LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
slaev2.f
Go to the documentation of this file.
1 *> \brief \b SLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix.
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
10 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaev2.f">
11 *> [TGZ]</a>
12 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaev2.f">
13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaev2.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE SLAEV2( A, B, C, RT1, RT2, CS1, SN1 )
22 *
23 * .. Scalar Arguments ..
24 * REAL A, B, C, CS1, RT1, RT2, SN1
25 * ..
26 *
27 *
28 *> \par Purpose:
29 * =============
30 *>
31 *> \verbatim
32 *>
33 *> SLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix
34 *> [ A B ]
35 *> [ B C ].
36 *> On return, RT1 is the eigenvalue of larger absolute value, RT2 is the
37 *> eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right
38 *> eigenvector for RT1, giving the decomposition
39 *>
40 *> [ CS1 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ]
41 *> [-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ].
42 *> \endverbatim
43 *
44 * Arguments:
45 * ==========
46 *
47 *> \param[in] A
48 *> \verbatim
49 *> A is REAL
50 *> The (1,1) element of the 2-by-2 matrix.
51 *> \endverbatim
52 *>
53 *> \param[in] B
54 *> \verbatim
55 *> B is REAL
56 *> The (1,2) element and the conjugate of the (2,1) element of
57 *> the 2-by-2 matrix.
58 *> \endverbatim
59 *>
60 *> \param[in] C
61 *> \verbatim
62 *> C is REAL
63 *> The (2,2) element of the 2-by-2 matrix.
64 *> \endverbatim
65 *>
66 *> \param[out] RT1
67 *> \verbatim
68 *> RT1 is REAL
69 *> The eigenvalue of larger absolute value.
70 *> \endverbatim
71 *>
72 *> \param[out] RT2
73 *> \verbatim
74 *> RT2 is REAL
75 *> The eigenvalue of smaller absolute value.
76 *> \endverbatim
77 *>
78 *> \param[out] CS1
79 *> \verbatim
80 *> CS1 is REAL
81 *> \endverbatim
82 *>
83 *> \param[out] SN1
84 *> \verbatim
85 *> SN1 is REAL
86 *> The vector (CS1, SN1) is a unit right eigenvector for RT1.
87 *> \endverbatim
88 *
89 * Authors:
90 * ========
91 *
92 *> \author Univ. of Tennessee
93 *> \author Univ. of California Berkeley
94 *> \author Univ. of Colorado Denver
95 *> \author NAG Ltd.
96 *
97 *> \date September 2012
98 *
99 *> \ingroup auxOTHERauxiliary
100 *
101 *> \par Further Details:
102 * =====================
103 *>
104 *> \verbatim
105 *>
106 *> RT1 is accurate to a few ulps barring over/underflow.
107 *>
108 *> RT2 may be inaccurate if there is massive cancellation in the
109 *> determinant A*C-B*B; higher precision or correctly rounded or
110 *> correctly truncated arithmetic would be needed to compute RT2
111 *> accurately in all cases.
112 *>
113 *> CS1 and SN1 are accurate to a few ulps barring over/underflow.
114 *>
115 *> Overflow is possible only if RT1 is within a factor of 5 of overflow.
116 *> Underflow is harmless if the input data is 0 or exceeds
117 *> underflow_threshold / macheps.
118 *> \endverbatim
119 *>
120 * =====================================================================
121  SUBROUTINE slaev2( A, B, C, RT1, RT2, CS1, SN1 )
122 *
123 * -- LAPACK auxiliary routine (version 3.4.2) --
124 * -- LAPACK is a software package provided by Univ. of Tennessee, --
125 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
126 * September 2012
127 *
128 * .. Scalar Arguments ..
129  REAL A, B, C, CS1, RT1, RT2, SN1
130 * ..
131 *
132 * =====================================================================
133 *
134 * .. Parameters ..
135  REAL ONE
136  parameter ( one = 1.0e0 )
137  REAL TWO
138  parameter ( two = 2.0e0 )
139  REAL ZERO
140  parameter ( zero = 0.0e0 )
141  REAL HALF
142  parameter ( half = 0.5e0 )
143 * ..
144 * .. Local Scalars ..
145  INTEGER SGN1, SGN2
146  REAL AB, ACMN, ACMX, ACS, ADF, CS, CT, DF, RT, SM,
147  \$ tb, tn
148 * ..
149 * .. Intrinsic Functions ..
150  INTRINSIC abs, sqrt
151 * ..
152 * .. Executable Statements ..
153 *
154 * Compute the eigenvalues
155 *
156  sm = a + c
157  df = a - c
158  adf = abs( df )
159  tb = b + b
160  ab = abs( tb )
161  IF( abs( a ).GT.abs( c ) ) THEN
162  acmx = a
163  acmn = c
164  ELSE
165  acmx = c
166  acmn = a
167  END IF
170  ELSE IF( adf.LT.ab ) THEN
171  rt = ab*sqrt( one+( adf / ab )**2 )
172  ELSE
173 *
175 *
176  rt = ab*sqrt( two )
177  END IF
178  IF( sm.LT.zero ) THEN
179  rt1 = half*( sm-rt )
180  sgn1 = -1
181 *
182 * Order of execution important.
183 * To get fully accurate smaller eigenvalue,
184 * next line needs to be executed in higher precision.
185 *
186  rt2 = ( acmx / rt1 )*acmn - ( b / rt1 )*b
187  ELSE IF( sm.GT.zero ) THEN
188  rt1 = half*( sm+rt )
189  sgn1 = 1
190 *
191 * Order of execution important.
192 * To get fully accurate smaller eigenvalue,
193 * next line needs to be executed in higher precision.
194 *
195  rt2 = ( acmx / rt1 )*acmn - ( b / rt1 )*b
196  ELSE
197 *
198 * Includes case RT1 = RT2 = 0
199 *
200  rt1 = half*rt
201  rt2 = -half*rt
202  sgn1 = 1
203  END IF
204 *
205 * Compute the eigenvector
206 *
207  IF( df.GE.zero ) THEN
208  cs = df + rt
209  sgn2 = 1
210  ELSE
211  cs = df - rt
212  sgn2 = -1
213  END IF
214  acs = abs( cs )
215  IF( acs.GT.ab ) THEN
216  ct = -tb / cs
217  sn1 = one / sqrt( one+ct*ct )
218  cs1 = ct*sn1
219  ELSE
220  IF( ab.EQ.zero ) THEN
221  cs1 = one
222  sn1 = zero
223  ELSE
224  tn = -cs / tb
225  cs1 = one / sqrt( one+tn*tn )
226  sn1 = tn*cs1
227  END IF
228  END IF
229  IF( sgn1.EQ.sgn2 ) THEN
230  tn = cs1
231  cs1 = -sn1
232  sn1 = tn
233  END IF
234  RETURN
235 *
236 * End of SLAEV2
237 *
238  END
subroutine slaev2(A, B, C, RT1, RT2, CS1, SN1)
SLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix.
Definition: slaev2.f:122