1 << 1) + 2], &a[a_dim1 + 2], csr, snr, &t); *snr = -(*snr); drot_(&c__2, &a[a_dim1 + 1], &c__1, &a[(a_dim1 << 1) + 1], &c__1, csr, snr); drot_(&c__2, &b[b_dim1 + 1], &c__1, &b[(b_dim1 << 1) + 1], &c__1, csr, snr); *csl = 1.; *snl = 0.; a[a_dim1 + 2] = 0.; b[b_dim1 + 2] = 0.; b[(b_dim1 << 1) + 2] = 0.; } else { /* B is nonsingular, first compute the eigenvalues of (A,B) */ dlag2_(&a[a_offset], lda, &b[b_offset], ldb, &safmin, &scale1, & scale2, &wr1, &wr2, &wi); if (wi == 0.) { /* two real eigenvalues, compute s*A-w*B */ h1 = scale1 * a[a_dim1 + 1] - wr1 * b[b_dim1 + 1]; h2 = scale1 * a[(a_dim1 << 1) + 1] - wr1 * b[(b_dim1 << 1) + 1]; h3 = scale1 * a[(a_dim1 << 1) + 2] - wr1 * b[(b_dim1 << 1) + 2]; rr = dlapy2_(&h1, &h2); d__1 = scale1 * a[a_dim1 + 2]; qq = dlapy2_(&d__1, &h3); if (rr > qq) { /* find right rotation matrix to zero 1,1 element of (sA - wB) */ dlartg_(&h2, &h1, csr, snr, &t); } else { /* find right rotation matrix to zero 2,1 element of (sA - wB) */ d__1 = scale1 * a[a_dim1 + 2]; dlartg_(&h3, &d__1, csr, snr, &t); } *snr = -(*snr); drot_(&c__2, &a[a_dim1 + 1], &c__1, &a[(a_dim1 << 1) + 1], &c__1, csr, snr); drot_(&c__2, &b[b_dim1 + 1], &c__1, &b[(b_dim1 << 1) + 1], &c__1, csr, snr); /* compute inf norms of A and B Computing MAX */ d__5 = (d__1 = a[a_dim1 + 1], abs(d__1)) + (d__2 = a[(a_dim1 << 1) + 1], abs(d__2)), d__6 = (d__3 = a[a_dim1 + 2], abs(d__3) ) + (d__4 = a[(a_dim1 << 1) + 2], abs(d__4)); h1 = max(d__5,d__6); /* Computing MAX */ d__5 = (d__1 = b[b_dim1 + 1], abs(d__1)) + (d__2 = b[(b_dim1 << 1) + 1], abs(d__2)), d__6 = (d__3 = b[b_dim1 + 2], abs(d__3) ) + (d__4 = b[(b_dim1 << 1) + 2], abs(d__4)); h2 = max(d__5,d__6); if (scale1 * h1 >= abs(wr1) * h2) { /* find left rotation matrix Q to zero out B(2,1) */ dlartg_(&b[b_dim1 + 1], &b[b_dim1 + 2], csl, snl, &r__); } else { /* find left rotation matrix Q to zero out A(2,1) */ dlartg_(&a[a_dim1 + 1], &a[a_dim1 + 2], csl, snl, &r__); } drot_(&c__2, &a[a_dim1 + 1], lda, &a[a_dim1 + 2], lda, csl, snl); drot_(&c__2, &b[b_dim1 + 1], ldb, &b[b_dim1 + 2], ldb, csl, snl); a[a_dim1 + 2] = 0.; b[b_dim1 + 2] = 0.; } else { /* a pair of complex conjugate eigenvalues first compute the SVD of the matrix B */ dlasv2_(&b[b_dim1 + 1], &b[(b_dim1 << 1) + 1], &b[(b_dim1 << 1) + 2], &r__, &t, snr, csr, snl, csl); /* Form (A,B) := Q(A,B)Z' where Q is left rotation matrix and Z is right rotation matrix computed from DLASV2 */ drot_(&c__2, &a[a_dim1 + 1], lda, &a[a_dim1 + 2], lda, csl, snl); drot_(&c__2, &b[b_dim1 + 1], ldb, &b[b_dim1 + 2], ldb, csl, snl); drot_(&c__2, &a[a_dim1 + 1], &c__1, &a[(a_dim1 << 1) + 1], &c__1, csr, snr); drot_(&c__2, &b[b_dim1 + 1], &c__1, &b[(b_dim1 << 1) + 1], &c__1, csr, snr); b[b_dim1 + 2] = 0.; b[(b_dim1 << 1) + 1] = 0.; } } /* Unscaling */ a[a_dim1 + 1] = anorm * a[a_dim1 + 1]; a[a_dim1 + 2] = anorm * a[a_dim1 + 2]; a[(a_dim1 << 1) + 1] = anorm * a[(a_dim1 << 1) + 1]; a[(a_dim1 << 1) + 2] = anorm * a[(a_dim1 << 1) + 2]; b[b_dim1 + 1] = bnorm * b[b_dim1 + 1]; b[b_dim1 + 2] = bnorm * b[b_dim1 + 2]; b[(b_dim1 << 1) + 1] = bnorm * b[(b_dim1 << 1) + 1]; b[(b_dim1 << 1) + 2] = bnorm * b[(b_dim1 << 1) + 2]; if (wi == 0.) { alphar[1] = a[a_dim1 + 1]; alphar[2] = a[(a_dim1 << 1) + 2]; alphai[1] = 0.; alphai[2] = 0.; beta[1] = b[b_dim1 + 1]; beta[2] = b[(b_dim1 << 1) + 2]; } else { alphar[1] = anorm * wr1 / scale1 / bnorm; alphai[1] = anorm * wi / scale1 / bnorm; alphar[2] = alphar[1]; alphai[2] = -alphai[1]; beta[1] = 1.; beta[2] = 1.; } return 0; /* End of DLAGV2 */ } /* dlagv2_ */