LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ dlaed5()

subroutine dlaed5 ( integer i,
double precision, dimension( 2 ) d,
double precision, dimension( 2 ) z,
double precision, dimension( 2 ) delta,
double precision rho,
double precision dlam )

DLAED5 used by DSTEDC. Solves the 2-by-2 secular equation.

Download DLAED5 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> This subroutine computes the I-th eigenvalue of a symmetric rank-one
!> modification of a 2-by-2 diagonal matrix
!>
!>            diag( D )  +  RHO * Z * transpose(Z) .
!>
!> The diagonal elements in the array D are assumed to satisfy
!>
!>            D(i) < D(j)  for  i < j .
!>
!> We also assume RHO > 0 and that the Euclidean norm of the vector
!> Z is one.
!> 
Parameters
[in]I
!>          I is INTEGER
!>         The index of the eigenvalue to be computed.  I = 1 or I = 2.
!> 
[in]D
!>          D is DOUBLE PRECISION array, dimension (2)
!>         The original eigenvalues.  We assume D(1) < D(2).
!> 
[in]Z
!>          Z is DOUBLE PRECISION array, dimension (2)
!>         The components of the updating vector.
!> 
[out]DELTA
!>          DELTA is DOUBLE PRECISION array, dimension (2)
!>         The vector DELTA contains the information necessary
!>         to construct the eigenvectors.
!> 
[in]RHO
!>          RHO is DOUBLE PRECISION
!>         The scalar in the symmetric updating formula.
!> 
[out]DLAM
!>          DLAM is DOUBLE PRECISION
!>         The computed lambda_I, the I-th updated eigenvalue.
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA

Definition at line 105 of file dlaed5.f.

106*
107* -- LAPACK computational routine --
108* -- LAPACK is a software package provided by Univ. of Tennessee, --
109* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
110*
111* .. Scalar Arguments ..
112 INTEGER I
113 DOUBLE PRECISION DLAM, RHO
114* ..
115* .. Array Arguments ..
116 DOUBLE PRECISION D( 2 ), DELTA( 2 ), Z( 2 )
117* ..
118*
119* =====================================================================
120*
121* .. Parameters ..
122 DOUBLE PRECISION ZERO, ONE, TWO, FOUR
123 parameter( zero = 0.0d0, one = 1.0d0, two = 2.0d0,
124 $ four = 4.0d0 )
125* ..
126* .. Local Scalars ..
127 DOUBLE PRECISION B, C, DEL, TAU, TEMP, W
128* ..
129* .. Intrinsic Functions ..
130 INTRINSIC abs, sqrt
131* ..
132* .. Executable Statements ..
133*
134 del = d( 2 ) - d( 1 )
135 IF( i.EQ.1 ) THEN
136 w = one + two*rho*( z( 2 )*z( 2 )-z( 1 )*z( 1 ) ) / del
137 IF( w.GT.zero ) THEN
138 b = del + rho*( z( 1 )*z( 1 )+z( 2 )*z( 2 ) )
139 c = rho*z( 1 )*z( 1 )*del
140*
141* B > ZERO, always
142*
143 tau = two*c / ( b+sqrt( abs( b*b-four*c ) ) )
144 dlam = d( 1 ) + tau
145 delta( 1 ) = -z( 1 ) / tau
146 delta( 2 ) = z( 2 ) / ( del-tau )
147 ELSE
148 b = -del + rho*( z( 1 )*z( 1 )+z( 2 )*z( 2 ) )
149 c = rho*z( 2 )*z( 2 )*del
150 IF( b.GT.zero ) THEN
151 tau = -two*c / ( b+sqrt( b*b+four*c ) )
152 ELSE
153 tau = ( b-sqrt( b*b+four*c ) ) / two
154 END IF
155 dlam = d( 2 ) + tau
156 delta( 1 ) = -z( 1 ) / ( del+tau )
157 delta( 2 ) = -z( 2 ) / tau
158 END IF
159 temp = sqrt( delta( 1 )*delta( 1 )+delta( 2 )*delta( 2 ) )
160 delta( 1 ) = delta( 1 ) / temp
161 delta( 2 ) = delta( 2 ) / temp
162 ELSE
163*
164* Now I=2
165*
166 b = -del + rho*( z( 1 )*z( 1 )+z( 2 )*z( 2 ) )
167 c = rho*z( 2 )*z( 2 )*del
168 IF( b.GT.zero ) THEN
169 tau = ( b+sqrt( b*b+four*c ) ) / two
170 ELSE
171 tau = two*c / ( -b+sqrt( b*b+four*c ) )
172 END IF
173 dlam = d( 2 ) + tau
174 delta( 1 ) = -z( 1 ) / ( del+tau )
175 delta( 2 ) = -z( 2 ) / tau
176 temp = sqrt( delta( 1 )*delta( 1 )+delta( 2 )*delta( 2 ) )
177 delta( 1 ) = delta( 1 ) / temp
178 delta( 2 ) = delta( 2 ) / temp
179 END IF
180 RETURN
181*
182* End of DLAED5
183*
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